# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-26-001073
**Filing Date:** 2026-2
**Character Count:** 247804
**Document Hash:** 4278ded0c2a1ebfac35abee3b7edca42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001073.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001004726-26-001073

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26683694

**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:** 2025-12-31

**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:** $4098766385.97

**Total Liabilities:** $68258959.37

**Net Assets:** $4030507426.60

**Cash Not Reported:** $2475000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7770.73378266 | **1-Year:** -112296.29499336 | **5-Year:** -316215.09889599 | **10-Year:** -391727.59151149 | **30-Year:** -100109.68037662

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

- **3-Month:** -548.34578574 | **1-Year:** -26623.17932347 | **5-Year:** -70534.63834615 | **10-Year:** -22243.03336615 | **30-Year:** -481.83712727

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144330 | 0.64%                | 0.67%                | -0.10%               |
| Class ID C000144329 | 0.66%                | 0.69%                | -0.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-30185.48               | $9553413.05                                |
| Month 2  | $264831.54               | $9343230.38                                |
| Month 3  | $2808468.93              | $-22462390.42                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043352.84   | 0.05%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33084 | PA      | $32855.22     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6875896 | PA      | $6999226.75   | 0.17%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13305474 | PA      | $13016407.54  | 0.32%             | 2054-03-01      | Fixed         | 4.50%                 | 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        |   1572301 | PA      | $1574873.20   | 0.04%             | 2032-01-26      | Fixed         | 7.13%                 | 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        |    235477 | PA      | $235677.65    | 0.01%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                      | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91779.44     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDING COMPANY LLC                                                     | PAGAYA US HOLDINGS CO LLC                         | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1135072.17   | 0.03%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325022.53    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  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      | $3824895.76   | 0.09%             | 2033-11-15      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                             | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9121819 | PA      | $9186186.55   | 0.23%             | 2030-04-15      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30991585 | PA      | $30944381.92  | 0.77%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10268750.00  | 0.25%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $43971757.69  | 1.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                           | CACI INTERNATIONAL INC                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1864671.62   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | 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      | $9984855.90   | 0.25%             | 2041-01-18      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238165.83    | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                        | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5152318.10   | 0.13%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52500000 | PA      | $51817089.98  | 1.29%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902498 | PA      | $3885154.24   | 0.10%             | 2039-09-17      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                    | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7119908 | PA      | $7143612.24   | 0.18%             | 2199-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                         | BPR TRUST 2021 TY                                 | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3246856.28   | 0.08%             | 2038-09-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |  14538000 | PA      | $14506017.13  | 0.36%             | 2029-03-15      | Fixed         | 4.62%                 | 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      | $332350.27    | 0.01%             | 2027-12-15      | Fixed         | 2.26%                 | Yes           |                  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      | $1408628.39   | 0.03%             | 2036-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11210770 | PA      | $11230691.85  | 0.28%             | 2053-11-01      | Fixed         | 5.00%                 | 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        |   1016666 | PA      | $1019970.18   | 0.03%             | 2034-06-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13422057 | PA      | $13624170.22  | 0.34%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34375195.40  | 0.85%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1668533 | PA      | $1630215.09   | 0.04%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1273409.29   | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2802128.91   | 0.07%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010157.38   | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | APOLLO DEBT SOLUTIONS BDC                         | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524894.74    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7050565 | PA      | $7154572.82   | 0.18%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4968920.20   | 0.12%             | 2039-09-17      | Floating      | 7.87%                 | Yes           |                  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      | $1500926.84   | 0.04%             | 2033-10-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $20227539.00  | 0.50%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131455 | PA      | $131631.84    | 0.00%             | 2035-07-16      | Floating      | 5.10%                 | Yes           |                  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      | $5004051.53   | 0.12%             | 2037-07-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5497606.29   | 0.14%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73512 | PA      | $68723.07     | 0.00%             | 2051-05-16      | Fixed         | 2.75%                 | 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      | $2875056.12   | 0.07%             | 2038-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                 | MASTERBRAND INC                                   | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7519917.50   | 0.19%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720670.12    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29857031.40  | 0.74%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3861354.79   | 0.10%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   8106000 | PA      | $8055723.35   | 0.20%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  22975000 | PA      | $22837842.47  | 0.57%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                 | MARKEL CORP                                       | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545992.68    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $62742773.60  | 1.56%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1610027 | PA      | $1675435.78   | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                      | MARRIOTT INTERNATIONAL                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463810.47    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31055691 | PA      | $31532853.02  | 0.78%             | 2054-03-01      | Fixed         | 5.50%                 | 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      | $2022579.40   | 0.05%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  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      | $1028172.70   | 0.03%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $12797187.50  | 0.32%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $873602.21    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| PSP MASTER ISSUER LLC                                                             | PSP MASTER ISSUER LLC                             | CUSIP: 69433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31850000 | PA      | $31721364.22  | 0.79%             | 2056-01-30      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12406214 | PA      | $12425059.71  | 0.31%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5010660.35   | 0.12%             | 2041-05-17      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3265729.64   | 0.08%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8811285 | PA      | $8815584.08   | 0.22%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LXP INDUSTRIAL TRUST                              | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    741000 | PA      | $787361.49    | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | 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      | $2086083.32   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1914609.38   | 0.05%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FBRT OP LLC                                                                       | FRANKLIN BSP REALTY TRUST INC                     | CUSIP: 35243JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15142078.20  | 0.38%             | 2030-04-25      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                             | LMDV ISSUER CO LLC                                | CUSIP: 538908AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13700000 | PA      | $13751490.77  | 0.34%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258066.80    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107500000 | PA      | $98566161.98  | 2.45%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2088984.32   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                 | WBI OPERATING LLC                                 | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4781872.50   | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1310127.95   | 0.03%             | 2036-07-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1645996.10   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | 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        |   2665755 | PA      | $2715828.06   | 0.07%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2567991.00   | 0.06%             | 2054-07-20      | Fixed         | 7.15%                 | Yes           |                  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      | $21664824.69  | 0.54%             | 2033-07-20      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | SPRINGLEAF FINANCE CORP                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3307016.45   | 0.08%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                           | CUSIP: 00028AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5917978.01   | 0.15%             | 2042-05-15      | Floating      | 6.42%                 | 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        |   4278442 | PA      | $4358808.49   | 0.11%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                 | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13425000 | PA      | $13426322.90  | 0.33%             | 2035-07-16      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36136866 | PA      | $35381800.77  | 0.88%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1095101.81   | 0.03%             | 2038-08-19      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15944037 | PA      | $16218984.76  | 0.40%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3149553 | PA      | $3159029.12   | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FR4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170185 | PA      | $155131.39    | 0.00%             | 2049-03-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19511833.40  | 0.48%             | 2055-04-25      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25010742.25  | 0.62%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $825801.64    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993490.90   | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $20619921.84  | 0.51%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                             | CLEVELAND CLIFFS INC                              | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4862904.76   | 0.12%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                          | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1106863.70   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  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      | $61274.81     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2566151.45   | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                       | AXALTA COATING SYSTEMS LLC                        | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    624000 | PA      | $602350.57    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | 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      | $3014775.89   | 0.07%             | 2033-11-15      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6074433 | PA      | $6183387.82   | 0.15%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249033.81    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  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      | $3037041.15   | 0.08%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506133.96    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | 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      | $4287299.70   | 0.11%             | 2048-10-25      | Fixed         | 5.90%                 | 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      | $4010719.06   | 0.10%             | 2036-04-20      | Floating      | 5.98%                 | Yes           |                  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      | $5027779.45   | 0.12%             | 2039-02-15      | Floating      | 6.49%                 | 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        |  22818465 | NS      | $22818465.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5063690.85   | 0.13%             | 2035-04-15      | Fixed         | 5.50%                 | 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      | $994708.50    | 0.02%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22274897 | PA      | $22291506.52  | 0.55%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5021394.80   | 0.12%             | 2036-04-17      | Floating      | 6.57%                 | Yes           |                  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      | $9800003.87   | 0.24%             | 2033-07-20      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                | CUSIP: 00500RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16482000 | PA      | $16574022.30  | 0.41%             | 2036-10-16      | Floating      | 6.85%                 | 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        |     77350 | PA      | $77225.45     | 0.00%             | 2039-02-25      | Fixed         | 4.22%                 | 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      | $2342230.00   | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7577000 | PA      | $6825776.44   | 0.17%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059845.62   | 0.08%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3899564.88   | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5121304.74   | 0.13%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  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      | $5292588.50   | 0.13%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2993397.87   | 0.07%             | 2041-05-17      | Floating      | 6.29%                 | 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      | $252926.68    | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86355.57     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49171875.00  | 1.22%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                           | CUSIP: 00028AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4619000 | PA      | $4632797.74   | 0.11%             | 2042-05-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1491922.67   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1063446.70   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  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      | $1511555.70   | 0.04%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                  | IDEX CORP                                         | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042576.68   | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2822272.24   | 0.07%             | 2038-08-19      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LEXINGTON REALTY TRUST                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459299.10    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION           | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572202 | PA      | $600482.94    | 0.01%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | TREASURY INFLATION INDEX                          | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $14233945.71  | 0.35%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FWGT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312747 | PA      | $290414.29    | 0.01%             | 2043-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                | CUSIP: 629174AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $7252211.25   | 0.18%             | 2055-11-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| THE GAP, INC.                                                                     | GAP INC THE                                       | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98100.11     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                    | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22524 | PA      | $21088.04     | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE C MTGE                             | CUSIP: 830941AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5519737 | PA      | $5559352.02   | 0.14%             | 2030-04-15      | Floating      | 8.39%                 | 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        |   2998559 | PA      | $3054883.91   | 0.08%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038722.83   | 0.03%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9800390.60   | 0.24%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD 2024 SIF4 LLC                            | CUSIP: 85573YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5014500.56   | 0.12%             | 2036-10-17      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 46656QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978294 | PA      | $2016670.90   | 0.05%             | 2053-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DPXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11765489 | PA      | $11742713.54  | 0.29%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5103288.95   | 0.13%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229014 | PA      | $230624.19    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5179874.50   | 0.13%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $14912542.05  | 0.37%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324085.20    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC.                                                               | FORESTAR GROUP INC                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6124020.00   | 0.15%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    920000 | PA      | $922787.18    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2              | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2655089 | PA      | $2673127.49   | 0.07%             | 2029-05-15      | Fixed         | 5.99%                 | 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      | $5014778.21   | 0.12%             | 2036-04-17      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $18568125.12  | 0.46%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2022 CRE7 ISSUER LTD                     | CUSIP: 53946PAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $5437284.55   | 0.13%             | 2037-01-17      | Floating      | 7.69%                 | Yes           |                  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      | $2002903.09   | 0.05%             | 2033-09-14      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3336908.78   | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | CEDAR FAIR LP CANADA S WONDERLAND CO MAGNUM       | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4412984.85   | 0.11%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4855082 | PA      | $4760663.82   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3087399 | PA      | $3093519.88   | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2700390.64   | 0.07%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BDS LTD                                                                           | BDS 2021 FL10 LTD                                 | CUSIP: 07335YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1255343.50   | 0.03%             | 2036-12-18      | Floating      | 6.15%                 | 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      | $8704895.40   | 0.22%             | 2037-01-15      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1              | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147642 | PA      | $1159564.94   | 0.03%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3506002 | PA      | $3610923.51   | 0.09%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  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      | $543776.23    | 0.01%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                               | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148497 | PA      | $1040119.71   | 0.03%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $78418750.40  | 1.95%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                    | CHARLES SCHWAB CORP                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4381064.65   | 0.11%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10080865.30  | 0.25%             | 2037-08-19      | Floating      | 10.27%                | Yes           |                  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      | $2010500.04   | 0.05%             | 2036-02-01      | Floating      | 8.10%                 | 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      | $2968694.70   | 0.07%             | 2050-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |  22017000 | PA      | $21486674.32  | 0.53%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955954.98    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | 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      | $2499764.96   | 0.06%             | 2037-10-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5260078.14   | 0.13%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  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      | $3269201.98   | 0.08%             | 2049-02-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL RAND INC.                                                               | INGERSOLL RAND INC                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033980.03   | 0.03%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7254649 | PA      | $7361670.14   | 0.18%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18751901 | PA      | $19066612.29  | 0.47%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                                 | UWM HOLDINGS LLC                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3039747.00   | 0.08%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4185598 | PA      | $4263575.83   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | LIMITED BRANDS INC                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10007292.00  | 0.25%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  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      | $5077507.00   | 0.13%             | 2055-08-20      | Fixed         | 5.40%                 | 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        |   3773839 | PA      | $3754256.96   | 0.09%             | 2053-10-27      | Variable      | 5.00%                 | 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      | $5220681.75   | 0.13%             | 2029-06-01      | Fixed         | 6.10%                 | 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        |   4866323 | PA      | $4548112.34   | 0.11%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  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        |   4121914 | PA      | $4137262.33   | 0.10%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2140816 | PA      | $2142964.35   | 0.05%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77678 | PA      | $75027.00     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES VICI NOTE                         | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1086608.45   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5765751 | PA      | $5775996.21   | 0.14%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $1500496.28   | 0.04%             | 2033-04-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3115221.00   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006847.25   | 0.12%             | 2028-07-17      | Floating      | 7.06%                 | 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      | $10087755.20  | 0.25%             | 2036-11-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                | ZAXBY S FUNDING LLC                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196875 | PA      | $1131135.44   | 0.03%             | 2051-07-30      | Fixed         | 3.11%                 | 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        |     26369 | PA      | $26336.30     | 0.00%             | 2029-01-16      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128P8ES6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175931 | PA      | $167188.52    | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                           | CUSIP: 00028AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5668274.08   | 0.14%             | 2042-05-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3861289.37   | 0.10%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5237109.38   | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | 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      | $1737636.01   | 0.04%             | 2034-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7889736 | PA      | $7533911.31   | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745187.40    | 0.02%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 2                      | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700460 | PA      | $701405.86    | 0.02%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5241260 | PA      | $5234087.70   | 0.13%             | 2054-05-01      | Fixed         | 5.00%                 | 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      | $5122710.95   | 0.13%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                            | COMPASS GROUP DIVERSIFIED HOLDINGS LLC            | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16014677.99  | 0.40%             | 2029-04-15      | Fixed         | 5.25%                 | 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      | $9015114.00   | 0.22%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254206.55    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2343543.30   | 0.06%             | 2054-05-25      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                         | FERGUSON ENTERPRISES INC                          | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028651.62   | 0.08%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING LLC                         | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7940000 | PA      | $8111832.72   | 0.20%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5853758 | PA      | $5961303.49   | 0.15%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11064583 | PA      | $11257939.36  | 0.28%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14272267 | PA      | $14483242.63  | 0.36%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC.                                                                      | POLARIS INC                                       | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4700378.10   | 0.12%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14640819.50  | 0.36%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29715557 | PA      | $30153906.05  | 0.75%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                | BURFORD CAPITAL GLOBAL FINANCE LLC                | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2560014.51   | 0.06%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    612000 | PA      | $588004.10    | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  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      | $12695668.75  | 0.31%             | 2050-02-20      | Variable      | 5.91%                 | 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        |   6405827 | PA      | $6530093.63   | 0.16%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  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      | $10284026.00  | 0.26%             | 2054-05-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3572599 | PA      | $3717736.36   | 0.09%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |   1457137 | PA      | $1455974.89   | 0.04%             | 2029-11-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUER LLC                               | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4891750.45   | 0.12%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  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      | $3475050.95   | 0.09%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4873437.50   | 0.12%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                 | LAMAR MEDIA CORP                                  | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $795757.85    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6994687.52   | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  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      | $10047986.00  | 0.25%             | 2055-07-25      | Fixed         | 5.67%                 | Yes           |                  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      | $1992221.60   | 0.05%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14878828.02  | 0.37%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10134004 | PA      | $10170816.38  | 0.25%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                     | OWENS CORNING                                     | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193911.24    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18131157 | PA      | $17752332.06  | 0.44%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  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      | $539739.57    | 0.01%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5050000 | PA      | $5048298.50   | 0.13%             | 2038-08-19      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO 2024 1 LTD                   | CUSIP: 24461DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5009028.15   | 0.12%             | 2036-07-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5945305 | PA      | $5808780.19   | 0.14%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUE LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2696725.33   | 0.07%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                             | COUSINS PROPERTIES LP                             | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2093011.48   | 0.05%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5050000.00   | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3133KPT65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10443225 | PA      | $9974676.68   | 0.25%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3962724.62   | 0.10%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                 | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993343.14    | 0.02%             | 2036-12-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST   | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010927.45   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | 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      | $1475003.70   | 0.04%             | 2028-04-17      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027291.60   | 0.03%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                         | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2374479.67   | 0.06%             | 2042-08-18      | Floating      | 6.03%                 | Yes           |                  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      | $200998.54    | 0.00%             | 2037-02-15      | Floating      | 6.28%                 | 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      | $10029809.95  | 0.25%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139881 | PA      | $140913.10    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8741732 | PA      | $8752757.60   | 0.22%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022950.59   | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 465986AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391675 | PA      | $1418671.99   | 0.04%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6745647 | PA      | $6846534.11   | 0.17%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENT SHARE                                   | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5234173.88   | 0.13%             | 2034-03-27      | Fixed         | 5.42%                 | 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      | $2102.52      | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3084318.87   | 0.08%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  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      | $935901.77    | 0.02%             | 2038-05-16      | Floating      | 7.30%                 | Yes           |                  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        |   1749683 | PA      | $1756988.72   | 0.04%             | 2026-10-19      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 1                   | CUSIP: 35041LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731195 | PA      | $1661169.23   | 0.04%             | 2041-05-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                   | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9527746 | PA      | $9609529.55   | 0.24%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485830 | PA      | $2512850.90   | 0.06%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7677809 | PA      | $7693426.77   | 0.19%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  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      | $10030028.00  | 0.25%             | 2042-09-18      | Floating      | 6.25%                 | Yes           |                  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      | $1001071.96   | 0.02%             | 2035-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    503000 | PA      | $504711.55    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390289.52    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                | HARBOUR ENERGY PLC                                | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3039447.51   | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORPORATION                                                | BARINGS PRIVATE CREDIT CORP                       | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9980047.30   | 0.25%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  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        |      8672 | PA      | $8342.53      | 0.00%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $304825.15    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6973349.32   | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6534895 | PA      | $6727630.98   | 0.17%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9714471 | PA      | $9525564.34   | 0.24%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5130533.50   | 0.13%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2024 1                           | CUSIP: 31568AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3912000 | PA      | $3915518.45   | 0.10%             | 2030-03-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGES                     | CUSIP: 85574AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7428150.37   | 0.18%             | 2037-10-17      | Floating      | 5.45%                 | 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      | $5695146.34   | 0.14%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66792985 | PA      | $66663694.10  | 1.65%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                         | BROADSTONE NET LEASE LLC                          | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803240.50    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  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      | $6580321.80   | 0.16%             | 2050-02-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6913231 | PA      | $6601447.54   | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4967357.94   | 0.12%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8999414.10   | 0.22%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751480 | PA      | $752472.55    | 0.02%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $5828812.50   | 0.14%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA INC                                       | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $481771.33    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  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        |   1362050 | PA      | $1386159.43   | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4912508.28   | 0.12%             | 2036-07-15      | Floating      | 6.21%                 | Yes           |                  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        |   3459611 | PA      | $3441658.86   | 0.09%             | 2053-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XNS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8236540 | PA      | $8375322.76   | 0.21%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  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      | $998751.10    | 0.02%             | 2030-11-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8965422 | PA      | $9124162.36   | 0.23%             | 2053-07-01      | Fixed         | 5.50%                 | 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      | $23093683.53  | 0.57%             | 2035-12-31      | Floating      | 6.64%                 | 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      | $3682023.78   | 0.09%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9198562 | PA      | $9023166.26   | 0.22%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGE TRUST                | CUSIP: 85573YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13200000 | PA      | $13285562.44  | 0.33%             | 2036-10-17      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                         | DRIVEN BRANDS FUNDING LLC                         | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458537 | PA      | $455724.62    | 0.01%             | 2049-10-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    551000 | PA      | $458793.28    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6166864 | PA      | $6346712.10   | 0.16%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $8038320.37   | 0.20%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8807837 | PA      | $8937767.47   | 0.22%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7495391 | PA      | $7323257.53   | 0.18%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                        | ESSENTIAL PROPERTIES LP                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $15659825.89  | 0.39%             | 2031-07-15      | Fixed         | 2.95%                 | 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      | $3533999.89   | 0.09%             | 2038-11-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    550000 | PA      | $551067.65    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                    | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504616.37    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHL24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127646 | PA      | $124139.86    | 0.00%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1525166.40   | 0.04%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553940 | PA      | $556619.40    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                               | GENERAL MOTORS ACCEPTANCE CORP                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2273001.00   | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                               | ANTARES HOLDINGS LP                               | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3175496.25   | 0.08%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099156.85   | 0.13%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                            | BERKSHIRE HATHAWAY FIN                            | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419706.51    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | 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        |   2689888 | PA      | $2697976.11   | 0.07%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                   | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7232687.84   | 0.18%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18296512 | PA      | $18261095.15  | 0.45%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                           | INTERNATIONAL FLAVORS FRAGRANCES INC              | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    914000 | PA      | $811746.02    | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $892050.78    | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $293091.61    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11512109.44  | 0.29%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $17708203.24  | 0.44%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                              | DATABANK ISSUER LLC                               | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5740952.95   | 0.14%             | 2054-01-26      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3551871 | PA      | $3652563.01   | 0.09%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751154.13    | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                 | ENTERPRISE PRODUCTS OPER                          | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $871616.14    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                              | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4998718.10   | 0.12%             | 2029-12-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ASP PIF CLO LLC                                                                   | ASP PIF CLO I LLC                                 | CUSIP: 044929AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4752256.25   | 0.12%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  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      | $4880994.00   | 0.12%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                                  | COGENT COMMUNICATIONS GROUP LLC FIN               | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140468.62    | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E6Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7390486 | PA      | $7220770.25   | 0.18%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4596143 | PA      | $4685304.04   | 0.12%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BOJANGLES ISSUER, LLC                                                             | BOJANGLES ISSUER LLC                              | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19451250 | PA      | $19690578.18  | 0.49%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  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      | $7773980.83   | 0.19%             | 2049-08-25      | Variable      | 5.02%                 | 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      | $2500228.85   | 0.06%             | 2042-08-20      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201265.00    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                  | ALLEGION US HOLDING CO                            | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3140675.52   | 0.08%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC                                 | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039925.82   | 0.05%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498890.76    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18662474 | PA      | $18971380.05  | 0.47%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24237846 | PA      | $23766400.77  | 0.59%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4704101.55   | 0.12%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006520.70   | 0.12%             | 2042-12-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT LTD                                          | CUSIP: 36262TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12344226.31  | 0.31%             | 2036-12-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498656.03   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  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        |     16240 | PA      | $15952.10     | 0.00%             | 2033-10-25      | Variable      | 7.02%                 | 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        |   6171458 | PA      | $6267140.77   | 0.16%             | 2199-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                                   | HAWAIIAN ELECTRIC CO INC                          | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862243.40    | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9654780 | PA      | $9666961.54   | 0.24%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  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      | $2550692.09   | 0.06%             | 2034-07-22      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                 | WBI OPERATING LLC                                 | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744308.13   | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17878703 | PA      | $17864380.96  | 0.44%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  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      | $3040081.80   | 0.08%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC             | CUSIP: 171937AW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5015740.94   | 0.12%             | 2037-10-20      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $50494726.70  | 1.25%             | 2044-08-15      | Fixed         | 4.12%                 | 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      | $5064357.35   | 0.13%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11220653 | PA      | $11002466.98  | 0.27%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST     | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59747 | PA      | $59801.01     | 0.00%             | 2036-04-17      | Fixed         | 5.55%                 | Yes           |                  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      | $8389556.72   | 0.21%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                    | NNN REIT INC                                      | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5190361.95   | 0.13%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4812000 | PA      | $4899284.63   | 0.12%             | 2033-08-02      | Fixed         | 6.85%                 | 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      | $2992759.05   | 0.07%             | 2038-11-15      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                         | CNX RESOURCES CORP                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133709.70   | 0.08%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21225175.86  | 0.53%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | ROCKET MORTGAGE LLC                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1348233.36   | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5162607.55   | 0.13%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3              | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350768 | PA      | $1351341.61   | 0.03%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| TSC SPV FUNDING LLC                                                               | TSC SPV FUNDING LLC                               | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16830000 | PA      | $17128035.74  | 0.42%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1018944.00   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19385941 | PA      | $19354914.49  | 0.48%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | 6 79 10 15 2029                                   | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487670 | PA      | $491351.05    | 0.01%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1553203.12   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                                           | LMNT CRE 2025 FL3 LLC                             | CUSIP: 50208TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $8805440.25   | 0.22%             | 2043-07-21      | Floating      | 6.52%                 | 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        |  40501978 | NS      | $40501978.41  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING                             | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2623275 | PA      | $2624873.10   | 0.07%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44988688 | PA      | $44901604.69  | 1.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17041342 | PA      | $16724012.35  | 0.41%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $13102261.12  | 0.33%             | 2037-08-19      | Floating      | 8.57%                 | Yes           |                  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      | $491145.13    | 0.01%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                         | LATAM AIRLINES GROUP SA                           | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $5262162.40   | 0.13%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27978605 | PA      | $27938876.48  | 0.69%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                | LPL HOLDINGS INC                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3202839.51   | 0.08%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC                                           | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971877.33    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | 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        |   2123711 | PA      | $2164908.71   | 0.05%             | 2054-04-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85279 | PA      | $85391.62     | 0.00%             | 2036-07-15      | Floating      | 5.61%                 | 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        |      9032 | PA      | $9022.19      | 0.00%             | 2027-04-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                           | CUSIP: 00028AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5493488.66   | 0.14%             | 2042-05-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                            | CUSIP: 29450YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5162047.10   | 0.13%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENTSHARE                                    | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14178489 | PA      | $14399542.60  | 0.36%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80500000 | PA      | $76918378.71  | 1.91%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3532921 | PA      | $3629634.81   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10132226.60  | 0.25%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20621165 | PA      | $20938002.90  | 0.52%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695861.88    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9134074 | PA      | $9131584.69   | 0.23%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97062.52     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  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      | $3994898.80   | 0.10%             | 2028-07-14      | Fixed         | 1.42%                 | 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      | $5525878.99   | 0.14%             | 2038-11-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $21774414.20  | 0.54%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805672 | PA      | $806703.40    | 0.02%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254043.24    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                    | TRANSDIGM INC                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7443467 | PA      | $7479828.68   | 0.19%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84851.20     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | 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      | $775567.37    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                              | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6533578.94   | 0.16%             | 2038-05-16      | Floating      | 6.65%                 | 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      | $9826162.00   | 0.24%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4818016.70   | 0.12%             | 2036-10-16      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | CEDAR FAIR LP                                     | CUSIP: 150190AE6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5785894.56   | 0.14%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC             | CUSIP: 171937AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4503219.97   | 0.11%             | 2037-10-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                         | STONEBRIAR ABF ISSUER LLC                         | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4789314.00   | 0.12%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DVFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6907116 | PA      | $7009006.84   | 0.17%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                 | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324268.36    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  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        |   1499932 | PA      | $1518420.73   | 0.04%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $4823334.97   | 0.12%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4791875.00   | 0.12%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5013857.95   | 0.12%             | 2042-12-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                                       | TWILIO INC                                        | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286901.46    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8856941 | PA      | $8847562.15   | 0.22%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $12514453.20  | 0.31%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                          | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $935089.01    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 4 LTD                                | CUSIP: 973385AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4995365.68   | 0.12%             | 2037-10-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 2 LTD                                | CUSIP: 97338AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4004612.83   | 0.10%             | 2036-10-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140ABBR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4611837 | PA      | $4684612.86   | 0.12%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                          | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2501894.20   | 0.06%             | 2042-08-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                    | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575555 | PA      | $578808.95    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999829.08    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10327539.10  | 0.26%             | 2033-11-15      | 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        |  16685583 | PA      | $16302401.79  | 0.40%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1058713.02   | 0.03%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                       | FORTRESS TRANSPORTATION                           | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7364161.00   | 0.18%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  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      | $10044310.77  | 0.25%             | 2033-07-20      | Floating      | 7.80%                 | 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      | $5289751.24   | 0.13%             | 2034-07-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3465751 | PA      | $3567091.10   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001738.80   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  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      | $8113924.74   | 0.20%             | 2036-11-16      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMM OPT LLC CAP                          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646937.39    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132E0JA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3118887 | PA      | $3211828.54   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DT7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7406517 | PA      | $7251353.11   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                          | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $11165993.78  | 0.28%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32374752 | PA      | $32312083.52  | 0.80%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5030360.73   | 0.12%             | 2036-04-17      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                                                       | MANITOWOC CO INC THE                              | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1075350.00   | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                     | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3316423 | PA      | $3380758.59   | 0.08%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38382N3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    997577 | PA      | $804714.94    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15407753 | PA      | $15642915.11  | 0.39%             | 2054-05-01      | Fixed         | 5.50%                 | 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      | $14893411.50  | 0.37%             | 2042-03-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229860.80    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                | COSTAR GROUP INC                                  | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $5361330.65   | 0.13%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $7261933.57   | 0.18%             | 2045-11-15      | Fixed         | 3.00%                 | 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      | $2114742.81   | 0.05%             | 2038-04-18      | Floating      | 5.96%                 | Yes           |                  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      | $12072558.00  | 0.30%             | 2030-07-10      | Fixed         | 5.96%                 | 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      | $130414.25    | 0.00%             | 2038-11-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1944770.53   | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9677516 | PA      | $9656515.77   | 0.24%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST 2025 4                             | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13700000 | PA      | $13740088.94  | 0.34%             | 2030-05-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3099965 | PA      | $3197546.74   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | 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      | $7003563.28   | 0.17%             | 2041-01-18      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST                                           | LENDINGPOINT ASSET SECURITIZATION                 | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1502518 | PA      | $1502204.61   | 0.04%             | 2028-10-15      | Fixed         | 7.70%                 | 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        |    718065 | PA      | $720584.68    | 0.02%             | 2031-12-26      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                     | LFS TOPCO LLC                                     | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16450000 | PA      | $16570545.44  | 0.41%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860022 | PA      | $864950.87    | 0.02%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3991146.04   | 0.10%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446217.62    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | 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      | $9522646.10   | 0.24%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10432455 | PA      | $9959714.63   | 0.25%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  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      | $2001435.28   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449133.76    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13933739 | PA      | $14154243.45  | 0.35%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10625000 | PA      | $10628753.81  | 0.26%             | 2055-11-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17811642 | PA      | $18085312.85  | 0.45%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014115.80   | 0.05%             | 2054-07-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3047808.60   | 0.08%             | 2054-07-20      | Fixed         | 5.94%                 | 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        |   3755838 | PA      | $3793867.10   | 0.09%             | 2031-02-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2678798 | PA      | $2787625.18   | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1405815.60   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2826892 | PA      | $2834392.95   | 0.07%             | 2053-06-01      | 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      | $4076501.60   | 0.10%             | 2055-04-20      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HOTWIRE FUNDING LLC                               | CUSIP: 44148JAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6231948.00   | 0.15%             | 2054-06-20      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31921917 | PA      | $31879881.51  | 0.79%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7830410.94   | 0.19%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  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      | $7563850.50   | 0.19%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5140825.00   | 0.13%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3084772.56   | 0.08%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  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        |     28885 | PA      | $27381.67     | 0.00%             | 2046-10-25      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750917 | PA      | $2801065.79   | 0.07%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14679765.54  | 0.36%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5028021.40   | 0.12%             | 2037-08-19      | Floating      | 5.68%                 | 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      | $2314578.18   | 0.06%             | 2038-11-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                           | VERSANT MEDIA GROUP INC                           | CUSIP: BL5271491<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2503912.50   | 0.06%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | QUICKEN LOANS LLC QUICKN                          | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190067.96    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3972167.56   | 0.10%             | 2038-08-19      | Floating      | 7.30%                 | Yes           |                  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        |    391628 | PA      | $389838.03    | 0.01%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR INC                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9983725.00   | 0.25%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82500000 | PA      | $79841308.80  | 1.98%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15032812.50  | 0.37%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253911.19   | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO LTD                                  | CUSIP: 972923AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $9231339.33   | 0.23%             | 2035-10-22      | Floating      | 8.36%                 | Yes           |                  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      | $1553864.90   | 0.04%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                              | UNITED RENTALS INC                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2920184.43   | 0.07%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                    | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675922 | PA      | $3719195.71   | 0.09%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8402837.85   | 0.21%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                          | DOW CHEMICAL CO THE                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $961080.10    | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                                                       | WAYFAIR LLC                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9620199.00   | 0.24%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                              | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986705.94    | 0.02%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                 | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67127 | PA      | $66916.25     | 0.00%             | 2031-09-22      | Fixed         | 1.39%                 | 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      | $4498191.28   | 0.11%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000259.85   | 0.12%             | 2028-07-17      | Floating      | 7.76%                 | Yes           |                  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        |    269165 | PA      | $271453.92    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  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        |    213318 | PA      | $212090.99    | 0.01%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                         | AT T INC                                          | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    713000 | PA      | $789726.56    | 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        |  46631623 | PA      | $45729615.53  | 1.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4694966 | PA      | $4833630.14   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $13311230.43  | 0.33%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25283203.00  | 0.63%             | 2040-02-15      | Fixed         | 4.62%                 | 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      | $8827627.29   | 0.22%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                          | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500328.47   | 0.04%             | 2033-04-22      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12002517 | PA      | $11985164.69  | 0.30%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4047185 | PA      | $4041751.16   | 0.10%             | 2054-04-01      | Fixed         | 5.00%                 | 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      | $2531609.44   | 0.06%             | 2033-06-27      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5064550.80   | 0.13%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9682357 | PA      | $9831123.18   | 0.24%             | 2054-04-01      | 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      | $9517374.00   | 0.24%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7342404 | PA      | $7328501.26   | 0.18%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  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      | $4759228.46   | 0.12%             | 2033-11-15      | Floating      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323433 | PA      | $1364471.07   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                                             | WALKER DUNLOP INC                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3092262.00   | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058562.38   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  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      | $22943532.90  | 0.57%             | 2038-04-10      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                       | DDCA - WEITZ AG                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2535385 | NS      | $2535385.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74484.68     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3324658.19   | 0.08%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013307 | PA      | $838583.95    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70205 | PA      | $67420.67     | 0.00%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034844.00   | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $7003568.18   | 0.17%             | 2041-01-18      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3185382.42   | 0.08%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  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      | $8478984.77   | 0.21%             | 2036-07-15      | Floating      | 7.61%                 | Yes           |                  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      | $6599585.78   | 0.16%             | 2039-02-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7997409.00   | 0.20%             | 2054-07-20      | Fixed         | 11.19%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8895620 | PA      | $8881612.75   | 0.22%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                | CUSIP: 629174AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24500000 | PA      | $24537737.35  | 0.61%             | 2055-11-20      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XQNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10735556 | PA      | $10528959.80  | 0.26%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1106163.48   | 0.03%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $753164.06    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC             | CUSIP: 171937AY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10520719.43  | 0.26%             | 2037-10-20      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3003831.60   | 0.07%             | 2028-07-17      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                            | CUSIP: 81749GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7937739 | PA      | $8091722.96   | 0.20%             | 2054-01-25      | Variable      | 6.00%                 | Yes           |                  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      | $1045273.20   | 0.03%             | 2029-03-15      | Fixed         | 9.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7080937.50   | 0.18%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                           | MF1 2022 FL8 LTD                                  | CUSIP: 55284JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99912.39     | 0.00%             | 2037-02-19      | Floating      | 6.88%                 | Yes           |                  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        |     38403 | PA      | $33730.64     | 0.00%             | 2047-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184764 | PA      | $187191.79    | 0.00%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  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      | $2507987.43   | 0.06%             | 2042-09-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5679384 | PA      | $5570112.51   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | 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      | $5047609.56   | 0.13%             | 2031-07-15      | Fixed         | 9.00%                 | Yes           |                  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        |   1511668 | PA      | $1515639.12   | 0.04%             | 2031-07-15      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25402450 | PA      | $25479024.79  | 0.63%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8208883 | PA      | $8330944.26   | 0.21%             | 2054-07-01      | 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        |  21013786 | PA      | $21356763.82  | 0.53%             | 2054-01-01      | Fixed         | 5.50%                 | 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      | $6108036.00   | 0.15%             | 2053-07-15      | Fixed         | 6.97%                 | 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        |    327294 | PA      | $328147.14    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWTCH                                             | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6669379.20   | 0.17%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                                 | GOLAR LNG LTD                                     | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |  12850000 | PA      | $12425031.87  | 0.31%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7592564 | PA      | $7208321.61   | 0.18%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  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        |     38055 | PA      | $37953.37     | 0.00%             | 2027-09-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19662532 | PA      | $19692400.76  | 0.49%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President