# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-25-002395
**Filing Date:** 2025-11
**Character Count:** 245200
**Document Hash:** afb1d062a07525d1c2ad4451ac280f80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-002395.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001004726-25-002395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WEITZ FUNDS
- **CENTRAL INDEX KEY:** 0001257927

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21410
- **FILM NUMBER:** 251526113

**BUSINESS ADDRESS:**
- **STREET 1:** BLACKSTONE PLAZA
- **STREET 2:** 3555 FARNAM STREET, SUITE 800
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68131
- **BUSINESS PHONE:** 4023911980

**MAIL ADDRESS:**
- **STREET 1:** BLACKSTONE PLAZA
- **STREET 2:** 3555 FARNAM STREET, SUITE 800
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68131

## Series and Classes Contracts Data

### Core Plus Income Fund (Series ID: S000046118)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000144329 | Core Plus Income Fund - Institutional Class | WCPBX           |
| C000144330 | Core Plus Income Fund - Investor Class      | WCPNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Weitz Funds

- **b. Investment Company Act file number:** 811-21410

- **c. CIK number of Registrant:** 0001257927

- **d. LEI of Registrant:** 5493001DCTX72JLZFE90

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

  - **Street Address 1:** 3555 FARNAM ST

  - **City:** OMAHA

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68131

  - **Telephone number:** 402-391-1980

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

- **a. Name of Series:** Core Plus Income Fund

- **b. EDGAR series identifier (if any):** S000046118

- **c. LEI of Series:** 549300JM854MD7ITPQ33

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3778571959.32

**Total Liabilities:** $85647036.04

**Net Assets:** $3692924923.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6331.32380733 | **1-Year:** -111979.83884818 | **5-Year:** -298644.82008327 | **10-Year:** -364362.51849683 | **30-Year:** -94373.10048300

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

- **3-Month:** -428.44696034 | **1-Year:** -17408.71674362 | **5-Year:** -43951.35805834 | **10-Year:** -15946.99871730 | **30-Year:** -551.38422043

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144330 | -0.10%               | 1.15%                | 1.01%                |
| Class ID C000144329 | -0.08%               | 1.17%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $101617.46               | $-17746800.10                              |
| Month 2  | $519581.15               | $25554834.01                               |
| Month 3  | $1377948.83              | $20946986.90                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72907 | PA      | $69662.49     | 0.00%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $4788779.31   | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM CORPORATION                                               | INTERNATIONAL PETROLEUM CORP                      | CUSIP: C4731DAA4<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5077304.95   | 0.14%             | 2027-02-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4399456 | PA      | $4460831.90   | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9406971 | PA      | $9498983.21   | 0.26%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2018 6                   | CUSIP: 46650JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9150 | PA      | $8776.94      | 0.00%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                      | HILTON GRAND VACATIONS TRUST 2020 A               | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85850 | PA      | $85575.49     | 0.00%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                   | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7285219.27   | 0.20%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMM OPT LLC CAP                          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647123.36    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9850000.00   | 0.27%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248004.27    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254690.03    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                              | CUSIP: 30323CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8165500 | PA      | $8104202.73   | 0.22%             | 2036-11-16      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8479647.60   | 0.23%             | 2036-07-15      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10386718.80  | 0.28%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2021 FL2 LTD                                 | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2109000 | PA      | $2106317.27   | 0.06%             | 2038-04-18      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2993364.51   | 0.08%             | 2041-05-17      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | APOLLO DEBT SOLUTIONS BDC                         | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525838.58    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186498 | PA      | $188280.23    | 0.01%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                           | INTERNATIONAL FLAVORS FRAGRANCES INC              | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    914000 | PA      | $804333.34    | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                          | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2506198.88   | 0.07%             | 2042-08-17      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2019 CH2                   | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138 | PA      | $137.36       | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                               | ANTARES HOLDINGS LP                               | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3192296.10   | 0.09%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                            | COMPASS GROUP DIVERSIFIED HOLDINGS LLC            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $15950115.90  | 0.43%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5098508.50   | 0.14%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6130185.56   | 0.17%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE6 ISSUER LTD                     | CUSIP: 53948HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2992610.58   | 0.08%             | 2038-11-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| INDIANA BELL TELEPHONE COMPANY, LIMITED LIABILITY COMPANY                         | INDIANA BELL TELEPHONE CO INC                     | CUSIP: 454614AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $545753.06    | 0.01%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9288671 | PA      | $9239905.43   | 0.25%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                        | ESSENTIAL PROPERTIES LP                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $15439591.62  | 0.42%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13572177 | PA      | $13175439.59  | 0.36%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9126980 | PA      | $9061099.83   | 0.25%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $27288916.05  | 0.74%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $12607031.25  | 0.34%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6937812.48   | 0.19%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES VICI NOTE                         | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1082812.19   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FWGT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327827 | PA      | $302378.50    | 0.01%             | 2043-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2023261.20   | 0.05%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3433759.77   | 0.09%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC.                                                               | INGERSOLL RAND INC                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034687.58   | 0.03%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PRIVATE DEBT FUND NOTE LLC                                             | GUGGENHEIM INVESTMENTS PRIVATE DEBT FUND IV RATED | CUSIP: 40190AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22900000 | PA      | $22951318.90  | 0.62%             | 2038-04-10      | Floating      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |  14538000 | PA      | $14455476.64  | 0.39%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18983221 | PA      | $19179637.54  | 0.52%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                  | STACK INFRASTRUCTURE ISSUER LLC                   | CUSIP: 85236KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4292480.03   | 0.12%             | 2048-10-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2023 5                       | CUSIP: 69546PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499970 | PA      | $3527545.99   | 0.10%             | 2031-04-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4941020.53   | 0.13%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST   | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014274.27   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                              | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5002985.30   | 0.14%             | 2029-12-17      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                      | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91415.45     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR                      | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945944 | PA      | $1949038.91   | 0.05%             | 2032-01-26      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING PTL                          | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253129.37    | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                 | MASTERBRAND INC                                   | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7502017.25   | 0.20%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14837812.50  | 0.40%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TRTX 2022 FL5 ISSUER LTD                          | CUSIP: 87277JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5020898.60   | 0.14%             | 2039-02-15      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2783203.14   | 0.08%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                         | AT T INC                                          | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    713000 | PA      | $793713.21    | 0.02%             | 2036-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  47707395 | PA      | $46514932.92  | 1.26%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16914575 | PA      | $16420108.26  | 0.44%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                    | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8519910 | PA      | $8546094.50   | 0.23%             | 2199-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.                      | PHILLIPS EDISON GROCERY CENTER                    | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3645612.29   | 0.10%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC.                                                               | FORESTAR GROUP INC                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6143028.00   | 0.17%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                             | ATLAS WAREHOUSE LENDING CO LP                     | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1954439.73   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935041 | PA      | $936219.12    | 0.03%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                    | NNN REIT INC                                      | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5191424.90   | 0.14%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                                                 | ABPCI DIRECT LENDING FUND CLO LTD                 | CUSIP: 000849AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2020171.99   | 0.05%             | 2036-02-01      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                      | SCALELOGIX ABS US ISSUER LLC                      | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10022844.00  | 0.27%             | 2055-07-25      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2015378.00   | 0.05%             | 2054-07-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                  | HILTON USA TRUST 2016 SFP                         | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $34565.58     | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25273437.50  | 0.68%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995026.20    | 0.03%             | 2038-08-19      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780267 | PA      | $786201.45    | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | QUICKEN LOANS LLC QUICKN                          | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186934.76    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DVFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7197548 | PA      | $7263499.63   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022117.36   | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $17905859.26  | 0.48%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL OFFSHORE FUND LLC,                                             | BRIGHTWOOD CAPITAL OFFSHORE FUND V U RN LLC       | CUSIP: 10950DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23321544.56  | 0.63%             | 2035-12-31      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                                             | WALKER DUNLOP INC                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3070430.01   | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3847966 | PA      | $3944151.18   | 0.11%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $42493828.02  | 1.15%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5934803 | PA      | $5899885.89   | 0.16%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA INC                                       | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $479903.10    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                                | MORGAN STANLEY DIRECT LENDING FUND                | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5127585.30   | 0.14%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4089363 | PA      | $4183825.73   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14596802.25  | 0.40%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7622736 | PA      | $7567713.83   | 0.20%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11466816 | PA      | $11202593.51  | 0.30%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                          | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $940090.13    | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                     | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3668986 | PA      | $3722236.81   | 0.10%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5082350.00   | 0.14%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10263982 | PA      | $10358025.29  | 0.28%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86022.72     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1096945.19   | 0.03%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                    | CHARLES SCHWAB CORP                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4342162.90   | 0.12%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                        | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5181483.40   | 0.14%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1              | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1434916 | PA      | $1455171.20   | 0.04%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                      | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519661 | PA      | $520225.96    | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                | HARBOUR ENERGY PLC                                | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3082259.13   | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000626.05   | 0.14%             | 2028-07-17      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                                       | TWILIO INC                                        | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282290.22    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5819533 | PA      | $5674673.09   | 0.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                | BSPRT 2021 FL6 ISSUER LTD                         | CUSIP: 05601HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $50317.85     | 0.00%             | 2036-03-15      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| FBRT OP LLC                                                                       | FRANKLIN BSP REALTY TRUST INC                     | CUSIP: 35243JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15123354.15  | 0.41%             | 2030-04-25      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258021.76    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7460350 | PA      | $7528711.45   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30194531.40  | 0.82%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                  | ALLEGION US HOLDING CO                            | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3135123.15   | 0.08%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49548828.00  | 1.34%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DETROIT MICH CITY SCH DIST                                                        | DETROIT CITY SCHOOL DISTRICT                      | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $493176.40    | 0.01%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                          | RETAINED VANTAGE DATA CENTERS ISSUER LLC          | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3510319.40   | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7057156 | PA      | $6679120.47   | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                 | GOLUB CAPITAL PRIVATE CREDIT FUND                 | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5068358.70   | 0.14%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                 | VB S1 ISSUER LLC VBTEL                            | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7549000.50   | 0.20%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                 | CUSIP: 78485KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2320739.78   | 0.06%             | 2038-11-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                    | GLDMN SCHS FIN SQ GV-FST                          | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7846508 | NS      | $7846508.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18583236 | PA      | $18089952.19  | 0.49%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $13458964.81  | 0.36%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST           | CUSIP: 90945JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12056475.60  | 0.33%             | 2030-07-10      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER III LLC                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6642368.20   | 0.18%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442029.17    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5434907 | PA      | $5400978.84   | 0.15%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3              | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1618175 | PA      | $1619997.09   | 0.04%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR LLC                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9461208.96   | 0.26%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                          | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504169.84   | 0.04%             | 2033-04-22      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 465986AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1496149 | PA      | $1517863.32   | 0.04%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                   | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11298436 | PA      | $11396921.84  | 0.31%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | 6 79 10 15 2029                                   | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616757 | PA      | $624534.73    | 0.02%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384451.00    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO LLC                         | CUSIP: 05071LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.08%             | 2033-10-20      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 2                 | CUSIP: 33844WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34512 | PA      | $34462.83     | 0.00%             | 2027-06-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3873693.47   | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER             | CUSIP: 64755BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825000 | PA      | $3776857.56   | 0.10%             | 2033-11-15      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132E0JA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3320684 | PA      | $3407717.95   | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10608259 | PA      | $10028749.75  | 0.27%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $331098.10    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690944.73    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2024 2                   | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875418 | PA      | $1902637.16   | 0.05%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3069550.44   | 0.08%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2915706 | PA      | $2905923.91   | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4723290.75   | 0.13%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING                                                        | MONROE CAPITAL ABS FUNDING LTD                    | CUSIP: 61035MAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5280552.24   | 0.14%             | 2034-07-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2342816.10   | 0.06%             | 2054-05-25      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3860485.00   | 0.10%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE C MTGE                             | CUSIP: 830941AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7434211 | PA      | $7447330.44   | 0.20%             | 2030-04-15      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| THE GAP, INC.                                                                     | GAP INC THE                                       | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96842.84     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1      | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3971532.40   | 0.11%             | 2028-07-14      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                  | IDEX CORP                                         | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044319.76   | 0.06%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | J P MORGAN MORTGAGE TRUST 2023 3                  | CUSIP: 46656RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3636767 | PA      | $3593294.07   | 0.10%             | 2053-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063592.00   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9896503.30   | 0.27%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3008523.77   | 0.08%             | 2035-09-23      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                               | GENERAL MOTORS ACCEPTANCE CORP                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2280903.92   | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.                                      | AMERICOLD REALTY OPERATING PARTNERSHIP LP         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4919229.05   | 0.13%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC.                                                             | CLEVELAND CLIFFS INC                              | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2990074.03   | 0.08%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD   | CUSIP: 03881UAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9984154.70   | 0.27%             | 2041-01-18      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2202835 | PA      | $2192651.13   | 0.06%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3081254.22   | 0.08%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                                      | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022 | CUSIP: 04047JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1047596.80   | 0.03%             | 2029-03-15      | Fixed         | 9.84%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                 | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992864.49    | 0.03%             | 2036-12-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2024 6            | CUSIP: 46657YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3799270 | PA      | $3852074.91   | 0.10%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3059569.80   | 0.08%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DPXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12046558 | PA      | $11968292.80  | 0.32%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026046.06   | 0.03%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15052573 | PA      | $15216066.71  | 0.41%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10078320.30  | 0.27%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4704163 | PA      | $4736254.26   | 0.13%             | 2031-07-15      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325028.27    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $22026855.40  | 0.60%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10114257.80  | 0.27%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                   | PRESTIGE AUTO RECEIVABLES TRUST                   | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015265.00   | 0.03%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1532646.60   | 0.04%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049266.92   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGES                     | CUSIP: 85574AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7408769.00   | 0.20%             | 2037-10-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3333377.12   | 0.09%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7586297 | PA      | $7537763.34   | 0.20%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20235156.20  | 0.55%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                              | DATABANK ISSUER LLC                               | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5760838.75   | 0.16%             | 2054-01-26      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                         | LATAM AIRLINES GROUP SA                           | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $5189680.10   | 0.14%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGE TRUST                | CUSIP: 85573YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13200000 | PA      | $13257632.49  | 0.36%             | 2036-10-17      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 5   | CUSIP: 16159QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6670767 | PA      | $6767584.76   | 0.18%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC                                           | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966737.45    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM MM CLO LTD.                                                            | GUGGENHEIM MM CLO 2021 4 LTD                      | CUSIP: 40169CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.07%             | 2034-01-15      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL GLOBAL DIRECT LENDING FUND                                           | GREENSLEDGE CAPITAL MARKETS                       | CUSIP: 05682DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9969950.40   | 0.27%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3821317 | PA      | $3914452.65   | 0.11%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC                                 | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037687.42   | 0.06%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING TRUST                                                      | OXFORD FINANCE FUNDING TRUST 2023 1               | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4115373 | PA      | $4141509.33   | 0.11%             | 2031-02-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8415074.25   | 0.23%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $51067284.95  | 1.38%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2              | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3279633 | PA      | $3301307.59   | 0.09%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $313552.30    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LXP INDUSTRIAL TRUST                              | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3191709.27   | 0.09%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES CLO LTD             | CUSIP: 34967BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10030963.52  | 0.27%             | 2033-07-20      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                            | CUSIP: 81749GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9070970 | PA      | $9202624.20   | 0.25%             | 2054-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74249 | PA      | $69133.88     | 0.00%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5547972.32   | 0.15%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL1 LTD                          | CUSIP: 40441LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $724831.10    | 0.02%             | 2036-06-16      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                            | BERKSHIRE HATHAWAY FIN                            | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429000.65    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2493593.63   | 0.07%             | 2036-07-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17440948 | PA      | $17017609.27  | 0.46%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3174758 | PA      | $3284545.84   | 0.09%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34752539.15  | 0.94%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2840063.51   | 0.08%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3968400.00   | 0.11%             | 2038-08-19      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BOJANGLES ISSUER, LLC                                                             | BOJANGLES ISSUER LLC                              | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500000 | PA      | $19795768.20  | 0.54%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038064.65   | 0.03%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUE LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2716211.84   | 0.07%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9398697 | PA      | $9496418.97   | 0.26%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7712297 | PA      | $7781159.98   | 0.21%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHL24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132558 | PA      | $128280.04    | 0.00%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902498 | PA      | $3884947.02   | 0.11%             | 2039-09-17      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12877300.67  | 0.35%             | 2037-08-19      | Floating      | 8.97%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                              | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2062758.51   | 0.06%             | 2038-05-16      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | LIMITED BRANDS INC                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10347690.00  | 0.28%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26096997 | PA      | $26009438.41  | 0.70%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DT7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7536524 | PA      | $7333351.86   | 0.20%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2022 5                       | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11776 | PA      | $11787.60     | 0.00%             | 2030-06-17      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6144254 | PA      | $6224661.53   | 0.17%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2021 1                 | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175627 | PA      | $3171251.56   | 0.09%             | 2029-11-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922329.81    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74234.01     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11754335.97  | 0.32%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993294.60    | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32011071 | PA      | $31780011.09  | 0.86%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3933193.37   | 0.11%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5098855.00   | 0.14%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT LTD                                          | CUSIP: 36262TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12339720.77  | 0.33%             | 2036-12-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6394681 | PA      | $6474305.54   | 0.18%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO LTD                                                          | BLACKROCK ELBERT CLO V LTD                        | CUSIP: 092913AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030035 | PA      | $1032373.85   | 0.03%             | 2034-06-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                         | CNX RESOURCES CORP                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3114530.49   | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128P8ES6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182254 | PA      | $172585.77    | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $887363.28    | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP 2023 FL1 LLC                              | CUSIP: 40443GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5047054.50   | 0.14%             | 2038-09-19      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                         | DRIVEN BRANDS FUNDING LLC                         | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459787 | PA      | $456658.39    | 0.01%             | 2049-10-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                           | RETAIL PPTYS OF AMERICA                           | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2322502.24   | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                               | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1176764 | PA      | $1059436.26   | 0.03%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1482398.72   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS LOAN FUNDING XXXVII LP                   | CUSIP: 15672QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1738269.85   | 0.05%             | 2034-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH ABS TRUST 2024 1                            | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118226 | PA      | $118399.67    | 0.00%             | 2031-02-18      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000319.00   | 0.03%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19744094 | PA      | $19967688.67  | 0.54%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    551000 | PA      | $461839.28    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTAGE                | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4988583 | PA      | $4631833.58   | 0.13%             | 2053-02-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Markel Group Inc.                                                                 | MARKEL CORP                                       | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543213.64    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.                      | PHILLIPS EDISON GROCERY                           | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8329846.64   | 0.23%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES IX CLO LTD          | CUSIP: 34961JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1501780.31   | 0.04%             | 2033-10-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3009678.00   | 0.08%             | 2035-09-23      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3846490.20   | 0.10%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                | BSPRT 2022 FL8 ISSUER LTD                         | CUSIP: 055983AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200998.46    | 0.01%             | 2037-02-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12227751 | PA      | $12150154.81  | 0.33%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169824 | PA      | $170844.98    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING LLC                         | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7960000 | PA      | $8125095.18   | 0.22%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                 | LAMAR MEDIA CORP                                  | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $795115.14    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6019900 | PA      | $5843930.27   | 0.16%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $840996.77    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO 2024 1 LTD                   | CUSIP: 24461DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5018400.48   | 0.14%             | 2036-07-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5062816 | PA      | $5136297.21   | 0.14%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7577000 | PA      | $6756653.52   | 0.18%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5002224.25   | 0.14%             | 2037-08-19      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                         | FERGUSON ENTERPRISES INC                          | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022564.26   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS LOAN FUNDING 52 LLC                      | CUSIP: 15675MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2506794.21   | 0.07%             | 2037-10-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E6Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7467865 | PA      | $7249563.86   | 0.20%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1918052.91   | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79651 | PA      | $76500.82     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2808483 | PA      | $2823865.47   | 0.08%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954888.78    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                     | OWENS CORNING                                     | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193074.57    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                         | BROADSTONE NET LEASE LLC                          | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795573.94    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140ABBR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4711844 | PA      | $4762370.40   | 0.13%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                 | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7791371.05   | 0.21%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $763906.25    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                | PLAINS ALL AMER PIPELINE                          | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61170.02     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2022 CRE7 ISSUER LTD                     | CUSIP: 53946PAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2244386.21   | 0.06%             | 2037-01-17      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689293 | PA      | $1639909.28   | 0.04%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                    | SWCH COMMERCIAL MORTGAGE TRUST                    | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14962660.50  | 0.41%             | 2042-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9249094 | PA      | $8984702.63   | 0.24%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035466 | PA      | $849856.28    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RWT HOLDINGS, INC.                                                                | RWT HOLDINGS INC                                  | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501000.00    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HOTWIRE FUNDING LLC                               | CUSIP: 44148JAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6289922.40   | 0.17%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING                                                        | MONROE CAPITAL ABS FUNDING LTD                    | CUSIP: 61035MAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2549764.85   | 0.07%             | 2034-07-22      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5112109.40   | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9040497 | PA      | $9000844.10   | 0.24%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4812000 | PA      | $4997149.30   | 0.14%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TPG REAL ESTATE FINANCE                           | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6585000 | PA      | $6601994.57   | 0.18%             | 2039-02-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5012026.37   | 0.14%             | 2036-04-17      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19861328 | PA      | $19717966.33  | 0.53%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES                              | GREENPOINT MORTGAGE FUNDING TRUST                 | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17634 | PA      | $17334.91     | 0.00%             | 2033-10-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO LTD                        | CUSIP: 61034VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2012127.96   | 0.05%             | 2033-09-14      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2023 5                       | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970228 | PA      | $974156.88    | 0.03%             | 2031-04-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000366.65   | 0.14%             | 2042-12-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1271921.96   | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION           | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629209 | PA      | $659698.59    | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5129755.30   | 0.14%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5178904.00   | 0.14%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19619429 | PA      | $19846154.86  | 0.54%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443726.79    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006713.40   | 0.14%             | 2028-07-17      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11571882 | PA      | $11515160.72  | 0.31%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6530371.12   | 0.18%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2              | CUSIP: 525920AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1542791.70   | 0.04%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD   | CUSIP: 03881UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6987819.30   | 0.19%             | 2041-01-18      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1567500.00   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                 | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3525000 | PA      | $3498710.48   | 0.09%             | 2038-11-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                             | COUSINS PROPERTIES LP                             | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2100062.94   | 0.06%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8801503 | PA      | $8888185.05   | 0.24%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                 | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67127 | PA      | $66759.00     | 0.00%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229336.95    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING PTL                          | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2088856.74   | 0.06%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7648668 | PA      | $7425069.36   | 0.20%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adams Outdoor Advertising Limited Partnership                                     | ADAMS OUTDOOR ADVERTISING LP                      | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6123858.00   | 0.17%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21950122 | PA      | $22177235.86  | 0.60%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2926054.68   | 0.08%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                 | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13425000 | PA      | $13428083.45  | 0.36%             | 2035-07-16      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 3                 | CUSIP: 33846QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89473 | PA      | $89047.90     | 0.00%             | 2027-09-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200045.30    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                            | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5241270.30   | 0.14%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1375751.55   | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER             | CUSIP: 64755BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4765000 | PA      | $4715936.40   | 0.13%             | 2033-11-15      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Trust II: JPMorgan US Government Money Market Fund; Institutional Shares | JPMORGAN US GOVT MMKT L                           | CUSIP: 4812C2684<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  31753133 | NS      | $31753133.01  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                       | FORTRESS TRANSPORTATION                           | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7331779.00   | 0.20%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KPT65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10652381 | PA      | $10078530.48  | 0.27%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4926013 | PA      | $4960745.77   | 0.13%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34648632.90  | 0.94%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3069941.58   | 0.08%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5037178.15   | 0.14%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST          | CUSIP: 76089YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2525000 | PA      | $2540192.42   | 0.07%             | 2033-06-27      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3352278 | PA      | $3414315.89   | 0.09%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST           | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5660000 | PA      | $5691922.97   | 0.15%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                | COSTAR GROUP INC                                  | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $5354064.71   | 0.14%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TRTX 2021 FL4 ISSUER LTD                          | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23750000 | PA      | $23757153.26  | 0.64%             | 2038-03-15      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84622.08     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022 1   | CUSIP: 03066TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $446785.07    | 0.01%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    612000 | PA      | $582104.10    | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XNS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8588462 | PA      | $8690597.52   | 0.24%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST     | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144610 | PA      | $144846.82    | 0.00%             | 2036-04-17      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BDS LTD                                                                           | BDS 2021 FL10 LTD                                 | CUSIP: 07335YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1254634.70   | 0.03%             | 2036-12-18      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418225 | PA      | $421014.50    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9883008 | PA      | $9809355.25   | 0.27%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                      | BLUE OWL CREDIT INCOME CORP                       | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5372356.60   | 0.15%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3042455.85   | 0.08%             | 2035-09-23      | Floating      | 13.41%                | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                                   | BOMBARDIER INC                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $261202.10    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO LLC                    | CUSIP: 171937AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4512616.63   | 0.12%             | 2035-10-20      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | ROCKET MORTGAGE LLC                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1325319.58   | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10208414.40  | 0.28%             | 2037-08-19      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001194.90   | 0.14%             | 2041-05-17      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2016 3                   | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30626 | PA      | $28902.15     | 0.00%             | 2046-10-25      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3884543.36   | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5133387.25   | 0.14%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $7359160.18   | 0.20%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XXXI CLO LTD        | CUSIP: 34990GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22000000 | PA      | $21625934.40  | 0.59%             | 2033-07-20      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284573 | PA      | $284601.40    | 0.01%             | 2035-07-16      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NXT CAPITAL CLO                                                                   | NXT CAPITAL CLO LLC                               | CUSIP: 62960MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8600000 | PA      | $8633416.56   | 0.23%             | 2037-01-15      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUNDING LTD                                            | GOLUB CAPITAL PARTNERS ABS FUNDING 2024 1         | CUSIP: 38179VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5075938.09   | 0.14%             | 2034-01-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3917130 | PA      | $4011034.25   | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488786.69   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11555646 | PA      | $11686533.69  | 0.32%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    503000 | PA      | $501550.88    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                | PLAINS ALL AMER PIPELINE                          | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    798000 | PA      | $770718.45    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                | CUSIP: 00500RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16482000 | PA      | $16571098.07  | 0.45%             | 2036-10-16      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5198383.05   | 0.14%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2022 B                   | CUSIP: 05553DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145425 | PA      | $145428.27    | 0.00%             | 2035-06-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE6 ISSUER LTD                     | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5499865.25   | 0.15%             | 2038-11-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                           | CACI INTERNATIONAL INC                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1859041.17   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $8089306.66   | 0.22%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC        | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356855 | PA      | $360467.30    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5003346.75   | 0.14%             | 2042-12-18      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5020146.50   | 0.14%             | 2036-04-17      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $877647.38    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24702021 | PA      | $24082080.94  | 0.65%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                          | RETAINED VANTAGE DATA CENTERS ISSUER LLC          | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2021109.60   | 0.05%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST 2021 HG1           | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95755 | PA      | $95267.30     | 0.00%             | 2029-01-16      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10423860 | PA      | $10393723.36  | 0.28%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31462988 | PA      | $31752909.82  | 0.86%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22133083 | PA      | $22383733.26  | 0.61%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1094581.41   | 0.03%             | 2038-08-19      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                                                       | MANITOWOC CO INC THE                              | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050462.64   | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                    | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    756023 | PA      | $761096.53    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER             | CUSIP: 64755BAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2984784.92   | 0.08%             | 2033-11-15      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3314987.80   | 0.09%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1723805.67   | 0.05%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2809511.73   | 0.08%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUER LLC                               | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4952962.75   | 0.13%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1061721.32   | 0.03%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96512.26     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SILVER POINT SCF CLO LTD                                                          | SILVER POINT SCF CLO VII LTD                      | CUSIP: 827929AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5017087.90   | 0.14%             | 2037-07-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 2                      | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904381 | PA      | $908643.15    | 0.02%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                        | CUSIP: 233636AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10003035.00  | 0.27%             | 2042-09-18      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                   | CYRUSONE DATA CENTERS ISSUER                      | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12780432.50  | 0.35%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP 2023 FL1 LLC                              | CUSIP: 40443GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5065245.65   | 0.14%             | 2038-09-19      | Floating      | 10.22%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1      | CUSIP: 682687AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992992.80    | 0.03%             | 2030-11-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47922 | PA      | $47415.64     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORPORATION                                                | BARINGS PRIVATE CREDIT CORP                       | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9988885.70   | 0.27%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                        | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2504603.88   | 0.07%             | 2042-09-18      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4219130 | PA      | $4364448.07   | 0.12%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 46656QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091143 | PA      | $2121493.16   | 0.06%             | 2053-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22815934 | PA      | $22696901.78  | 0.61%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4085148.00   | 0.11%             | 2055-04-20      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $12940078.13  | 0.35%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068725.56   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3978117.44   | 0.11%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505934.55    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING LLC                                                               | TSC SPV FUNDING LLC                               | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16872500 | PA      | $17186672.70  | 0.47%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO 9 LLC                       | CUSIP: 050931AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4013736.37   | 0.11%             | 2036-04-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2024 PJ5      | CUSIP: 36269XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4846260 | PA      | $4913617.15   | 0.13%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12739824 | PA      | $12697080.12  | 0.34%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6842070 | PA      | $7010348.72   | 0.19%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4914648.45   | 0.13%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                          | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |     46250 | PA      | $46194.28     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1668750.00   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21241171.98  | 0.58%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234140.62    | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742832.70    | 0.02%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 4 LTD                                | CUSIP: 973385AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5003750.00   | 0.14%             | 2037-10-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1906716 | PA      | $1973359.36   | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1    | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4024084.40   | 0.11%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $18784687.44  | 0.51%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                  | FIRST INVESTORS AUTO OWNER TRUST                  | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033885.00   | 0.03%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15048610 | PA      | $15229486.49  | 0.41%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32958987 | PA      | $32754935.67  | 0.89%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUNDING LTD                                            | GOLUB CAPITAL PARTNERS ABS FUNDING 2024 1         | CUSIP: 38179VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5003507.03   | 0.14%             | 2034-01-25      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| MF1 LTD                                                                           | MF1 2022 FL8 LTD                                  | CUSIP: 55284JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98673.18     | 0.00%             | 2037-02-19      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1432876 | PA      | $1470600.73   | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                 | ENTERPRISE PRODUCTS OPER                          | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $875335.98    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                          | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $11106479.55  | 0.30%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75500000 | PA      | $72888467.08  | 1.97%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6147630.00   | 0.17%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8968572 | PA      | $8936169.77   | 0.24%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 1                   | CUSIP: 35041LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878020 | PA      | $1766754.73   | 0.05%             | 2041-05-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3168714 | PA      | $3165268.93   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2017 3                   | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39804 | PA      | $34976.81     | 0.00%             | 2047-08-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LEXINGTON REALTY TRUST                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457060.55    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7184408 | PA      | $7256157.83   | 0.20%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO                                                                     | BCRED MML CLO 2022 1 LLC                          | CUSIP: 072917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001584.81   | 0.03%             | 2035-04-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38382N3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    997823 | PA      | $803988.14    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                              | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982492.68    | 0.03%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  68496693 | PA      | $68002275.19  | 1.84%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $20413086.00  | 0.55%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36989721 | PA      | $36000160.74  | 0.97%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9940757 | PA      | $9691264.16   | 0.26%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253352.20   | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST                        | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1560093.95   | 0.04%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | SPRINGLEAF FINANCE CORP                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3268294.39   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                    | TRANSDIGM INC                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7443467 | PA      | $7448193.94   | 0.20%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XV CLO LTD          | CUSIP: 34962UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504189.39   | 0.04%             | 2033-04-25      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING                             | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629950 | PA      | $2628317.06   | 0.07%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $15048632.76  | 0.41%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4998138 | PA      | $5067589.62   | 0.14%             | 2031-07-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                 | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3275294.10   | 0.09%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 1                 | CUSIP: 33843WAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1467227.40   | 0.04%             | 2028-04-17      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5019122.60   | 0.14%             | 2036-04-17      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5208233 | PA      | $5336735.39   | 0.14%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8089890.00   | 0.22%             | 2054-07-20      | Fixed         | 11.19%                | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                          | DOW CHEMICAL CO THE                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $971997.83    | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                    | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4858530 | PA      | $4894307.85   | 0.13%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845836 | PA      | $848772.24    | 0.02%             | 2031-12-26      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                                        | BOF VII AL FUNDING TRUST I                        | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1609992 | PA      | $1638825.96   | 0.04%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2579509.50   | 0.07%             | 2054-07-20      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986054.80   | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5050000 | PA      | $5047045.50   | 0.14%             | 2038-08-19      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988274.44   | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                         | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2382262.80   | 0.06%             | 2042-08-18      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                          | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1106643.20   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST                                           | LENDINGPOINT ASSET SECURITIZATION                 | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2153589 | PA      | $2152306.10   | 0.06%             | 2028-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                                 | UWM HOLDINGS LLC                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054489.48   | 0.08%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                  | STACK INFRASTRUCTURE ISSUER LLC                   | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2991770.40   | 0.08%             | 2050-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                                 | GOLAR LNG LTD                                     | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |   2750000 | PA      | $2726750.32   | 0.07%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7405062 | PA      | $7587439.04   | 0.21%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $44398593.75  | 1.20%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390528 | PA      | $392891.38    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34673555 | PA      | $34423276.55  | 0.93%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8023577 | PA      | $7587602.98   | 0.21%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO LTD                                  | CUSIP: 972923AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $9255966.76   | 0.25%             | 2035-10-22      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM  | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5247900.75   | 0.14%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3120594.00   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3003794.85   | 0.08%             | 2028-07-17      | Floating      | 9.51%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                              | SIXTH STREET SPECIALTY LENDING INC                | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043623.51   | 0.08%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 2 LTD                                | CUSIP: 97338AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4012188.99   | 0.11%             | 2036-10-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTAGE BACKED SECURITIES TRUST                | CUSIP: 36270FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3879424 | PA      | $3833050.31   | 0.10%             | 2053-10-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16494399 | PA      | $16664216.50  | 0.45%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825000 | PA      | $826064.93    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                   | PRESTIGE AUTO RECEIVABLES TRUST 2022 1            | CUSIP: 74113RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482371 | PA      | $483331.91    | 0.01%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2715234.36   | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                    | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23846 | PA      | $22221.06     | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $804073.52    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD        | CUSIP: 34966YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $9773607.58   | 0.26%             | 2033-07-20      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5045518.55   | 0.14%             | 2039-09-17      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $5909203.10   | 0.16%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                             | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21807018 | PA      | $21805822.53  | 0.59%             | 2030-04-15      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31412RLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       337 | PA      | $335.81       | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1004575.37   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150198.43    | 0.00%             | 2036-07-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10341210.90  | 0.28%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1    | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8660000 | PA      | $8873986.87   | 0.24%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5314453.14   | 0.14%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4860351.55   | 0.13%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14510757 | PA      | $14652863.66  | 0.40%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 2   | CUSIP: 161929AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6622429 | PA      | $6722618.86   | 0.18%             | 2199-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                      | MARRIOTT INTERNATIONAL                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460274.45    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1922320.30   | 0.05%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 4                 | CUSIP: 33845AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $332065.83    | 0.01%             | 2027-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253672.41    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FR4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174405 | PA      | $158212.76    | 0.00%             | 2049-03-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028406.28   | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2023 9                   | CUSIP: 465988AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2288641 | PA      | $2321857.87   | 0.06%             | 2054-04-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD   | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10036364.20  | 0.27%             | 2036-11-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                              | UNITED RENTALS INC                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2915004.40   | 0.08%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                | ZAXBY S FUNDING LLC                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1133507.76   | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3302099.61   | 0.09%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MARANON LOAN FUNDING LTD                                                          | MARANON LOAN FUNDING LTD                          | CUSIP: 56577JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2507751.94   | 0.07%             | 2033-07-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $20757734.48  | 0.56%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029527.47   | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4761582.05   | 0.13%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19507697.10  | 0.53%             | 2055-04-25      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3397309 | PA      | $3376188.09   | 0.09%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL1 LTD                          | CUSIP: 40441LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266555 | PA      | $267250.23    | 0.01%             | 2036-06-16      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324044.89    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18309181 | PA      | $18200548.68  | 0.49%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWITCH ABS ISSUER LLC                             | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10340834.00  | 0.28%             | 2054-05-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO LLC                    | CUSIP: 171937AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5027307.98   | 0.14%             | 2035-10-20      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COMMERCIAL REAL ESTATE               | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2498444.10   | 0.07%             | 2042-08-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497389.86    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32983306 | PA      | $32745228.53  | 0.89%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   8502000 | PA      | $8266101.81   | 0.22%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                          | NGL ENRGY OP FIN CORP                             | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8922337.20   | 0.24%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20246640 | PA      | $20149446.09  | 0.55%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                        | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4          | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294565 | PA      | $292098.25    | 0.01%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33085203 | PA      | $33429230.81  | 0.91%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9074100 | PA      | $9008601.56   | 0.24%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL2 LTD                          | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2808509.06   | 0.08%             | 2026-10-19      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                       | DDCA - WEITZ AG                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    871834 | NS      | $871834.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28639619 | PA      | $28459353.50  | 0.77%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 46657WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109203 | PA      | $3152417.34   | 0.09%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWTCH                                             | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6731547.24   | 0.18%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3219808 | PA      | $3213802.42   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                                   | HAWAIIAN ELECTRIC CO INC                          | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $857919.66    | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1    | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340350 | PA      | $340509.72    | 0.01%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5269775.40   | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2573302.78   | 0.07%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                | LPL HOLDINGS INC                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3203174.76   | 0.09%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | TREASURY INFLATION INDEX                          | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $14284371.10  | 0.39%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108861 | PA      | $1116262.97   | 0.03%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9078906.20   | 0.25%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILVER POINT SCF CLO LTD                                                          | SILVER POINT SCF CLO V LTD                        | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2882278.77   | 0.08%             | 2038-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                                   | NRTH COMMERCIAL MORTGAGE TRUST 2025 PARK          | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9476250.00   | 0.26%             | 2040-10-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7203867 | PA      | $7297128.75   | 0.20%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82500000 | PA      | $80711425.58  | 2.19%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                         | BPR TRUST 2021 TY                                 | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3239184.33   | 0.09%             | 2038-09-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7874041 | PA      | $7851681.60   | 0.21%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                       | AXALTA COATING SYSTEMS LLC                        | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    624000 | PA      | $591723.16    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057653.16   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102500000 | PA      | $94800488.03  | 2.57%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2018 CRE1 ISSURE LTD                     | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407000 | PA      | $1408615.28   | 0.04%             | 2036-07-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                        | GLS AUTO RECEIVABLES ISSUER TRUST 2021 2          | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68674 | PA      | $68378.54     | 0.00%             | 2027-04-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25455566.50  | 0.69%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16809062 | PA      | $16989028.20  | 0.46%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | SIRIUS XM RADIO INC                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9385995.70   | 0.25%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                | TRICOLOR AUTO SECURITIZATION TRUST 2024 2         | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558839 | PA      | $537134.66    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3184595.10   | 0.09%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD   | CUSIP: 03881UAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6987767.99   | 0.19%             | 2041-01-18      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RAIALTO ISSUER LTD                             | CUSIP: 30319YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $929703.72    | 0.03%             | 2038-05-16      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3394936 | PA      | $3486056.30   | 0.09%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP TRUST                                     | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2540426 | PA      | $2560176.41   | 0.07%             | 2038-09-19      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3058843.20   | 0.08%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                     | VISTAJET MALTA FINANCE PLC                        | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |   4462000 | PA      | $4535502.53   | 0.12%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                 | CUSIP: 78485KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $129767.47    | 0.00%             | 2038-11-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President