# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-26-001076
**Filing Date:** 2026-2
**Character Count:** 177249
**Document Hash:** 11c1197934807d5269cb191c62afabff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001076.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001004726-26-001076

**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:** 26683700

**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

### Short Duration Income Fund (Series ID: S000003483)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000009629 | Short Duration Income Fund - Institutional Class | WEFIX           |
| C000103218 | Short Duration Income Fund - Investor Class      | WSHNX           |

## 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:** Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000003483

- **c. LEI of Series:** 54930007RBMNZNW1JB54

**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:** $1347571050.19

**Total Liabilities:** $11746765.15

**Net Assets:** $1335824285.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6199.17271425 | **1-Year:** -45962.96294006 | **5-Year:** -60460.21987275 | **10-Year:** -24113.14191244 | **30-Year:** -969.34982190

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

- **3-Month:** -69.25591478 | **1-Year:** -3443.51838617 | **5-Year:** -3675.77029500 | **10-Year:** -91.84882641 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009629 | 0.33%                | 0.43%                | 0.38%                |
| Class ID C000103218 | 0.31%                | 0.50%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $30445.26                | $-1351811.16                               |
| Month 2  | $34319.81                | $1880405.51                                |
| Month 3  | $72956.30                | $-14060.15                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1897197.47   | 0.14%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5976690 | PA      | $5975845.49   | 0.45%             | 2030-03-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 7                     | CUSIP: 33852JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4174330 | PA      | $3762312.38   | 0.28%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390027.04    | 0.03%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                         | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST          | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1691374 | PA      | $1714829.85   | 0.13%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT 2025 NQM6 TRUST                               | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3859903 | PA      | $3865329.78   | 0.29%             | 2070-10-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9ZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5891045 | PA      | $5957984.05   | 0.45%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1606698 | PA      | $1623390.88   | 0.12%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  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   | 0.37%             | 2029-12-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                  | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912473 | PA      | $913092.99    | 0.07%             | 2038-08-19      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                    | ACHV ABS TRUST                                     | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706581 | PA      | $709923.67    | 0.05%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT SELECTION TRUST                     | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999744 | PA      | $3025661.65   | 0.23%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST                | CUSIP: 64831XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312736 | PA      | $1328174.39   | 0.10%             | 2065-05-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                | AQUA FINANCE TRUST                                 | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5412974 | PA      | $5517478.56   | 0.41%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COMMERCIAL REAL ESTATE                | CUSIP: 03881KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5209929.61   | 0.39%             | 2042-08-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                               | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025 1 | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5041050.50   | 0.38%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385G6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7211624 | PA      | $7287939.31   | 0.55%             | 2046-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                  | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268507 | PA      | $267664.82    | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II, LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                  | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2248842.83   | 0.17%             | 2050-11-25      | Variable      | 4.93%                 | 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   | 0.11%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6955082.40   | 0.52%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6FT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2516582 | PA      | $2581896.20   | 0.19%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2261449.55   | 0.17%             | 2036-10-16      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4923651.50   | 0.37%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1756513 | PA      | $1772829.39   | 0.13%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 31740RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4331046 | PA      | $4262991.96   | 0.32%             | 2074-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36272LAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892181 | PA      | $1891516.11   | 0.14%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610332.54    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7047514 | PA      | $7093768.38   | 0.53%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5534327 | PA      | $5564821.17   | 0.42%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654142 | PA      | $656209.71    | 0.05%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6180946.32   | 0.46%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2024 PJ5       | CUSIP: 36269XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2208734 | PA      | $2233365.72   | 0.17%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414515 | PA      | $1424770.14   | 0.11%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370322 | PA      | $1387437.80   | 0.10%             | 2030-03-20      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001159.20   | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PSP MASTER ISSUER LLC                                                             | PSP MASTER ISSUER LLC                              | CUSIP: 69433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6971728.40   | 0.52%             | 2056-01-30      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504603 | PA      | $512522.82    | 0.04%             | 2060-03-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                      | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927738 | PA      | $933006.86    | 0.07%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2493572.61   | 0.19%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781196 | PA      | $2809606.39   | 0.21%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                                           | LMNT CRE 2025 FL3 LLC                              | CUSIP: 50208TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5013257.50   | 0.38%             | 2043-07-21      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7109101.58   | 0.53%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385B2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5156101 | PA      | $5048573.96   | 0.38%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                         | DLLST LLC                                          | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795954 | PA      | $799576.02    | 0.06%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSW84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9150738 | PA      | $9158737.57   | 0.69%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                         | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2095068.20   | 0.16%             | 2028-11-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7873000 | PA      | $7902551.15   | 0.59%             | 2036-10-16      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1       | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4094771.27   | 0.31%             | 2028-07-14      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT                                                    | FINANCE OF AMERICA HECM BUYOUT 2025 HB1            | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3988352.80   | 0.30%             | 2028-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | OBX 2025 NQM1 TRUST                                | CUSIP: 673914AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2521782 | PA      | $2544289.70   | 0.19%             | 2064-12-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575395 | PA      | $1593941.03   | 0.12%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349395 | PA      | $1362453.96   | 0.10%             | 2070-05-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER III LLC                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1518535.80   | 0.11%             | 2050-02-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                 | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219757 | PA      | $215661.14    | 0.02%             | 2035-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                         | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3565515.45   | 0.27%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471628 | PA      | $1320858.65   | 0.10%             | 2052-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2511737 | PA      | $2511839.37   | 0.19%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    915374 | PA      | $920965.58    | 0.07%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10019238.90  | 0.75%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15590039.10  | 1.17%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                   | CUSIP: 78486JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.37%             | 2036-04-17      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    635012 | PA      | $638084.45    | 0.05%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385HRK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7217875 | PA      | $7229932.86   | 0.54%             | 2050-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                          | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3996321.36   | 0.30%             | 2042-08-18      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2016 3                    | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566584 | PA      | $537088.02    | 0.04%             | 2046-10-25      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602794 | PA      | $625187.62    | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM4                       | CUSIP: 002941AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4766474 | PA      | $4783438.99   | 0.36%             | 2070-10-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENT SHARE                                    | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2214458.18   | 0.17%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696461 | PA      | $1709025.30   | 0.13%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4815650 | PA      | $4864578.47   | 0.36%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12003858.12  | 0.90%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1972617.18   | 0.15%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESEDENTIAL MORTGAGE LOAN           | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2774259 | PA      | $2797893.68   | 0.21%             | 2070-06-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183211 | PA      | $184499.39    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844499 | PA      | $1862768.52   | 0.14%             | 2070-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MARANON LOAN FUNDING LTD                                                          | MARANON LOAN FUNDING 2023 1 LTD                    | CUSIP: 56575VAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3401133.31   | 0.25%             | 2037-07-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XV CLO LTD           | CUSIP: 34962UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2492011 | PA      | $2493560.23   | 0.19%             | 2033-04-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042000.36   | 0.23%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2024 NQM3                       | CUSIP: 00039HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2993680 | PA      | $3035039.70   | 0.23%             | 2069-07-25      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                              | VERIZON MASTER TRUST                               | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3049188.00   | 0.23%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184226 | PA      | $184607.33    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC              | CUSIP: 171937AS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4999340.81   | 0.37%             | 2037-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101038 | PA      | $1103731.64   | 0.08%             | 2047-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | L BRANDS INC                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $963954.81    | 0.07%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3245517 | PA      | $3313533.07   | 0.25%             | 2050-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                  | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008609.60   | 0.15%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2684976.68   | 0.20%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST 2025 5                    | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3226745 | PA      | $3258486.34   | 0.24%             | 2070-04-25      | Fixed         | 5.57%                 | 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        |    154021 | PA      | $154422.20    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT TRUST 2024 1             | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572542 | PA      | $575019.08    | 0.04%             | 2059-07-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                          | COLT 2025 11 MORTGAGE LOAN TRUST                   | CUSIP: 12676KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5016223.00   | 0.38%             | 2070-11-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO LTD                                                          | BLACKROCK ELBERT CLO V LTD                         | CUSIP: 092913AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955127 | PA      | $1961481.12   | 0.15%             | 2034-06-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3627129 | PA      | $3676197.61   | 0.28%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                 | BUNKER HILL LOAN DEPOSITARY TRUST 2019 3           | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102170 | PA      | $101665.84    | 0.01%             | 2059-11-25      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1738336 | PA      | $1745705.39   | 0.13%             | 2049-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                         | SCF EQUIPMENT TRUST LIC                            | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1760362 | PA      | $1784331.91   | 0.13%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                    | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66167 | PA      | $65710.39     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063314 | PA      | $2085140.38   | 0.16%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700000 | PA      | $7714710.08   | 0.58%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                       | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6133245 | PA      | $6124233.04   | 0.46%             | 2029-09-10      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202FZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175915 | PA      | $174969.04    | 0.01%             | 2026-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA                             | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980799 | PA      | $1984578.23   | 0.15%             | 2032-03-25      | Fixed         | 7.54%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 034934AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3402152 | PA      | $3442728.52   | 0.26%             | 2070-01-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3850591 | PA      | $3875765.95   | 0.29%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PUEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5662 | PA      | $5650.16      | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  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   | 0.21%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                | EFMT 2025 NQM5                                     | CUSIP: 28225KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3929615 | PA      | $3941055.47   | 0.30%             | 2070-11-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES CORP TRUST 2022 PJ2  | CUSIP: 36267EBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2006359 | PA      | $1837398.19   | 0.14%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2543261 | PA      | $2551398.58   | 0.19%             | 2065-11-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1022692.52   | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 2    | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3113931 | PA      | $3151819.29   | 0.24%             | 2199-12-31      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6629703 | PA      | $6698701.23   | 0.50%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST                | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4528390 | PA      | $4581266.18   | 0.34%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22114024.90  | 1.66%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416XQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2996 | PA      | $2987.75      | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2036057 | PA      | $2038341.63   | 0.15%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100345 | PA      | $99492.46     | 0.01%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                  | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5813910 | PA      | $5822882.84   | 0.44%             | 2036-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12088458.00  | 0.90%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 9         | CUSIP: 36273FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3990189 | PA      | $3989612.64   | 0.30%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 4                    | CUSIP: 46652VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624170 | PA      | $1480550.12   | 0.11%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417A6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139461 | PA      | $138538.78    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                 | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $803341.92    | 0.06%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PWML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142408 | PA      | $141924.14    | 0.01%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO LLC                          | CUSIP: 05071LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4002913.06   | 0.30%             | 2037-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                  | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328638 | PA      | $329079.54    | 0.02%             | 2035-07-16      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104569 | PA      | $104012.19    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT                                                    | FINANCE OF AMERICA HECM BUYOUT                     | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168107 | PA      | $168195.06    | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1782420.15   | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3544280.95   | 0.27%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002074.71   | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  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   | 0.23%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3314852 | PA      | $3343225.44   | 0.25%             | 2065-03-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2024 2                            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1456148 | PA      | $1465501.17   | 0.11%             | 2030-06-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                             | CUSIP: 29450YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5202155.00   | 0.39%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM3                       | CUSIP: 00250FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6279672 | PA      | $6314700.01   | 0.47%             | 2070-08-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCKY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2591169 | PA      | $2613239.76   | 0.20%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2448294 | PA      | $2453781.87   | 0.18%             | 2046-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56592 | PA      | $57496.52     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1864402 | PA      | $1884023.00   | 0.14%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2356758 | PA      | $2361639.98   | 0.18%             | 2038-11-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                               | RATE MORTGAGE TRUST                                | CUSIP: 75409TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3490453 | PA      | $3128767.00   | 0.23%             | 2051-10-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416037 | PA      | $411463.49    | 0.03%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477453 | PA      | $467141.70    | 0.03%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FANNIE MAE                                         | CUSIP: 3136BSPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3160334 | PA      | $3190282.77   | 0.24%             | 2048-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389053 | PA      | $389528.55    | 0.03%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST                       | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2002383 | PA      | $2017883.61   | 0.15%             | 2032-07-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM2      | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5860757 | PA      | $5925331.87   | 0.44%             | 2065-06-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                  | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2193494.69   | 0.16%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16731722.32  | 1.25%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                | M T EQUIPMENT NOTES                                | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398514 | PA      | $1403165.75   | 0.11%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2025 1                            | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6729307 | PA      | $6714055.52   | 0.50%             | 2031-02-15      | Fixed         | 4.92%                 | 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        |   1497710 | PA      | $1315488.95   | 0.10%             | 2047-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4719184.46   | 0.35%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14226448 | PA      | $14258766.21  | 1.07%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $6210376.97   | 0.46%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER              | CUSIP: 64755BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4987748.76   | 0.37%             | 2033-11-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TPG REAL ESTATE FINANCE                            | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4010909.36   | 0.30%             | 2042-09-18      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688556 | PA      | $691299.44    | 0.05%             | 2031-12-26      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENTSHARE                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5233530 | PA      | $5315125.07   | 0.40%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCLD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3130696 | PA      | $3154699.22   | 0.24%             | 2049-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                                       | MCF CLO LLC                                        | CUSIP: 55293LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2998668.29   | 0.22%             | 2037-04-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15220000.00  | 1.14%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2135717.66   | 0.16%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16160DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710611 | PA      | $2741179.41   | 0.21%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  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        |   5200000 | PA      | $5215216.24   | 0.39%             | 2030-05-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3209112 | PA      | $3211958.20   | 0.24%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111905 | PA      | $112730.50    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2439418 | PA      | $2491445.38   | 0.19%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31398WC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146203 | PA      | $146892.81    | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2024 5             | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3407821 | PA      | $3421022.13   | 0.26%             | 2054-11-25      | Variable      | 6.00%                 | 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   | 0.56%             | 2037-10-17      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                | TRICOLOR AUTO SECURITIZATION TRUST                 | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677793 | PA      | $631001.68    | 0.05%             | 2028-06-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8142187.52   | 0.61%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743481 | PA      | $748948.56    | 0.06%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025077.52   | 0.08%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2746804.50   | 0.21%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2938933.11   | 0.22%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  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        |  37062156 | NS      | $37062156.40  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2025 2                    | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953430 | PA      | $1965392.10   | 0.15%             | 2052-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO LTD                         | CUSIP: 61034VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7505264.94   | 0.56%             | 2033-09-14      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| RADIAN MORTGAGE CAPITAL TRUST                                                     | RADIAN MORTGAGE CAPITAL TRUST 2024 J2              | CUSIP: 75023WAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245079 | PA      | $1244685.52   | 0.09%             | 2055-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79789 | PA      | $79133.37     | 0.01%             | 2027-09-01      | Fixed         | 3.00%                 | 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   | 0.22%             | 2038-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2289102 | PA      | $2295924.21   | 0.17%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM5      | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4704491 | PA      | $4712576.08   | 0.35%             | 2065-07-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675511 | PA      | $2707301.91   | 0.20%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7523962.28   | 0.56%             | 2042-09-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                       | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3221068 | PA      | $3235579.30   | 0.24%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5839991 | PA      | $5901634.94   | 0.44%             | 2070-02-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                 | GOLUB CAPITAL PRIVATE CREDIT FUND                  | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022001.04   | 0.23%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT 2025 NQM5 TRUST                               | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2803863 | PA      | $2809835.49   | 0.21%             | 2070-08-25      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96690 | PA      | $96409.25     | 0.01%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14857480.65  | 1.11%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                            | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $503035.18    | 0.04%             | 2037-08-19      | Floating      | 10.27%                | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 2                    | CUSIP: 35042PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718445 | PA      | $683077.09    | 0.05%             | 2042-01-15      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4369815 | PA      | $4426331.55   | 0.33%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6E63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4060486 | PA      | $4169561.47   | 0.31%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2203118 | PA      | $2300863.40   | 0.17%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           |                  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        |   7500000 | PA      | $7530548.98   | 0.56%             | 2035-12-31      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP                           | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620059 | PA      | $634504.66    | 0.05%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                  | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7500739.05   | 0.56%             | 2035-07-16      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503829.07   | 0.11%             | 2036-07-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJR90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6917738 | PA      | $6957527.24   | 0.52%             | 2049-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                    | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3614564 | PA      | $3645590.41   | 0.27%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034844.00   | 0.08%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E7TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143816 | PA      | $142822.45    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1359068 | PA      | $1382112.12   | 0.10%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KREF LTD                                                                          | KREF                                               | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677952 | PA      | $1675794.88   | 0.13%             | 2039-02-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR TRUST                 | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5010572.00   | 0.38%             | 2034-08-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 316919AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941750 | PA      | $3847276.09   | 0.29%             | 2055-09-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2586263 | PA      | $2611908.15   | 0.20%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                             | THE HUNTINGTON NATIONAL BANK                       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1171219 | PA      | $1184341.36   | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2501894.20   | 0.19%             | 2042-08-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BHG OWNER LOAN TRUST                                                              | BHG OWNER LOAN TRUST SERIES 2025 1CON              | CUSIP: 08860KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9377855 | PA      | $9505912.96   | 0.71%             | 2036-08-18      | Fixed         | 5.00%                 | Yes           |                  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   | 0.12%             | 2032-01-26      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9731835.90   | 0.73%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 CES | CUSIP: 802650AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5922510 | PA      | $5930128.71   | 0.44%             | 2055-09-25      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384J2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3622517 | PA      | $3654563.56   | 0.27%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 2                    | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103454 | PA      | $1105392.77   | 0.08%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERB 2023 VRN 10 15 35                             | CUSIP: 156940AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006805.12   | 0.23%             | 2035-10-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 6                    | CUSIP: 46653PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3732276 | PA      | $3381225.08   | 0.25%             | 2051-10-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A9UR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407165 | PA      | $392783.72    | 0.03%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                                          | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD          | CUSIP: 46604EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3499549.85   | 0.26%             | 2037-07-23      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AUGF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608615 | PA      | $1586141.17   | 0.12%             | 2027-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                    | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2737219.10   | 0.20%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2627388 | PA      | $2646501.10   | 0.20%             | 2070-02-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                           | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5028021.40   | 0.38%             | 2037-08-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006851.80   | 0.37%             | 2028-05-17      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   6569000 | PA      | $6589554.07   | 0.49%             | 2026-12-15      | Fixed         | 4.75%                 | 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    | 0.06%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST      | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238987 | PA      | $239203.96    | 0.02%             | 2036-04-17      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 4 LLC              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1415117.76   | 0.11%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514596 | PA      | $519102.99    | 0.04%             | 2032-09-20      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291196 | PA      | $303877.85    | 0.02%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1482883 | PA      | $1501037.29   | 0.11%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 465989AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1754859 | PA      | $1762214.29   | 0.13%             | 2053-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1007471 | PA      | $1033589.47   | 0.08%             | 2043-12-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2024 2                    | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2826520 | PA      | $2850806.83   | 0.21%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                  | NMEF FUNDING LLC                                   | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4382023 | PA      | $4399741.20   | 0.33%             | 2032-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF TRUST 2022 2                                   | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58432 | PA      | $58505.20     | 0.00%             | 2027-12-15      | Fixed         | 6.14%                 | 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        |   5000000 | PA      | $5011919.00   | 0.38%             | 2040-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2023 1                    | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       384 | PA      | $384.80       | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST                                                    | UPGRADE MASTER PASS THRU TRUST SERIES 2025 ST8     | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5013411.50   | 0.38%             | 2033-12-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 4    | CUSIP: 16159NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2593918 | PA      | $2625974.19   | 0.20%             | 2055-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8103437.52   | 0.61%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547024 | PA      | $530135.51    | 0.04%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5189878 | PA      | $5221690.38   | 0.39%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 4 LTD                                 | CUSIP: 973385AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4995365.68   | 0.37%             | 2037-10-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137A9QP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249867 | PA      | $249567.31    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 924931AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4871898 | PA      | $4894562.69   | 0.37%             | 2070-08-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJ4Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3268555 | PA      | $3293960.25   | 0.25%             | 2050-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 10INV                 | CUSIP: 33851RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3659084 | PA      | $3304942.16   | 0.25%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES NOTE                               | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1442752.29   | 0.11%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20082815.00  | 1.50%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316537 | PA      | $318068.25    | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2020 3                      | CUSIP: 81748AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105972 | PA      | $104801.21    | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4967139 | PA      | $5014583.55   | 0.38%             | 2065-06-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3571920 | PA      | $3597263.27   | 0.27%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                     | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234894 | PA      | $219917.01    | 0.02%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063675 | PA      | $1072974.19   | 0.08%             | 2070-06-25      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46593RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638294 | PA      | $1642485.62   | 0.12%             | 2055-09-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST 2024 9           | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690785 | PA      | $690398.03    | 0.05%             | 2055-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15319042.95  | 1.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2020 NQM1      | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200853 | PA      | $192065.11    | 0.01%             | 2060-09-27      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666210 | PA      | $1676689.25   | 0.13%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049488 | PA      | $2097795.61   | 0.16%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5SS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6816654 | PA      | $6906107.61   | 0.52%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  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   | 0.36%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139641 | PA      | $137888.69    | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486783 | PA      | $487150.04    | 0.04%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2566151.45   | 0.19%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912553 | PA      | $919637.43    | 0.07%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2024 11                   | CUSIP: 46659AAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3184469 | PA      | $3183621.64   | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1711774 | PA      | $1727619.23   | 0.13%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                             | LMDV ISSUER CO LLC                                 | CUSIP: 538908AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1706389.37   | 0.13%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT                                               | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4136867 | PA      | $4166684.70   | 0.31%             | 2069-11-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4507946 | PA      | $4554628.82   | 0.34%             | 2070-02-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620681 | PA      | $619490.88    | 0.05%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2426364 | PA      | $2429501.11   | 0.18%             | 2070-09-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ9       | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629645 | PA      | $2366048.40   | 0.18%             | 2052-02-26      | Fixed         | 2.50%                 | Yes           |                  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   | 0.10%             | 2030-10-15      | Fixed         | 4.97%                 | 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   | 0.11%             | 2033-10-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846059 | PA      | $848369.35    | 0.06%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180381 | PA      | $1184032.85   | 0.09%             | 2031-12-26      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251833 | PA      | $1258909.52   | 0.09%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2023 1 LLC              | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63898 | PA      | $63996.10     | 0.00%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                      | CUSIP: 816943BJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928664 | PA      | $1952499.12   | 0.15%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3523757 | PA      | $3546884.17   | 0.27%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    345833 | PA      | $346504.63    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVEC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7419265 | PA      | $7525601.71   | 0.56%             | 2050-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 31741BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2813524 | PA      | $2737255.64   | 0.20%             | 2075-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999487.24   | 0.22%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 PJ3       | CUSIP: 36273WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718940 | PA      | $3737820.17   | 0.28%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194296 | PA      | $1206754.07   | 0.09%             | 2070-07-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03466RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4264653 | PA      | $4296067.40   | 0.32%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4051640.64   | 0.30%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 617948AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3892685 | PA      | $3909000.01   | 0.29%             | 2070-07-25      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A4Y33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7674 | PA      | $7653.28      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388166.44    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4223203 | PA      | $4215877.39   | 0.32%             | 2030-11-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                         | AUXILIOR TERM FUNDING LLC                          | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806645 | PA      | $810753.32    | 0.06%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200780 | PA      | $1210113.68   | 0.09%             | 2070-05-25      | Fixed         | 5.53%                 | 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        |   4600000 | PA      | $4608744.60   | 0.35%             | 2038-04-10      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2292945 | PA      | $2323863.71   | 0.17%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  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    | 0.04%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7423000 | PA      | $7480830.59   | 0.56%             | 2036-07-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172763 | PA      | $2193977.49   | 0.16%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1889666 | PA      | $1893235.71   | 0.14%             | 2055-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2025 10                     | CUSIP: 81750CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4749621 | PA      | $4755032.02   | 0.36%             | 2055-11-25      | Variable      | 5.00%                 | 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        |   3500000 | PA      | $3439156.70   | 0.26%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  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    | 0.04%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529351 | PA      | $1537649.13   | 0.12%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $997705.21    | 0.07%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4113671.88   | 0.31%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11180898.41  | 0.84%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5455631.69   | 0.41%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT                                                    | FINANCE OF AMERICA HECM BUYOUT 2024 HB1            | CUSIP: 31737DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3987312.00   | 0.30%             | 2034-10-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947603 | PA      | $954890.11    | 0.07%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  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   | 0.38%             | 2041-05-17      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NSD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7570717 | PA      | $7697802.56   | 0.58%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 316929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4743457 | PA      | $4598513.81   | 0.34%             | 2075-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7853203 | PA      | $7952173.91   | 0.60%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD 2025 SIF5 LLC                             | CUSIP: 85573WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5021322.69   | 0.38%             | 2037-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37429 | PA      | $37442.46     | 0.00%             | 2027-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 8                    | CUSIP: 46592TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214730 | PA      | $1098928.91   | 0.08%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                            | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |  10420000 | PA      | $10169012.42  | 0.76%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                          | THE HUNTINGTON NATIONAL BANK                       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3632781 | PA      | $3665634.12   | 0.27%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E9JM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327096 | PA      | $317393.40    | 0.02%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                            | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790293 | PA      | $798901.99    | 0.06%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261305 | PA      | $258839.57    | 0.02%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 NQM | CUSIP: 80262CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6752761 | PA      | $6768090.31   | 0.51%             | 2065-08-25      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810968 | PA      | $1829086.27   | 0.14%             | 2070-01-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4974979 | PA      | $5035635.34   | 0.38%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                        | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21594 | PA      | $21605.24     | 0.00%             | 2026-11-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2025 7MPR          | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3169882 | PA      | $3175085.32   | 0.24%             | 2056-02-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390793 | PA      | $2397878.72   | 0.18%             | 2039-09-17      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST     | CUSIP: 61779JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5556447 | PA      | $5562070.08   | 0.42%             | 2070-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5083888.00   | 0.38%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | OWN EQUIPMENT FUND II LLC                          | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596694 | PA      | $1608741.23   | 0.12%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO LTD                           | CUSIP: 24460XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4999254.19   | 0.37%             | 2037-10-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2014 2                    | CUSIP: 46641YAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46916 | PA      | $46716.07     | 0.00%             | 2029-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5056878.35   | 0.38%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12432025 | PA      | $12462033.11  | 0.93%             | 2049-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                              | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3648728 | PA      | $3674474.64   | 0.28%             | 2030-04-15      | Floating      | 6.55%                 | 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        |    135856 | PA      | $130697.89    | 0.01%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2024 8                | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4724375 | PA      | $4742880.71   | 0.36%             | 2032-01-15      | Fixed         | 5.46%                 | Yes           |                  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   | 0.19%             | 2037-10-15      | Floating      | 5.54%                 | Yes           |                  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  | 0.80%             | 2055-11-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2025 2                | CUSIP: 69545GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2413689 | PA      | $2427301.34   | 0.18%             | 2032-10-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975069 | PA      | $3007559.27   | 0.23%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4636182 | PA      | $4656593.49   | 0.35%             | 2035-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2020 8                    | CUSIP: 46652TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61710 | PA      | $61097.81     | 0.00%             | 2051-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6F47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4565054 | PA      | $4626804.85   | 0.35%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                         | DLLMT LLC                                          | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520000 | PA      | $3554134.85   | 0.27%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    479387 | PA      | $484573.16    | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725652 | PA      | $4739802.47   | 0.35%             | 2039-09-17      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760375 | PA      | $2795134.14   | 0.21%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395W4L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251321 | PA      | $258071.51    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $907041.78    | 0.07%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                      | HILTON GRAND VACATIONS TRUST 2020 A                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77350 | PA      | $76390.13     | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES                      | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3197527 | PA      | $2863045.05   | 0.21%             | 2052-05-28      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395PEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57105 | PA      | $56974.33     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | 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   | 0.10%             | 2032-07-26      | Fixed         | 6.29%                 | 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        |   2473149 | PA      | $2482357.42   | 0.19%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2875966 | PA      | $2903334.67   | 0.22%             | 2046-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                           | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735500 | PA      | $2737329.77   | 0.20%             | 2033-04-22      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824641 | PA      | $1833847.82   | 0.14%             | 2054-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM5      | CUSIP: 64832GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7451887 | PA      | $7479001.54   | 0.56%             | 2065-08-25      | Fixed         | 5.11%                 | Yes           |                  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   | 0.20%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415359 | PA      | $417098.66    | 0.03%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                             | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1088554 | PA      | $1094946.17   | 0.08%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932919 | PA      | $943738.70    | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2025 6                      | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6806341 | PA      | $6834466.58   | 0.51%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                     | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3738109 | PA      | $3750554.15   | 0.28%             | 2199-12-31      | Fixed         | 5.50%                 | Yes           |                  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   | 0.38%             | 2042-12-18      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                | AQUA FINANCE ISSUER TRUST 2025 B                   | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412302 | PA      | $2431078.84   | 0.18%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                         | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3979685.00   | 0.30%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4322888 | PA      | $4384506.25   | 0.33%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480058.91   | 0.11%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2507452.49   | 0.19%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST 2025 6                  | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962692 | PA      | $971497.66    | 0.07%             | 2070-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42293 | PA      | $42042.66     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  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    | 0.06%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483998 | PA      | $486995.44    | 0.04%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7013635.65   | 0.53%             | 2041-01-18      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5325472 | PA      | $5327438.30   | 0.40%             | 2051-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2025 NQM2          | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914392 | PA      | $923236.05    | 0.07%             | 2065-09-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                    | SWCH COMMERCIAL MORTGAGE TRUST                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7441835.25   | 0.56%             | 2042-03-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316273 | PA      | $324974.89    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                  | HILTON USA TRUST 2016 SFP                          | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $10762.90     | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22757JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841946 | PA      | $4849445.71   | 0.36%             | 2070-09-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                                | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4306863 | PA      | $3900448.48   | 0.29%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3046011.00   | 0.23%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES 2025 NQM1 TRUST                              | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3088108 | PA      | $3115321.80   | 0.23%             | 2070-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2025 R3               | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006605.00   | 0.37%             | 2033-01-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569027 | PA      | $551586.20    | 0.04%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                   | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255415.41    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2031522.00   | 0.15%             | 2060-06-25      | Fixed         | 5.02%                 | 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        |    942079 | PA      | $950088.50    | 0.07%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5993082.90   | 0.45%             | 2042-05-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2014 5                    | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341627 | PA      | $337529.41    | 0.03%             | 2029-10-25      | Variable      | 2.57%                 | Yes           |                  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