# EDGAR Filing Document

**Accession Number:** 0002007649
**File Stem:** 0000894189-26-003467
**Filing Date:** 2026-2
**Character Count:** 47331
**Document Hash:** e2c0598e0a9947a3f2233bad01530ba0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-003467.hdr.sgml**: 20260209

**ACCESSION NUMBER**: 0000894189-26-003467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260209

**DATE AS OF CHANGE**: 20260209

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catalyst/Perini Strategic Income Fund
- **CENTRAL INDEX KEY:** 0002007649

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23928
- **FILM NUMBER:** 26610507

**BUSINESS ADDRESS:**
- **STREET 1:** 36 NORTH NEW YORK AVENUE
- **STREET 2:** 3RD FLOOR
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743
- **BUSINESS PHONE:** (631) 629-4237

**MAIL ADDRESS:**
- **STREET 1:** 36 NORTH NEW YORK AVENUE
- **STREET 2:** 3RD FLOOR
- **CITY:** HUNTINGTON
- **STATE:** NY
- **ZIP:** 11743

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Catalyst Strategic Income Opportunities Fund
- **DATE OF NAME CHANGE:** 20240110

## Nport-Ex

---

| |
|:---|
| **<br>Catalyst/Perini Strategic Income Fund**  |
| **Schedule of Investments**  |
| **December 31, 2025 (Unaudited)**  |

---

---

| | | |
|:---|:---|:---|
| **MORTGAGE-BACKED SECURITIES – 28.0%** | **&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Par** | **Value**  |
| Banc of America Mortgage Securities, Inc., 1A7 Series 2008-A, Class 1A7, 0.30%, 01/20/2038 <sup>(a)</sup> | $20540169  | $252644 |
|  Chase Mortgage Finance Corp., A3X Series 2024-4, Class A3X, 0.50%, 03/25/2055 <sup>(a)(b)(c)</sup> | 14727191 | 238581 |
|  Countrywide Alternative Loan Trust, A17 Series 2007-12T1, Class A17, 6.00%, 06/25/2037 <sup>(a)</sup> | 606277 | 222807 |
|  Countrywide Alternative Loan Trust, 2A5 Series 2007-22, Class 2A5, 6.50%, 09/25/2037 <sup>(a)</sup> | 571645 | 182926 |
|  Countrywide Alternative Loan Trust, 1X1 Series 2005-27, Class 1X1, 1.24%, 08/25/2035 <sup>(a)(c)</sup> | 3493272 | 143923 |
|  Greenpoint Mortgage Funding Trust, 2X Series 2006-AR2, Class 2X, 1.20%, 03/25/2036 <sup>(a)</sup> | 3559927 | 138125 |
| JP Morgan Mortgage Trust, B2X | JP Morgan Mortgage Trust, B2X |  |
| &nbsp;&nbsp; Series 2019-7, Class B2X, 1.00%, 02/25/2050 <sup>(a)(b)(c)</sup> | 7019176 | 299017 |
| &nbsp;&nbsp; Series 2019-8, Class B2X, 1.00%, 03/25/2050 <sup>(a)(b)(c)</sup> | 10373390 | 460579 |
| JP Morgan Mortgage Trust, B1X | JP Morgan Mortgage Trust, B1X |  |
| &nbsp;&nbsp; Series 2019-7, Class B1X, 1.25%, 02/25/2050 <sup>(a)(b)(c)</sup> | 4177882 | 222263 |
| &nbsp;&nbsp; Series 2019-8, Class B1X, 1.25%, 03/25/2050 <sup>(a)(b)(c)</sup> | 6915316 | 376193 |
|  JP Morgan Mortgage Trust, B3X Series 2019-8, Class B3X, 0.75%, 03/25/2050 <sup>(a)(b)(c)</sup> | 6648605 | 223393 |
|  Mastr Adjustable Rate Mortgages Trust, X2 Series 2006-OA2, Class X2, 0.90%, 12/25/2046 <sup>(a)</sup> | 27954839 | 1023147 |
| Mill City Mortgage Trust, XS | Mill City Mortgage Trust, XS |  |
| &nbsp;&nbsp; Series 2018-2, Class XS, Zero Coupon, 05/25/2058 <sup>(a)(b)(d)</sup> | 94512257 | 425305 |
| &nbsp;&nbsp; Series 2018-3, Class XS, Zero Coupon, 08/25/2058 <sup>(a)(b)(c)</sup> | 123211727 | 640701 |
| &nbsp;&nbsp; Series 2018-4, Class XS, Zero Coupon, 04/25/2066 <sup>(a)(b)(c)</sup> | 165750027 | 779025 |
| &nbsp;&nbsp; Series 2019-GS1, Class XS, 0.08%, 07/25/2059 <sup>(a)(b)</sup> | 172208055 | 895482 |
|  New Residential Mortgage Loan Trust, X1 Series 2019-1A, Class X1, 0.10%, 09/25/2057 <sup>(a)(b)</sup> | 27001302 | 132306 |
|  RALI Trust, XC Series 2006-QO5, Class XC, 1.37%, 05/25/2046 <sup>(a)(c)</sup> | 22610316 | 1612116 |
|  RALI Trust, XN Series 2006-QO5, Class XN, 1.77%, 05/25/2046 <sup>(a)(c)</sup> | 17774639 | 1071811 |
|  RALI Trust, X1 Series 2006-QO7, Class X1, 0.90%, 09/25/2046 <sup>(a)</sup> | 17088895 | 741658 |
| RALI Trust, AV | RALI Trust, AV |  |
| &nbsp;&nbsp; Series 2006-QS12, Class AV, 0.45%, 09/25/2036 <sup>(a)(c)</sup> | 25271505 | 442251 |
| &nbsp;&nbsp; Series 2007-QS3, Class AV, 0.36%, 02/25/2037 <sup>(a)(c)</sup> | 18028548 | 257808 |
|  RALI Trust, AXP Series 2006-QO9, Class AXP, 0.25%, 12/25/2046 <sup>(a)(e)</sup> | 32381736 | 362676 |
|  RALI Trust, X Series 2005-QO5, Class X, 1.64%, 01/25/2046 <sup>(a)(c)</sup> | 4144045 | 345613 |
|  Residential Asset Securitization Trust, AX Series 2007-A9, Class AX, 7.00%, 09/25/2037 <sup>(a)(c)</sup> | 1729123 | 398044 |
|  Rithm Capital Corp., Series 2020-2A, Class B4IA, 1.46%, 10/25/2046 <sup>(a)(b)(c)</sup> | 6559137 | 261710 |
|  Rithm Capital Corp., X2 Series 2020-1A, Class X2, 0.11%, 10/25/2059 <sup>(a)(b)(c)</sup> | 28755682 | 103521 |
|  Structured Asset Mortgage Investments, Inc., X Series 2006-AR8, Class X, 0.40%, 10/25/2036 <sup>(a)</sup> | 45950332 | 808726 |
|  Washington Mutual Alternative Mortgage Pass-Through Certificates, 3X2 Series 2006-AR8, Class 3X2, 0.50%, 10/25/2046 <sup>(a)</sup> | 6527784 | 131861 |
| **TOTAL MORTGAGE-BACKED SECURITIES** (Cost $12,560,942) |  | 13194212 |
| **ASSET-BACKED SECURITIES - 26.5%** | **Par** | **Value**  |
|  American Home Mortgage Investment Trust 2007-A, 5.88%, 01/25/2037 <sup>(b)</sup> | 7461756 | 1578161 |
|  Ameriquest Mortgage Securities, Inc. Asset-Backed Pa, M7 Series 2005-R10, 6.02% (TSFR1M + 228.95%), 01/25/2036 | 1682395 | 2780158 |
|  CSMC Mortgage-Backed Trust 2007-1, Series 2007-1, 6.22%, 02/25/2037 | 10415000 | 617610 |
|  CWABS Asset-Backed Certificates Trust 2006-9, Series 2006-9, 5.99%, 10/25/2046 | 173544 | 254242 |
|  Fremont Home Loan Trust, B1 Series 2004-A, Class B1, 6.38% (1 mo. Term SOFR + 2.65%), 01/25/2034 | 1016350 | 802916 |
|  Lehman XS Trust, 3AX Series 2007-2N, Class 3AX, 2.00%, 02/25/2037 <sup>(a)(c)</sup> | 15527695 | 1377307 |
|  RASC Trust, Series 2006-KS4, Class M4, 0.56% (1 mo. LIBOR US + 0.35%), 06/25/2036 <sup>(f)</sup> | 10957000 | 899570 |
|  RASC Trust, M2S Series 2007-KS3, Class M2S, 4.58% (1 mo. Term SOFR + 0.85%), 04/25/2037 | 569802 | 871797 |
| Saxon Asset Securities Trust, ES | Saxon Asset Securities Trust, ES |  |
| &nbsp;&nbsp; Series 2004-3, Class ES, 0.30%, 12/26/2034 <sup>(a)(e)</sup> | 20096670 | 223073 |
| &nbsp;&nbsp; Series 2005-1, Class ES, 0.30%, 05/25/2035 <sup>(a)(e)</sup> | 20399770 | 236637 |
| &nbsp;&nbsp; Series 2005-2, Class ES, 0.30%, 10/25/2035 <sup>(a)(e)</sup> | 23832744 | 278843 |
| &nbsp;&nbsp; Series 2005-3, Class ES, 0.30%, 11/25/2035 <sup>(a)(e)</sup> | 35832424 | 433572 |
| &nbsp;&nbsp; Series 2006-1, Class ES, Zero Coupon, 03/25/2036 <sup>(a)(d)(e)</sup> | 30976485 | 387206 |
| &nbsp;&nbsp; Series 2006-3, Class ES, Zero Coupon, 10/25/2046 <sup>(a)(d)(e)</sup> | 89513150 | 1154720 |
|  Soundview Home Equity Loan Trust, X1 Series 2007-OPT5, Class X1, 0.68%, 10/25/2037 <sup>(a)(c)</sup> | 18814618 | 602068 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $12,318,269) |  | 12497880 |
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.9%** | **Par** | **Value**  |
|  Bear Stearns Asset Backed Securities Trust, 22A1 Series 2006-AC2, Class 22A1, 4.20% (1 mo. Term SOFR + 0.46%), 03/25/2036 | 4446678 | 454450 |
|  Bear Stearns Asset Backed Securities Trust, 22A3 Series 2006-AC2, Class 22A3, 4.20% (1 mo. Term SOFR + 0.46%), 03/25/2036 | 4286826 | 438114 |
|  Countrywide Home Loan Mortgage Pass Through Trust, M Series 2004-6, Class M, 19.30%, 05/25/2034 <sup>(c)</sup> | 75581 | 151161 |
|  Credit Suisse Mortgage Capital Certificates, 3A3 Series 2006-5, Class 3A3, 6.50%, 06/25/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 6183567 | &nbsp;&nbsp;&nbsp;&nbsp; 1046260 |
|  CSAB Mortgage-Backed Trust 2006-1, Series 2006-1, 7.05%, 06/25/2036 | 31027900 | 623661 |

---

------

---

| |
|:---|
| **<br>Catalyst/Perini Strategic Income Fund**  |
| **Schedule of Investments**  |
| **December 31, 2025 (Unaudited)**  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.9% (continued)** | **COLLATERALIZED MORTGAGE OBLIGATIONS - 22.9% (continued)** |  | **Par** | **Value**  |
|  GSAA Home Equity Trust 2006-14, 4.41%, 09/25/2036 | GSAA Home Equity Trust 2006-14, 4.41%, 09/25/2036 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7488000 | $339955 |
|  Harborview Mortgage Loan Trust, 2A2B Series 2006-12, Class 2A2B, 4.35% (1 mo. Term SOFR + 0.61%), 01/19/2038 | Harborview Mortgage Loan Trust, 2A2B Series 2006-12, Class 2A2B, 4.35% (1 mo. Term SOFR + 0.61%), 01/19/2038 |  | 976412 | 1674547 |
|  Merrill Lynch Mortgage Investors, Inc., M1 Series 2005-A2, Class M1, 5.45%, 02/25/2035 <sup>(c)</sup> | Merrill Lynch Mortgage Investors, Inc., M1 Series 2005-A2, Class M1, 5.45%, 02/25/2035 <sup>(c)</sup> |  | 2162402 | 1886696 |
|  Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class B2, 5.32%, 07/25/2034 <sup>(c)</sup> | Morgan Stanley Mortgage Loan Trust, Series 2004-5AR, Class B2, 5.32%, 07/25/2034 <sup>(c)</sup> |  | 456063 | 470885 |
| Morgan Stanley Mortgage Loan Trust 2007-6XS | Morgan Stanley Mortgage Loan Trust 2007-6XS | Morgan Stanley Mortgage Loan Trust 2007-6XS | Morgan Stanley Mortgage Loan Trust 2007-6XS |  |
| &nbsp;&nbsp; 6.25%, 02/25/2047 | &nbsp;&nbsp; 6.25%, 02/25/2047 |  | 2825000 | 138707 |
| &nbsp;&nbsp; 6.66%, 02/25/2047 | &nbsp;&nbsp; 6.66%, 02/25/2047 |  | 13191000 | 643721 |
|  New Century Alternative Mortgage Loan Trust 2006-A, 4.52%, 10/25/2036 | New Century Alternative Mortgage Loan Trust 2006-A, 4.52%, 10/25/2036 |  | 3171000 | 113839 |
|  Residential Asset Securitization Trust, 3A1 Series 2007-A8, Class 3A1, 6.23%, 08/25/2047 <sup>(c)</sup> | Residential Asset Securitization Trust, 3A1 Series 2007-A8, Class 3A1, 6.23%, 08/25/2047 <sup>(c)</sup> |  | 1651240 | 586190 |
|  TBW Mortgage Backed Pass Through Certificates, A6B Series 2007-2, Class A6B, 6.65%, 07/25/2037 <sup>(e)</sup> | TBW Mortgage Backed Pass Through Certificates, A6B Series 2007-2, Class A6B, 6.65%, 07/25/2037 <sup>(e)</sup> |  | 3295120 | 135100 |
|  TBW Mortgage Backed Pass Through Certificates, A2B Series 2007-2, Class A2B, 5.91%, 07/25/2037 <sup>(c)</sup> | TBW Mortgage Backed Pass Through Certificates, A2B Series 2007-2, Class A2B, 5.91%, 07/25/2037 <sup>(c)</sup> |  | 1963000 | 81464 |
|  TBW Mortgage Backed Pass Through Certificates, A3B Series 2007-2, Class A3B, 6.04%, 07/25/2037 <sup>(c)</sup> | TBW Mortgage Backed Pass Through Certificates, A3B Series 2007-2, Class A3B, 6.04%, 07/25/2037 <sup>(c)</sup> |  | 1525000 | 63135 |
|  TBW Mortgage-Backed Trust 2007-1, Series 2007-1, 6.89%, 03/25/2037 | TBW Mortgage-Backed Trust 2007-1, Series 2007-1, 6.89%, 03/25/2037 |  | 7458000 | 325914 |
|  Washington Mutual Mortgage Pass-Through Certificat, Series Trust, 4.25% (TSFR1M + 51.45%), 02/25/2037 | Washington Mutual Mortgage Pass-Through Certificat, Series Trust, 4.25% (TSFR1M + 51.45%), 02/25/2037 |  | 12571492 | 1597837 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $11,283,438) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $11,283,438) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $11,283,438) | **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS** (Cost $11,283,438) | 10771636 |
| **PRIVATE SENIOR SECURED COMMERCIAL REAL ESTATE LOANS - 8.0%** | **Acquisition Date** | **Cost** | **Cost** | **Value**  |
|  FV TX FUEL PORTFOLIO, LLC, 14.00%, 03/16/2026 | 9/15/2025 |  | 1566982 | 1566982 |
|  FV Redlands, LLC, 14.00%, 01/01/2026 | 1/06/2025 |  | 2204087 | 2204087 |
| **TOTAL PRIVATE SENIOR SECURED COMMERCIAL REAL ESTATE LOANS** (Cost $3,771,069) | **TOTAL PRIVATE SENIOR SECURED COMMERCIAL REAL ESTATE LOANS** (Cost $3,771,069) |  |  | 3771069 |
| **SHORT-TERM INVESTMENTS** |  |  |  |  |
| **MONEY MARKET FUNDS - 12.6%** | **MONEY MARKET FUNDS - 12.6%** | **Shares** | **Shares** | **Value**  |
| First American Treasury Obligations Fund - Class X, 3.68% <sup>(g)</sup> | First American Treasury Obligations Fund - Class X, 3.68% <sup>(g)</sup> |  | 5949549 | 5949549 |
| **TOTAL MONEY MARKET FUNDS** (Cost $5,949,549) | **TOTAL MONEY MARKET FUNDS** (Cost $5,949,549) |  |  | 5949549 |
| **TOTAL INVESTMENTS – 98.0% (**Cost $46,400,574**)** | **TOTAL INVESTMENTS – 98.0% (**Cost $46,400,574**)** |  |  | 46184346 |
| Other Assets in Excess of Liabilities - 2.0% | Other Assets in Excess of Liabilities - 2.0% | Other Assets in Excess of Liabilities - 2.0% | Other Assets in Excess of Liabilities - 2.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889940 |
| **TOTAL NET ASSETS - 100.0%** | **TOTAL NET ASSETS - 100.0%** | **TOTAL NET ASSETS - 100.0%** | **TOTAL NET ASSETS - 100.0%** | $47074286 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

LIBOR - London Interbank Offered Rate <br> LLC - Limited Liability Company <br> SOFR - Secured Overnight Financing Rate

(a) Interest only security.

(b) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of December 31, 2025, the value of these securities total $6,636,237 or 14.1% of the Fund's net assets.

(c) Coupon rate is variable based on the weighted average coupon of the underlying collateral. To the extent the weighted average coupon of the underlying assets which comprise the collateral increases or decreases, the
 coupon rate of this security will increase or decrease correspondingly. The rate disclosed is as of December 31, 2025.

(d) Zero coupon bonds make no periodic interest payments.

(e) Step coupon bond. The rate disclosed is as of December 31, 2025.

(f) Securities referencing LIBOR are expected to transition to an alternative reference rate by the security's next scheduled coupon reset date.

(g) The rate shown represents the 7-day annualized yield as of December 31, 2025.

------

#### <br>

**<u> <br> Catalyst/Perini Strategic Income Fund </u> <br> Schedule of Investments <br> December 31, 2025 (Unaudited)**

#### Summary of Fair Value Disclosure as of December 31, 2025 (Unaudited)
Catalyst/Perini Strategic Income Fund (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Mortgage-Backed Securities | $– | $13194212 | $– | $13194212 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 12497880 | – | 12497880 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Mortgage Obligations | – | 10771636 | – | 10771636 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Private Senior Secured Commercial Real Estate Loans | – | 3771069 | – | 3771069 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 5949549 | – | – | 5949549 |
| Total Investments | $5949549 | $40234797 | $– | $46184346 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catalyst/Perini Strategic Income Fund

- **b. Investment Company Act file number:** 811-23928

- **c. CIK number of Registrant:** 0002007649

- **d. LEI of Registrant:** 529900TOB3V09W4JX713

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

  - **Street Address 1:** 36 N. New York Avenue

  - **City:** Huntington

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 11743

  - **Telephone number:** 646-872-2761

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

- **a. Name of Series:** Catalyst/Perini Strategic Income Fund

- **c. LEI of Series:** 529900TOB3V09W4JX713

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $47638497.68

**Total Liabilities:** $567921.97

**Net Assets:** $47070575.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 39.332772000000 | **10-Year:** 82.602214000000 | **30-Year:** 3.571950000000

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

- **3-Month:** 17559.470589000000 | **1-Year:** 312.095620000000 | **5-Year:** 1032.599328000000 | **10-Year:** 1269.683386000000 | **30-Year:** 277.441815000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.41%                | 1.51%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17394.42                | $-402776.43                                |
| Month 2  | $0.00                    | $287806.21                                 |
| Month 3  | $0.00                    | $-221440.12                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-22                                                   | CUSIP: 02151BAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571645 | PA      | $182926.27    | 0.39%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2006-9                                     | CUSIP: 12666RAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173544 | PA      | $254242.03    | 0.54%             | 2046-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO5 Trust                                                       | CUSIP: 75114HAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22610316 | PA      | $1612115.56   | 3.42%             | 2046-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO9 Trust                                                       | CUSIP: 75115HAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32381736 | PA      | $362675.44    | 0.77%             | 2046-12-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C | RASC Series 2006-KS4 Trust                                                       | CUSIP: 75406EAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10957000 | PA      | $899569.70    | 1.91%             | 2036-06-25      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2005-QO5 Trust                                                       | CUSIP: 761118QQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4144045 | PA      | $345613.35    | 0.73%             | 2046-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2005-1                                              | CUSIP: 80557DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20399770 | PA      | $236637.33    | 0.50%             | 2035-05-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2005-3                                              | CUSIP: 80557UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35832424 | PA      | $433572.33    | 0.92%             | 2035-11-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve | Structured Asset Mortgage Investments II Trust 2006-AR8                          | CUSIP: 86361WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45950332 | PA      | $808725.84    | 1.72%             | 2036-10-25      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525000 | PA      | $63135.00     | 0.13%             | 2037-07-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2007-A                                   | CUSIP: 026931AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7461756 | PA      | $1578161.47   | 3.35%             | 2037-01-25      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2008-A Trust                                            | CUSIP: 05955BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20540169 | PA      | $252644.08    | 0.54%             | 2038-01-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2006-OA2                                   | CUSIP: 55275NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27954839 | PA      | $1023147.11   | 2.17%             | 2046-12-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-5AR                                      | CUSIP: 61748HAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456063 | PA      | $470884.62    | 1.00%             | 2034-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2006-3                                              | CUSIP: 80556AAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  89513150 | PA      | $1154719.64   | 2.45%             | 2046-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FV TX FUEL PORTFOLIO, LLC      | FV TX FUEL PORTFOLIO, LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   1566982 | PA      | $1566982.00   | 3.60%             | 2026-03-16      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R10   | CUSIP: 03072ST47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682395 | PA      | $2780158.23   | 5.91%             | 2036-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| First American Treasury Obliga | First American Treasury Obligations Fund                                         | CUSIP: 31846V328<br>LEI: 549300UU586IAH2B8H03 | Long             | STIV             | RF                | US        |   6479406 | NS      | $6479405.69   | 13.77%            |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-1                                       | CUSIP: 64830TAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28755682 | PA      | $103520.46    | 0.22%             | 2059-10-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2006-1                                              | CUSIP: 80556UAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30976485 | PA      | $387206.06    | 0.82%             | 2036-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2004-3                                              | CUSIP: 80557EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20096670 | PA      | $223073.04    | 0.47%             | 2034-12-26      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust   | Saxon Asset Securities Trust 2005-2                                              | CUSIP: 80557FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23832744 | PA      | $278843.11    | 0.59%             | 2035-10-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru | Soundview Home Loan Trust 2007-OPT5                                              | CUSIP: 83613FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18814618 | PA      | $602067.78    | 1.28%             | 2037-10-25      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust 2007-1                                                 | CUSIP: 87222EAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7458000 | PA      | $325914.60    | 0.69%             | 2037-03-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12571492 | PA      | $1597836.63   | 3.39%             | 2037-02-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606277 | PA      | $222806.97    | 0.47%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-5                                                | CUSIP: 12637VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6183567 | PA      | $1046259.62   | 2.22%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-27                                                   | CUSIP: 12667GM83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3493272 | PA      | $143922.82    | 0.31%             | 2035-08-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| CSAB Mortgage Backed Trust     | CSAB Mortgage-Backed Trust 2006-1                                                | CUSIP: 22943HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31027900 | PA      | $623660.79    | 1.32%             | 2036-06-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6915316 | PA      | $376193.18    | 0.80%             | 2050-03-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6648605 | PA      | $223393.12    | 0.47%             | 2050-03-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-7                                                  | CUSIP: 46651GBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7019176 | PA      | $299016.91    | 0.64%             | 2050-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                | Lehman XS Trust Series 2007-2N                                                   | CUSIP: 52524LAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15527695 | PA      | $1377306.51   | 2.93%             | 2037-02-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-2                                             | CUSIP: 59980MAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94512257 | PA      | $425305.16    | 0.90%             | 2058-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-3                                             | CUSIP: 59980XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 123211727 | PA      | $640700.98    | 1.36%             | 2058-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-GS1                                           | CUSIP: 59981BAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 172208055 | PA      | $895481.89    | 1.90%             | 2059-07-25      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| New Century Alternative Mortga | New Century Alternative Mortgage Loan Trust 2006-ALT2                            | CUSIP: 643529AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3171000 | PA      | $113838.90    | 0.24%             | 2036-10-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2019-1                                       | CUSIP: 64830CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27001302 | PA      | $132306.38    | 0.28%             | 2057-09-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-2A                                      | CUSIP: 64830XCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6559137 | PA      | $261709.58    | 0.56%             | 2046-10-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO5 Trust                                                       | CUSIP: 75114HAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17774639 | PA      | $1071810.74   | 2.28%             | 2046-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS12 Trust                                                      | CUSIP: 751151BA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25271505 | PA      | $442251.34    | 0.94%             | 2036-09-25      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR8 Trust | CUSIP: 93935LAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6527784 | PA      | $131861.23    | 0.28%             | 2046-10-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10415000 | PA      | $617609.50    | 1.31%             | 2037-02-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| GreenPoint Mortgage Funding Tr | GreenPoint Mortgage Funding Trust 2006-AR2                                       | CUSIP: 39538WGE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3559927 | PA      | $138125.17    | 0.29%             | 2036-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2007-A9                                   | CUSIP: 761143AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1729123 | PA      | $398044.22    | 0.85%             | 2037-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963000 | PA      | $81464.50     | 0.17%             | 2037-07-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                       | CUSIP: 59020USN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2162402 | PA      | $1886695.73   | 4.01%             | 2035-02-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10373390 | PA      | $460578.53    | 0.98%             | 2050-03-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-7                                                  | CUSIP: 46651GBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4177882 | PA      | $222263.32    | 0.47%             | 2050-02-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2007-6XS                                      | CUSIP: 61751JAP6<br>LEI: 54930082QRSQQM7E0E88 | Long             | ABS-MBS          | CORP              | US        |  13191000 | PA      | $643720.80    | 1.37%             | 2047-02-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4446678 | PA      | $454450.53    | 0.97%             | 2036-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14727191 | PA      | $238580.50    | 0.51%             | 2055-03-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust        | Fremont Home Loan Trust 2004-A                                                   | CUSIP: 35729PCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016350 | PA      | $802916.37    | 1.71%             | 2034-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4286826 | PA      | $438113.62    | 0.93%             | 2036-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-6                                           | CUSIP: 12669FVK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75581 | PA      | $151161.30    | 0.32%             | 2034-05-25      | Variable      | 19.30%                | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-14                                                   | CUSIP: 36298YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7488000 | PA      | $339955.20    | 0.72%             | 2036-09-25      | Floating      | 1.10%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-12                                           | CUSIP: 41162DAG4<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    976412 | PA      | $1674546.73   | 3.56%             | 2038-01-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FV Redlands, LLC               | FV Redlands, LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   2204087 | PA      | $2204087.00   | 3.15%             | 2026-01-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18028548 | PA      | $257808.23    | 0.55%             | 2037-02-25      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust 2007-2                                                 | CUSIP: 872227AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3295120 | PA      | $135099.92    | 0.29%             | 2037-07-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2018-4                                             | CUSIP: 59980YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 165750027 | PA      | $779025.12    | 1.66%             | 2066-04-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2007-6XS                                      | CUSIP: 61751JAN1<br>LEI: 54930082QRSQQM7E0E88 | Long             | ABS-MBS          | CORP              | US        |   2825000 | PA      | $138707.50    | 0.29%             | 2047-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C | RASC Series 2007-KS3 Trust                                                       | CUSIP: 74924YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569802 | PA      | $871796.72    | 1.85%             | 2037-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QO7 Trust                                                       | CUSIP: 751150AP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17088895 | PA      | $741658.04    | 1.58%             | 2046-09-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2007-A8                                   | CUSIP: 761128AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1651240 | PA      | $586190.29    | 1.25%             | 2022-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FV Truck Stops 2, LLC          | FV Truck Stops 2, LLC                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 1.06%             | 2026-01-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-09

**Name of Applicant:** Catalyst/Perini Strategic Income Fund

**Signature:** /s/ Michael Schoonover

**Name of Signer:** Michael Schoonover

**Title:** President