# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-25-031175
**Filing Date:** 2025-11
**Character Count:** 91590
**Document Hash:** 78ea498a2261801fb03d15bfe501d61d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031175.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-031175

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08690
- **FILM NUMBER:** 251522922

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

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

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

## Series and Classes Contracts Data

### MassMutual Inflation-Protected and Income Fund (Series ID: S000003780)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000010489 | Class A              | MPSAX           |
| C000010490 | Administrative Class | MIPLX           |
| C000010491 | Class R3             | MIPNX           |
| C000010492 | Class R5             | MIPSX           |
| C000010493 | Service Class        | MIPYX           |
| C000098421 | Class I              | MIPZX           |
| C000137071 | Class R4             | MIPRX           |
| C000241048 | Class Y              | MMODX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** MassMutual Premier Inflation-Protected and Income Fund

- **b. EDGAR series identifier (if any):** S000003780

- **c. LEI of Series:** JQG9N9TODI6PZUOH8555

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $219800485.99

**Total Liabilities:** $5042690.48

**Net Assets:** $214757795.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -226.13000000 | **1-Year:** -649.87000000 | **5-Year:** -1828.80000000 | **10-Year:** -5913.96000000 | **30-Year:** -1988.27000000

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

- **3-Month:** -720.37000000 | **1-Year:** -3973.12000000 | **5-Year:** -2240.64000000 | **10-Year:** -788.65000000 | **30-Year:** -194.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010492 | 0.22%                | 1.52%                | -0.19%               |
| Class ID C000098421 | 0.23%                | 1.42%                | -0.18%               |
| Class ID C000137071 | 0.08%                | 1.52%                | -0.24%               |
| Class ID C000010491 | 0.17%                | 1.39%                | -0.15%               |
| Class ID C000010489 | 0.19%                | 1.39%                | -0.24%               |
| Class ID C000010490 | 0.10%                | 1.49%                | -0.20%               |
| Class ID C000241048 | 0.12%                | 1.52%                | -0.19%               |
| Class ID C000010493 | 0.11%                | 1.51%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $26602.32                | $-226355.01                                |
| Month 2  | $-417307.81              | $1190773.17                                |
| Month 3  | $-41342.11               | $-1130897.67                               |

**Designated Index Information**

- **Index Name:** Barclays US Treasury TIPS

- **Index Identifier:** LBUTTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP Paribas Securities Corp.                      | Long: BGS3F1W46 TRS USD R F   .00000 TRS RF / Short: BGS3F1W46 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  66009399 | OU      | $2269282.99   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2020-1                                                                                                | CUSIP: 85573AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $893533.30    | 0.42%             | 2050-02-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2531160 | PA      | $2636408.54   | 1.23%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-2 Trust                                                                                                   | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1036709 | PA      | $1042210.48   | 0.49%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                                                                                         | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2035605 | PA      | $2039542.39   | 0.95%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    812294 | PA      | $439801.77    | 0.20%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                                                                                                       | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176440 | PA      | $174797.55    | 0.08%             | 2060-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2022-3                                                                                                             | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728183 | PA      | $729615.87    | 0.34%             | 2032-11-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2021-C                                                                                                         | CUSIP: 12598CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2983428.30   | 1.39%             | 2028-09-15      | Fixed         | 3.21%                 | 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        |   3000000 | PA      | $3011604.30   | 1.40%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    376941 | PA      | $222742.93    | 0.10%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RAM LLC                                           | RAM 2024-1 LLC                                                                                                                            | CUSIP: 751313AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1633917 | PA      | $1639006.43   | 0.76%             | 2039-02-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325775 | PA      | $1237980.24   | 0.58%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust                     | Alloya Auto Receivables Trust 2025-1                                                                                                      | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503199.80   | 0.70%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                         | PVOne 2023-2 LLC                                                                                                                          | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275402 | PA      | $276260.98    | 0.13%             | 2035-09-17      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-2                                                                                                             | CUSIP: 78442GRY4<br>LEI: 5493007758ACJK074H95 | Long             | ABS-O            | CORP              | US        |    173564 | PA      | $162511.94    | 0.08%             | 2041-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Asset-Backed Repackaging Trust 2024-R1                                                                                                | CUSIP: 78450BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2667434 | PA      | $2666873.89   | 1.24%             | 2054-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052993 | PA      | $1054991.32   | 0.49%             | 2039-05-16      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515432 | PA      | $1469945.01   | 0.68%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2023-A                                                                                                           | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506135 | PA      | $506903.58    | 0.24%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-1                                                                                         | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    826084 | PA      | $828364.85    | 0.39%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                                                         | CUSIP: 30040XX35<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3998535.60   | 1.86%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1786496 | PA      | $1794814.10   | 0.84%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | Sofi Professional Loan Program 2018-D Trust                                                                                               | CUSIP: 83401AAB4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    207187 | PA      | $204581.64    | 0.10%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates | First Franklin Mortgage Loan Trust 2006-FF15                                                                                              | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41145 | PA      | $42015.83     | 0.02%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                                                 | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240324 | PA      | $240635.94    | 0.11%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2006-3                                                                                                          | CUSIP: 64031AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112706 | PA      | $101782.54    | 0.05%             | 2041-06-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-3                                                                                       | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003365.10   | 0.47%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-2                                                                                       | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2832115.72   | 1.32%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2602680 | PA      | $2522390.29   | 1.17%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                           | CRH America Finance Inc                                                                                                                   | CUSIP: 12636CX13<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3999530.40   | 1.86%             | 2025-10-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund        | Oak Street Investment Grade Net Lease Fund Series 2021-1                                                                                  | CUSIP: 67190AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3837421 | PA      | $3780330.39   | 1.76%             | 2051-01-20      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| MCA Fund Holding Llc                              | MCA Fund Holding LLC                                                                                                                      | CUSIP: 55283AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46882 | PA      | $46375.95     | 0.02%             | 2035-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2023-1                                                                                                                    | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281686 | PA      | $282380.82    | 0.13%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NA INC                            | Amcor Flexibles North America Inc                                                                                                         | CUSIP: 02343BXP7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3988653.20   | 1.86%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    511855 | PA      | $499499.69    | 0.23%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-4                                                                                                  | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019867.80   | 0.47%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                            | Tesla Auto Lease Trust 2023-B                                                                                                             | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3140000 | PA      | $3148181.90   | 1.47%             | 2027-08-20      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BGS2QLXM1 IRS USD R V 12MUSCPI BGS2QLXP4 CCPINFLATIONZERO / Short: BGS2QLXM1 IRS USD P F  2.16350 BGS2QLXN9 CCPINFLATIONZERO        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7000000 | OU      | $111022.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                                                                                                            | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1305208.71   | 0.61%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    363980 | PA      | $407295.53    | 0.19%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation           | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6                                                                             | CUSIP: 86362VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3579 | PA      | $3516.07      | 0.00%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                                                                                         | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689086 | PA      | $608375.77    | 0.28%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2004-3                                                                                                          | CUSIP: 64031QBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545845 | PA      | $539210.90    | 0.25%             | 2040-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                                                                                     | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136617 | PA      | $2147413.06   | 1.00%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2020-2 Trust                                                                                                                         | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588965 | PA      | $521480.99    | 0.24%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760704 | PA      | $608548.56    | 0.28%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2732705 | PA      | $1967556.54   | 0.92%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-11344.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                                                                                   | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458006 | PA      | $462265.13    | 0.22%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Issuance Trust 2024-2                                                                                                             | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700832 | PA      | $701510.24    | 0.33%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                      | NP SPE II LLC                                                                                                                             | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |     56253 | PA      | $55493.87     | 0.03%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    809356 | PA      | $603069.96    | 0.28%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                           | CRH America Finance Inc                                                                                                                   | CUSIP: 12636CXT2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996775.90    | 0.46%             | 2025-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2014-2                                                                                                          | CUSIP: 64033LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $288644.43    | 0.13%             | 2041-06-25      | Floating      | 5.97%                 | 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        |    668198 | PA      | $673308.41    | 0.31%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    678541 | PA      | $677608.13    | 0.32%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2021-NQM2                                                                                                 | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236174 | PA      | $230085.38    | 0.11%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2005-2                                                                                                          | CUSIP: 64031QBY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523365 | PA      | $507819.68    | 0.24%             | 2037-03-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        19 | NC      | $21013.15     | 0.01%             |  |  |  | No            |                  1 | 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        |    741556 | PA      | $743822.14    | 0.35%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-2                                                                                                | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4518946 | PA      | $4519974.90   | 2.10%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    977970 | PA      | $1021810.46   | 0.48%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    806488 | PA      | $446862.31    | 0.21%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust               | PenFed Auto Receivables Owner Trust 2025-A                                                                                                | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1100478.17   | 0.51%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                 | KREF 2021-FL2 Ltd                                                                                                                         | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $886143.78    | 0.41%             | 2039-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust                                                                                                       | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973826 | PA      | $975075.67    | 0.45%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1570006 | PA      | $1562746.08   | 0.73%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2019-A                                                                                                   | CUSIP: 78449TAC5<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |    300614 | PA      | $300222.13    | 0.14%             | 2036-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1253244 | PA      | $1293771.32   | 0.60%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS BOC                              | SWAP BNP PARIBAS BOC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |  -1790000 | NS      | $-1790000.00  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC19 Mortgage Trust                                                                                                             | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2457000 | PA      | $2266492.33   | 1.06%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust 2016-7                                                                                                         | CUSIP: 63940GAA3<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    895632 | PA      | $901676.35    | 0.42%             | 2066-03-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                                                                                      | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517897 | PA      | $1517896.37   | 0.71%             | 2038-07-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| SWAP GOLDMAN SACHS BOC                            | SWAP GOLDMAN SACHS BOC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -210000 | NS      | $-210000.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Trust 2024-4                                                                                                               | CUSIP: 69548CAB3<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   3638853 | PA      | $3658211.16   | 1.70%             | 2031-08-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                        | FIXED INC CLEARING CORP.REPO                                                                                                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   6354406 | PA      | $6354405.58   | 2.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X1                                                                                                 | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230310 | PA      | $230577.59    | 0.11%             | 2029-05-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2019-INV3                                                                                                                       | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534319 | PA      | $511542.22    | 0.24%             | 2049-08-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5 | NC      | $-14860.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210754 | PA      | $159951.16    | 0.07%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2005-8                                                                                                             | CUSIP: 78442GQT6<br>LEI: 549300FBYELJTA2VHZ52 | Long             | ABS-O            | CORP              | US        |    144804 | PA      | $138363.37    | 0.06%             | 2055-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    545328 | PA      | $420216.75    | 0.20%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-2                                                                                                           | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365000 | PA      | $2385254.10   | 1.11%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                      | Hilton Grand Vacations Trust 2022-2                                                                                                       | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541156 | PA      | $545427.93    | 0.25%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255550 | PA      | $1198560.67   | 0.56%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                            | Oscar US Funding XII LLC                                                                                                                  | CUSIP: 68785AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    736047 | PA      | $729433.46    | 0.34%             | 2028-04-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-A                                                                                                           | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586846 | PA      | $580592.70    | 0.27%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust                       | FCCU Auto Receivables Trust 2025-1                                                                                                        | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1156353 | PA      | $1158320.64   | 0.54%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692530 | PA      | $697361.16    | 0.32%             | 2043-06-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2021-ESH                                                                                                      | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1096259 | PA      | $1096259.15   | 0.51%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2004-3                                                                                                             | CUSIP: 78442GLJ3<br>LEI: 549300YK6GOQU7FJ5N55 | Long             | ABS-O            | CORP              | US        |     90958 | PA      | $85653.50     | 0.04%             | 2064-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                        | Flagship Credit Auto Trust 2021-2                                                                                                         | CUSIP: 33844WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95894 | PA      | $95761.64     | 0.04%             | 2027-06-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                      | Long: BGS3NSR51 TRS USD R F   .00000 TRS RF INDEX / Short: BGS3NSR51 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  49935049 | OU      | $988032.36    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000713 | PA      | $793029.41    | 0.37%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-2                                                                                                           | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696297 | PA      | $1634829.61   | 0.76%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS3BV7L4 TRS USD R F   .00000 TRS RF / Short: BGS3BV7L4 TRS USD P V 00MFEDL TRS PV FEDL01 +20BPS                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  33000000 | OU      | $815760.99    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195673 | PA      | $196365.42    | 0.09%             | 2042-04-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                   | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    443532 | PA      | $443303.07    | 0.21%             | 2041-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                        | FNA VI LLC                                                                                                                                | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1162369 | PA      | $1091308.19   | 0.51%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BM128490  IRS USD R V 12MUSCPI BM128490_RECEIVE CCPINFLATIONZ / Short: BM128490  IRS USD P F  2.49000 BM128490_PAY CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1500000 | OU      | $22665.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2024-1                                                                                                                    | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88670 | PA      | $88798.27     | 0.04%             | 2031-02-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2022-3                                                                                                  | CUSIP: 38014QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270000 | PA      | $1287577.94   | 0.60%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                            | SLC Student Loan Trust 2006-2                                                                                                             | CUSIP: 784428AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140407 | PA      | $124428.10    | 0.06%             | 2039-12-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    823576 | PA      | $835527.55    | 0.39%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                                                                          | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    544062 | PA      | $514593.77    | 0.24%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        15 | NC      | $1711.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust 2021-1                                                                                               | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209493 | PA      | $200839.91    | 0.09%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                          | Alimentation Couche-Tard Inc                                                                                                              | CUSIP: 01626UX83<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   4000000 | PA      | $3996147.60   | 1.86%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FCI Funding, LLC                                  | FCI Funding 2024-1 LLC                                                                                                                    | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    598410 | PA      | $599699.00    | 0.28%             | 2036-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC GOLDMAN SACHS COC                       | SWAP CCPC GOLDMAN SACHS COC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    489000 | NS      | $489000.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2021-A-GS                                                                                                   | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102421 | PA      | $79962.46     | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-1                                                                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124726 | PA      | $1127269.53   | 0.52%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-8                                                                                                       | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1507206 | PA      | $1511507.05   | 0.70%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                  | Genuine Parts Co                                                                                                                          | CUSIP: 37255FX70<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996678.80   | 1.86%             | 2025-10-07      | None          | 0.00%                 | 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        |   1090663 | PA      | $1080833.55   | 0.50%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-A                                                                                          | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2847811 | PA      | $2613955.88   | 1.22%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                  | BOF URSA VI Funding Trust I                                                                                                               | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781056 | PA      | $785390.64    | 0.37%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    802920 | PA      | $592471.26    | 0.28%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-4                                                                                                | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851228 | PA      | $845579.22    | 0.39%             | 2028-01-17      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1023590 | PA      | $1053561.64   | 0.49%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                                           | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6130412 | PA      | $5649823.29   | 2.63%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | Onemain Direct Auto Receivables Trust 2022-1                                                                                              | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1102280.63   | 0.51%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                                                  | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004105.00   | 0.47%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2021-N3                                                                                                    | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506844 | PA      | $490301.82    | 0.23%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                       | SBNA Auto Receivables Trust 2025-SF1                                                                                                      | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611832 | PA      | $612582.63    | 0.29%             | 2031-03-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1615425 | PA      | $1621592.79   | 0.76%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM2 Trust                                                                                                                       | CUSIP: 670857AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501724 | PA      | $419850.28    | 0.20%             | 2061-05-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS3SEFC5 TRS USD R F   .00000 TRS RF INDEX / Short: BGS3SEFC5 TRS USD P V 00MFEDL TRS PV FEDL01 +17BPS                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  14707253 | OU      | $63803.45     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2734364.05   | 1.27%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                                                 | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157682 | PA      | $1591300.28   | 0.74%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-5                                                                                                             | CUSIP: 83149EAG2<br>LEI: 549300LSGT1L2CL14698 | Long             | ABS-O            | CORP              | US        |    200789 | PA      | $190074.67    | 0.09%             | 2040-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                               | DataBank Issuer                                                                                                                           | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1480092.60   | 0.69%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    693025 | PA      | $592285.74    | 0.28%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1327044 | PA      | $1342336.66   | 0.63%             | 2043-04-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2946255 | PA      | $2900700.58   | 1.35%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2024-10                                                                                                      | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170188 | PA      | $1173245.32   | 0.55%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| WPP CP LLC                                        | WPP CP LLC                                                                                                                                | CUSIP: 92939AXP0<br>LEI: 549300QW2DOKKBOQBP57 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3989018.00   | 1.86%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2025-1                                                                                                             | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3153574 | PA      | $3160039.65   | 1.47%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                                                   | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    814661 | PA      | $816316.99    | 0.38%             | 2042-02-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1047672 | PA      | $1035493.73   | 0.48%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) DEC25                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -155 | NC      | $-19858.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    767592 | PA      | $761709.18    | 0.35%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526275 | PA      | $485667.19    | 0.23%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-3                                                                                                | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1676058 | PA      | $1656161.10   | 0.77%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Trust 2024-1                                                                                                    | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    743942 | PA      | $751191.87    | 0.35%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2029540 | PA      | $2060654.07   | 0.96%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    458486 | PA      | $343313.36    | 0.16%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust               | Starwood Mortgage Residential Trust 2019-INV1                                                                                             | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255138 | PA      | $252430.66    | 0.12%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-4                                                                                                  | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618488 | PA      | $1605279.75   | 0.75%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BM128676  IRS USD R V 12MUSCPI BM128676_RECEIVE CCPINFLATIONZ / Short: BM128676  IRS USD P F  2.48200 BM128676_PAY CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3000000 | OU      | $43666.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                     | 321 Henderson Receivables I LLC                                                                                                           | CUSIP: 88576NAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21926 | PA      | $21802.98     | 0.01%             | 2041-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2025-1                                                                                                              | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1937073 | PA      | $1936732.39   | 0.90%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Student Loan Trust                      | JP Morgan Student Loan Trust 2007-A                                                                                                       | CUSIP: 48122HAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142407 | PA      | $127193.90    | 0.06%             | 2039-06-28      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1834520 | PA      | $1838326.41   | 0.86%             | 2039-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                                                                                                   | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1776162 | PA      | $1785264.77   | 0.83%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    491248 | PA      | $537018.97    | 0.25%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BGS30E4S2 IRS USD R V 12MUSCPI BGS30E4U7 CCPINFLATIONZERO / Short: BGS30E4S2 IRS USD P F  2.59900 BGS30E4T0 CCPINFLATIONZERO        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9100000 | OU      | $70452.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2668320 | PA      | $2525249.96   | 1.18%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2633371 | PA      | $2701262.62   | 1.26%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    391538 | PA      | $288683.41    | 0.13%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                                   | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |   1365311 | PA      | $1391825.38   | 0.65%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                               | Oportun Funding Trust 2024-3                                                                                                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1380509 | PA      | $1381741.82   | 0.64%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2019-A-GS                                                                                                   | CUSIP: 20268CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96255 | PA      | $92687.07     | 0.04%             | 2047-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Student Loan Trust 2006-4                                                                                                             | CUSIP: 78442GSL1<br>LEI: 549300NL48RDOTQF8W80 | Long             | ABS-O            | CORP              | US        |     94746 | PA      | $89203.41     | 0.04%             | 2070-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2021-1                                                                                                  | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280169 | PA      | $1279322.73   | 0.60%             | 2028-01-18      | Fixed         | 3.14%                 | 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        |   2167460 | PA      | $2068791.81   | 0.96%             | 2050-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust               | STAR 2021-1 Trust                                                                                                                         | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1904816 | PA      | $1811315.55   | 0.84%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74728 | PA      | $75268.10     | 0.04%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889370 | PA      | $1893364.27   | 0.88%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4157811 | PA      | $4240815.21   | 1.97%             | 2029-10-15      | Fixed         | 1.63%                 | 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        |      9831 | PA      | $8783.40      | 0.00%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                        | Fiserv Inc                                                                                                                                | CUSIP: 33774KX88<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996192.00   | 1.86%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                            | Bunge Ltd Finance Corp                                                                                                                    | CUSIP: 12057AX82<br>LEI: 549300QHC068L40NNM71 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996184.40   | 1.86%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | OneMain Direct Auto Receivables Trust 2021-1                                                                                              | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238156 | PA      | $237135.05    | 0.11%             | 2028-07-14      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                     | J M Smucker Co/The                                                                                                                        | CUSIP: 46642QX87<br>LEI: 5493000WDH6A0LHDJD55 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996211.20   | 1.86%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp               | JP Morgan Mortgage Acquisition Trust 2007-CH3                                                                                             | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135797 | PA      | $134676.36    | 0.06%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-1                                                                                       | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2916576 | PA      | $2926395.87   | 1.36%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                        | Point Securitization Trust 2024-1                                                                                                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1548173 | PA      | $1550911.53   | 0.72%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                           | Home Equity Asset Trust 2005-9                                                                                                            | CUSIP: 437084QY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546408 | PA      | $541651.28    | 0.25%             | 2036-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer