# EDGAR Filing Document

**Accession Number:** 0000927972
**File Stem:** 0001410368-26-053553
**Filing Date:** 2026-5
**Character Count:** 102619
**Document Hash:** ce3400d0cd44bae44f0fca791a65bfc2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053553.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053553

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08690
- **FILM NUMBER:** 261027332

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

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

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

## Series and Classes Contracts Data

### MML Barings 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:** MML Barings 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:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $206970023.60

**Total Liabilities:** $3688336.23

**Net Assets:** $203281687.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -319.91000000 | **1-Year:** -1868.45000000 | **5-Year:** -1396.68000000 | **10-Year:** -4570.38000000 | **30-Year:** -1504.65000000

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

- **3-Month:** -722.65000000 | **1-Year:** -3291.50000000 | **5-Year:** -1426.12000000 | **10-Year:** -547.51000000 | **30-Year:** -162.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010489 | 0.45%                | 1.06%                | -1.10%               |
| Class ID C000010490 | 0.46%                | 1.05%                | -1.05%               |
| Class ID C000010491 | 0.54%                | 0.94%                | -1.02%               |
| Class ID C000010492 | 0.58%                | 1.08%                | -1.05%               |
| Class ID C000010493 | 0.47%                | 1.07%                | -0.95%               |
| Class ID C000098421 | 0.59%                | 0.98%                | -0.94%               |
| Class ID C000137071 | 0.46%                | 1.07%                | -1.00%               |
| Class ID C000241048 | 0.58%                | 0.97%                | -0.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $635881.91                                 |
| Month 2  | $-18760.98               | $494501.82                                 |
| Month 3  | $1164.97                 | $-1003833.68                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-1PL                                                                                                                   | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194626 | PA      | $195446.88    | 0.10%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                           | Corebridge Global Funding                                                                                                                 | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496451.67    | 0.24%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                                                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320065 | PA      | $320280.16    | 0.16%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                                                                                                 | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665087 | PA      | $665630.54    | 0.33%             | 2030-10-15      | Fixed         | 4.45%                 | 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        |    867127 | PA      | $868286.07    | 0.43%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1612227 | PA      | $1613633.25   | 0.79%             | 2039-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Alterna Funding LLC                               | Alterna Funding III LLC                                                                                                                   | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949591 | PA      | $949388.63    | 0.47%             | 2039-05-16      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                 | Amcor Flexibles North America Inc                                                                                                         | CUSIP: 02343CD85<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997309.30   | 1.47%             | 2026-04-08      | None          | 0.00%                 | 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        |    272799 | PA      | $272911.29    | 0.13%             | 2028-08-14      | Fixed         | 5.66%                 | 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        |   1225484 | PA      | $1229066.90   | 0.60%             | 2030-01-14      | Fixed         | 5.63%                 | 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        |   2136951 | PA      | $2149736.00   | 1.06%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2022-2                                                                                                           | CUSIP: 03464PAA5<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1629569 | PA      | $1550736.70   | 0.76%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2833333 | PA      | $2816545.56   | 1.39%             | 2027-08-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                                                  | CUSIP: 05377RFB5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1395432.78   | 0.69%             | 2028-08-21      | Fixed         | 4.30%                 | 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        |    205212 | PA      | $206221.53    | 0.10%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The    | Bell Telephone Co of Canada or Bell Canada/The                                                                                            | CUSIP: 07787QF19<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1489892.25   | 0.73%             | 2026-06-01      | None          | 0.00%                 | 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        |    240489 | PA      | $239380.84    | 0.12%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2021-NQM2                                                                                                 | CUSIP: 10569EAC5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    107707 | PA      | $106359.80    | 0.05%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2026-1                                                                                      | CUSIP: 107927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $399926.44    | 0.20%             | 2028-07-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2025-4                                                                                      | CUSIP: 10807UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    826673 | PA      | $827195.18    | 0.41%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                           | Brighthouse Financial Global Funding                                                                                                      | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $981327.86    | 0.48%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2019-INV3                                                                                                                       | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502772 | PA      | $485352.95    | 0.24%             | 2049-08-25      | Floating      | 4.73%                 | 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        |   2577329 | PA      | $2571852.11   | 1.27%             | 2028-09-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                   | CSL Finance PLC                                                                                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $546983.62    | 0.27%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2022-N1                                                                                                    | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682889 | PA      | $676602.39    | 0.33%             | 2028-12-11      | Fixed         | 3.21%                 | 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        |    359382 | PA      | $350677.38    | 0.17%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                | CNO Global Funding                                                                                                                        | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506836.97    | 0.25%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2022-1 Mortgage Loan Trust                                                                                                           | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   5523841 | PA      | $5073864.87   | 2.50%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2015-LC19 Mortgage Trust                                                                                                             | CUSIP: 200474AE4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2457000 | PA      | $2265627.46   | 1.11%             | 2048-02-10      | Fixed         | 2.87%                 | 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      | $8793.08      | 0.00%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2019-A-GS                                                                                                   | CUSIP: 20268CAB4<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     80927 | PA      | $78239.95     | 0.04%             | 2047-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                     | Commonbond Student Loan Trust 2021-A-GS                                                                                                   | CUSIP: 20268WAB0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     93949 | PA      | $75858.21     | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20753ACJ1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    929177 | PA      | $935252.57    | 0.46%             | 2043-04-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 20754DAA5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     58886 | PA      | $58943.49     | 0.03%             | 2042-04-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                                                  | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    526906 | PA      | $529918.33    | 0.26%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                                                   | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546167.90    | 0.27%             | 2027-04-07      | Fixed         | 3.65%                 | 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        |    125032 | PA      | $121865.92    | 0.06%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2024-1                                                                                                       | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309449 | PA      | $310848.39    | 0.15%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2025-1                                                                                                       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    926856 | PA      | $928400.90    | 0.46%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-2 LLC                                                                                                                       | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1199638.08   | 0.59%             | 2028-04-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-1 LLC                                                                                                                       | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564195 | PA      | $565230.48    | 0.28%             | 2027-08-16      | Fixed         | 4.59%                 | 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        |    326637 | PA      | $326948.68    | 0.16%             | 2028-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                              | ERAC USA Finance LLC                                                                                                                      | CUSIP: 26882SD29<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3999109.20   | 1.97%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge US Inc                                   | Enbridge US Inc                                                                                                                           | CUSIP: 29251VDW3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2989800.00   | 1.47%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                      | Entergy Corp                                                                                                                              | CUSIP: 29366GF30<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3970834.80   | 1.95%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                                                                                          | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499107.51    | 0.25%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                          | Equitable Financial Life Global Funding                                                                                                   | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550597.08    | 0.27%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2021-4                                                                                                | CUSIP: 30165JAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220095 | PA      | $219620.24    | 0.11%             | 2028-01-17      | Fixed         | 1.96%                 | 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        |    810262 | PA      | $805657.74    | 0.40%             | 2027-06-15      | Fixed         | 1.55%                 | 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        |   2724121 | PA      | $2723575.36   | 1.34%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust                                                                                                       | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266028 | PA      | $266224.89    | 0.13%             | 2028-01-18      | Fixed         | 4.83%                 | 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        |    351607 | PA      | $352058.37    | 0.17%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-3                                                                                         | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392138 | PA      | $1393226.99   | 0.69%             | 2029-05-15      | Fixed         | 4.24%                 | 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        |    674684 | PA      | $676510.65    | 0.33%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIC Funding, LLC                                  | FCI Funding 2024-1 LLC                                                                                                                    | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424447 | PA      | $424178.82    | 0.21%             | 2036-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc        | Fidelity National Information Services Inc                                                                                                | CUSIP: 31622GD95<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2996998.80   | 1.47%             | 2026-04-09      | None          | 0.00%                 | 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        |     11467 | PA      | $11539.78     | 0.01%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FNA VI LLC                                        | FNA VI LLC                                                                                                                                | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975568 | PA      | $907713.09    | 0.45%             | 2032-01-10      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                          | Fortitude Global Funding                                                                                                                  | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989848.83    | 0.49%             | 2028-10-06      | Fixed         | 4.63%                 | 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        |    174042 | PA      | $173991.97    | 0.09%             | 2041-11-25      | Floating      | 4.51%                 | 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        |    454599 | PA      | $454842.26    | 0.22%             | 2042-02-25      | Floating      | 4.96%                 | 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        |   1045995 | PA      | $1060471.66   | 0.52%             | 2042-06-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                                                                   | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    555000 | PA      | $516519.70    | 0.25%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                           | GA Global Funding Trust                                                                                                                   | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540769.44    | 0.27%             | 2027-01-06      | Fixed         | 2.25%                 | 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        |    738033 | PA      | $737321.48    | 0.36%             | 2028-01-18      | Fixed         | 3.14%                 | 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        |    761865 | PA      | $758571.50    | 0.37%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                                                                                  | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000938.60   | 0.49%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust             | GM Financial Automobile Leasing Trust 2026-1                                                                                              | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1245536.25   | 0.61%             | 2030-01-22      | Fixed         | 4.12%                 | 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      | $1007817.10   | 0.50%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2024-3                                                                                                  | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462919 | PA      | $466554.43    | 0.23%             | 2029-10-15      | Fixed         | 5.59%                 | 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        |    925656 | PA      | $933614.91    | 0.46%             | 2028-06-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                                                                                | CUSIP: 39154TCJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2700203 | PA      | $2715606.01   | 1.34%             | 2028-01-18      | Fixed         | 4.98%                 | 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        |    225170 | PA      | $226165.88    | 0.11%             | 2059-06-25      | Fixed         | 5.88%                 | 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        |    726735 | PA      | $728371.71    | 0.36%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-3                                                                                             | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796146 | PA      | $793154.09    | 0.39%             | 2060-12-27      | Fixed         | 4.34%                 | 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        |    442462 | PA      | $443726.35    | 0.22%             | 2037-01-25      | Fixed         | 5.57%                 | 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        |    398455 | PA      | $395692.65    | 0.19%             | 2036-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                                                   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005568.45   | 0.49%             | 2027-01-08      | Fixed         | 5.25%                 | 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        |    180945 | PA      | $181067.02    | 0.09%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| iShares Ultra Short Duration Bond Active ETF      | iShares Ultra Short Duration Bond Active ETF                                                                                              | CUSIP: 46434V878<br>LEI: 549300JE6SRZTXKUCU42 | Long             | EC               | RF                | US        |     43200 | NS      | $2187216.00   | 1.08%             |  |  |  | No            |                  1 | 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        |    116328 | PA      | $115554.24    | 0.06%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                          | Jackson National Life Global Funding                                                                                                      | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526879.68    | 0.26%             | 2027-01-13      | Fixed         | 4.90%                 | 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      | $894539.34    | 0.44%             | 2039-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                          | Lincoln Financial Global Funding                                                                                                          | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500072.33    | 0.25%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                            | Marlette Funding Trust 2025-1                                                                                                             | CUSIP: 570920AA6<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |   1167297 | PA      | $1168576.75   | 0.57%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2026-A LLC                                                                                                                   | CUSIP: 62919FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998063.10    | 0.49%             | 2034-02-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NP Spe IX LP                                      | NP SPE II LLC                                                                                                                             | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-O            | CORP              | US        |      8999 | PA      | $8920.98      | 0.00%             | 2049-09-20      | Fixed         | 2.57%                 | 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        |    455179 | PA      | $432680.00    | 0.21%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2018-A                                                                                          | CUSIP: 63940PAD7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    396702 | PA      | $392840.61    | 0.19%             | 2042-02-18      | Fixed         | 3.68%                 | 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        |   2471724 | PA      | $2283918.99   | 1.12%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2021-NQM2 Trust                                                                                                                       | CUSIP: 670857AB7<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    480432 | PA      | $399062.17    | 0.20%             | 2061-05-25      | 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        |   1924333 | PA      | $1756646.87   | 0.86%             | 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 2021-1                                                                                  | CUSIP: 67190AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3406368 | PA      | $2977645.82   | 1.46%             | 2051-01-20      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2020-EXP1 Trust                                                                                                                       | CUSIP: 67448TBF1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    157642 | PA      | $155922.41    | 0.08%             | 2060-02-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2024-3                                                                                                           | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096994 | PA      | $1101370.46   | 0.54%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2022-2                                                                                                           | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2152300 | PA      | $2158836.36   | 1.06%             | 2028-07-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2025-1                                                                                                           | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $849208.31    | 0.42%             | 2031-02-20      | Fixed         | 4.25%                 | 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      | $1102834.81   | 0.54%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                                                                               | CUSIP: 6840C3FF5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1486106.85   | 0.73%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                       | Oracle Corp                                                                                                                               | CUSIP: 6840C3HH9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $982768.10    | 0.48%             | 2026-08-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2020-2 Trust                                                                                                                         | CUSIP: 693652AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539855 | PA      | $476645.82    | 0.23%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PVOne LLC                                         | PVOne 2023-2 LLC                                                                                                                          | CUSIP: 693699AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112309 | PA      | $112798.78    | 0.06%             | 2035-09-17      | Fixed         | 7.67%                 | 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        |    425634 | PA      | $427004.84    | 0.21%             | 2031-10-15      | Fixed         | 6.28%                 | 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        |    788925 | PA      | $790595.82    | 0.39%             | 2032-06-15      | Fixed         | 5.18%                 | 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        |    927147 | PA      | $929596.94    | 0.46%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya Ai Debt Trust 2024-4                                                                                                               | CUSIP: 69548CAB3<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    897855 | PA      | $898272.60    | 0.44%             | 2031-08-15      | Fixed         | 6.54%                 | 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        |   1024406 | PA      | $1024937.09   | 0.50%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                        | Penske Truck Leasing Co LP                                                                                                                | CUSIP: 70962BDT8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3987568.00   | 1.96%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                       | Phillips 66                                                                                                                               | CUSIP: 71855BD66<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3997318.00   | 1.97%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                        | Point Securitization Trust 2024-1                                                                                                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542748 | PA      | $1543264.46   | 0.76%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                            | Protective Life Global Funding                                                                                                            | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517993.04    | 0.25%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                        | RCKTL 2025-2                                                                                                                              | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1607519 | PA      | $1608449.70   | 0.79%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                       | RKTL 2026-1                                                                                                                               | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    606782 | PA      | $606205.38    | 0.30%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| RAM LLC                                           | RAM 2024-1 LLC                                                                                                                            | CUSIP: 751313AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981018 | PA      | $981244.93    | 0.48%             | 2039-02-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach Abs Trust 2026-1                                                                                                                    | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827987 | PA      | $828291.53    | 0.41%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                         | Regatta XXIII Funding Ltd                                                                                                                 | CUSIP: 75889FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1699969.40   | 0.84%             | 2038-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2015-A                                                                                                   | CUSIP: 78448PAF7<br>LEI: 549300GMVSOGAWY1JE39 | Long             | ABS-O            | CORP              | US        |   2517166 | PA      | $2506293.58   | 1.23%             | 2048-10-15      | Fixed         | 4.50%                 | 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        |    205644 | PA      | $205797.33    | 0.10%             | 2036-07-15      | Floating      | 4.66%                 | 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        |   2205688 | PA      | $2208065.77   | 1.09%             | 2054-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2026-1                                                                                             | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999305.70    | 0.49%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                           | Schlumberger Holdings Corp                                                                                                                | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553844.49    | 0.27%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                           | Sherwin-Williams Co/The                                                                                                                   | CUSIP: 82434UDM6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3991048.00   | 1.96%             | 2026-04-21      | None          | 0.00%                 | 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        |    136184 | PA      | $135291.20    | 0.07%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-4 Trust                                                                                                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    681470 | PA      | $682041.91    | 0.34%             | 2035-08-25      | Fixed         | 4.24%                 | 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        |   1926046 | PA      | $1930114.10   | 0.95%             | 2034-02-27      | Fixed         | 4.80%                 | 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        |    598447 | PA      | $599740.00    | 0.30%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program Trust 2026-1                                                                                                   | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    913559 | PA      | $912725.35    | 0.45%             | 2035-12-26      | Fixed         | 4.06%                 | 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        |     94053 | PA      | $93487.75     | 0.05%             | 2049-09-27      | Variable      | 2.92%                 | 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      | $889491.30    | 0.44%             | 2050-02-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust               | STAR 2021-1 Trust                                                                                                                         | CUSIP: 85573GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1611763 | PA      | $1535729.06   | 0.76%             | 2065-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                       | FIXED INC CLEARING CORP.REPO                                                                                                              | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1546376 | PA      | $1546376.10   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                             | Sycamore Tree CLO 2024-5 Ltd                                                                                                              | CUSIP: 87122YAN5<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | KY        |   1017000 | PA      | $1016976.61   | 0.50%             | 2038-10-20      | Floating      | 4.62%                 | 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        |    299273 | PA      | $299459.34    | 0.15%             | 2027-08-20      | Fixed         | 6.57%                 | 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        |     15156 | PA      | $15090.02     | 0.01%             | 2041-09-15      | Floating      | 3.99%                 | 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      | $1594742.65   | 0.78%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust                                                                                                        | CUSIP: 89617QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2732705 | PA      | $2009358.19   | 0.99%             | 2029-01-16      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197826 | PA      | $213381.41    | 0.10%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366438 | PA      | $404464.10    | 0.20%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151474 | PA      | $157123.62    | 0.08%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    376162 | PA      | $368775.94    | 0.18%             | 2040-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    594020 | PA      | $575637.27    | 0.28%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    863550 | PA      | $666361.54    | 0.33%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    848712 | PA      | $626561.50    | 0.31%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627934 | PA      | $520082.83    | 0.26%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    552424 | PA      | $397490.97    | 0.20%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    137253 | PA      | $102021.31    | 0.05%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1616688 | PA      | $1149639.56   | 0.57%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    461584 | PA      | $332435.46    | 0.16%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    394182 | PA      | $279818.71    | 0.14%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    632475 | PA      | $359166.65    | 0.18%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    124913 | PA      | $66598.25     | 0.03%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    817782 | PA      | $426186.46    | 0.21%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    765842 | PA      | $589276.63    | 0.29%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1165626 | PA      | $1030789.86   | 0.51%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    721441 | PA      | $672466.35    | 0.33%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Bonds                                                                                                     | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200694 | PA      | $185923.70    | 0.09%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2833512 | PA      | $2812645.08   | 1.38%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525668 | PA      | $1483753.57   | 0.73%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1425149 | PA      | $1420881.26   | 0.70%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1137627 | PA      | $1088758.97   | 0.54%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1998880 | PA      | $1879279.79   | 0.92%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1456068 | PA      | $1360525.61   | 0.67%             | 2031-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1642480 | PA      | $1512536.71   | 0.74%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2238620 | PA      | $2113144.86   | 1.04%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2074363 | PA      | $1999448.02   | 0.98%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1626345 | PA      | $1632448.98   | 0.80%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2141620 | PA      | $2095416.63   | 1.03%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380301 | PA      | $1428919.94   | 0.70%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2115960 | PA      | $2108100.50   | 1.04%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1471988 | PA      | $1511124.35   | 0.74%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1658288 | PA      | $1666357.98   | 0.82%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550325 | PA      | $1574650.03   | 0.77%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1854900 | PA      | $1886508.31   | 0.93%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1838934 | PA      | $1857449.75   | 0.91%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1671153 | PA      | $1664162.68   | 0.82%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2312420 | PA      | $2291849.84   | 1.13%             | 2030-10-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Inflation-Indexed Notes                                                                                                     | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1501290 | PA      | $1484422.11   | 0.73%             | 2036-01-15      | Fixed         | 1.88%                 | 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        |    250000 | NS      | $250000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                                                                                                            | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054160 | PA      | $1057872.40   | 0.52%             | 2028-03-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                                      | CUSIP: 92348KBU6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2698407.81   | 1.33%             | 2029-06-20      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-3                                                                                                         | CUSIP: 92539LAC4<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    613104 | PA      | $548761.99    | 0.27%             | 2066-06-25      | Variable      | 1.44%                 | 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        |    961064 | PA      | $964106.96    | 0.47%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                           | Western-Southern Global Funding                                                                                                           | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499837.66    | 0.25%             | 2028-07-16      | Fixed         | 4.50%                 | 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        |   1176680 | PA      | $1179640.00   | 0.58%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2026-P1                                                                                             | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997989.20    | 0.49%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-3                                                                                              | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2407396 | PA      | $2408943.76   | 1.19%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                 | World Omni Auto Receivables Trust 2026-A                                                                                                  | CUSIP: 98190AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996455.30    | 0.49%             | 2029-04-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SWAP BNP PARIBAS COC                              | SWAP BNP PARIBAS COC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    580000 | NS      | $580000.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SWAP GOLDMAN SACHS COC                            | SWAP GOLDMAN SACHS COC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1310000 | NS      | $1310000.00   | 0.64%             |  |  |  | No            |                  1 | 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      | $32879.40     | 0.02%             |  |  |  | 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      | $60209.70     | 0.03%             |  |  |  | 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      | $144913.30    | 0.07%             |  |  |  | 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      | $84650.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS40XLD2 TRS USD R F   .00000 TRS RF INDEX / Short: BGS40XLD2 TRS USD P V 00MFEDL TRS PV FEDL01 +23BPS                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  22000000 | OU      | $8993.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS44FFA0 TRS USD R F   .00000 TRS RF INDEX / Short: BGS44FFA0 TRS USD P V 00MSOFR TRS PV SOFRRATE +17BPS                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  66000000 | OU      | $131578.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities Corp.                      | Long: BGS4BAPK0 TRS USD R F   .00000 TRS RF INDEX / Short: BGS4BAPK0 TRS USD P V 00MSOFR TRS PV SOFRRATE +16BPS                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              |  | US        |  43189284 | OU      | $-54624.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BGS4EF700 TRS USD R F   .00000 TRS RF INDEX / Short: BGS4EF700 TRS USD P V 00MSOFR TRS PV SOFRRATE +17BPS                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  14991735 | OU      | $-162241.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $7399.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $3855.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-6830.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -44 | NC      | $66581.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) JUN26                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -173 | NC      | $246679.06    | 0.12%             |  |  |  | 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        |    535040 | NS      | $535040.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-21

**Name of Applicant:** MASSMUTUAL PREMIER FUNDS

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer