# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-25-000162
**Filing Date:** 2025-8
**Character Count:** 166523
**Document Hash:** ef6b9cfbd0a1841f3c3efb439c112651
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-000162.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001004726-25-000162

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**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:** 251264001

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1229382094.94

**Total Liabilities:** $21330907.02

**Net Assets:** $1208051187.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4944.36254357 | **1-Year:** -50799.00903377 | **5-Year:** -52380.64733172 | **10-Year:** -16564.98802268 | **30-Year:** -540.34061883

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

- **3-Month:** -50.62587871 | **1-Year:** -2014.59843489 | **5-Year:** -1878.79395553 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009629 | 0.54%                | 0.16%                | 0.70%                |
| Class ID C000103218 | 0.53%                | 0.22%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-138057.85              | $2181758.94                                |
| Month 2  | $-318054.59              | $-2058366.81                               |
| Month 3  | $23493.58                | $3957857.72                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2392009 | PA      | $2406720.52   | 0.20%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5048709 | PA      | $5065772.45   | 0.42%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660004 | PA      | $641206.52    | 0.05%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62927 | PA      | $63691.83     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163811 | PA      | $164552.79    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11997467.16  | 0.99%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                                      | UPSTART SECURITIZATION TRUST                       | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91422 | PA      | $91492.76     | 0.01%             | 2033-06-20      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES 2025 NQM1 TRUST                              | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3383418 | PA      | $3397813.34   | 0.28%             | 2070-01-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4882339 | PA      | $4879515.34   | 0.40%             | 2038-11-15      | Floating      | 5.65%                 | 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      | $7491217.50   | 0.62%             | 2042-09-18      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL2 LTD                           | CUSIP: 40390JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3982579.16   | 0.33%             | 2036-09-17      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1895646.68   | 0.16%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  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        |   2957370 | PA      | $2976999.47   | 0.25%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TRTX 2021 FL4 ISSUER LTD                           | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4977845.90   | 0.41%             | 2038-03-15      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO LTD                                    | CUSIP: 40441LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3998814.80   | 0.33%             | 2036-06-16      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OWN Equipment Fund                                                                | EQUIPMENTSHARE                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3183370 | PA      | $3233887.17   | 0.27%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416W6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17968 | PA      | $17875.91     | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KREF LTD                                                                          | KREF                                               | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2197196 | PA      | $2194020.10   | 0.18%             | 2039-02-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1003058 | PA      | $1008263.99   | 0.08%             | 2035-05-15      | Fixed         | 5.65%                 | 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        |   3983872 | PA      | $4039133.43   | 0.33%             | 2038-08-18      | Fixed         | 6.46%                 | 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        |   5738015 | PA      | $5763146.03   | 0.48%             | 2065-06-25      | Fixed         | 5.59%                 | 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        |   6089345 | PA      | $6125793.42   | 0.51%             | 2039-06-21      | Fixed         | 4.87%                 | 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        |    946125 | PA      | $949745.22    | 0.08%             | 2031-12-26      | Floating      | 5.61%                 | 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        |   2500000 | PA      | $2506669.50   | 0.21%             | 2027-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2099575.45   | 0.17%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617717 | PA      | $594716.00    | 0.05%             | 2031-08-01      | Fixed         | 2.50%                 | 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        |   2218426 | PA      | $2228291.33   | 0.18%             | 2027-12-15      | Fixed         | 6.10%                 | 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        |   2237577 | PA      | $2257185.50   | 0.19%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 2                    | CUSIP: 35042PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826109 | PA      | $785522.73    | 0.07%             | 2042-01-15      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                   | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255339.42    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31374CPY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39323 | PA      | $39138.95     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124288 | PA      | $122609.18    | 0.01%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4913785.62   | 0.41%             | 2029-04-01      | Fixed         | 8.00%                 | 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        |    231218 | PA      | $231969.34    | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF TRUST 2022 2                                   | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150764 | PA      | $151503.61    | 0.01%             | 2027-12-15      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                   | CUSIP: 78486JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5014072.53   | 0.42%             | 2036-04-17      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1889566 | PA      | $1890130.15   | 0.16%             | 2036-07-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098708 | PA      | $1096754.95   | 0.09%             | 2054-08-25      | Fixed         | 6.00%                 | 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        |   2841885 | PA      | $2869069.50   | 0.24%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | SEQ PAID                                           | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64901 | PA      | $64611.89     | 0.01%             | 2029-01-16      | Fixed         | 1.02%                 | 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        |    779733 | PA      | $787556.13    | 0.07%             | 2060-03-25      | Fixed         | 5.22%                 | 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        |   1576149 | PA      | $1591917.79   | 0.13%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD 2025 SIF5 LLC                             | CUSIP: 85573WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006890.51   | 0.41%             | 2037-04-15      | Floating      | 5.85%                 | Yes           |                  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        |     87711 | PA      | $86119.44     | 0.01%             | 2051-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4340346 | PA      | $4377896.57   | 0.36%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2493671.73   | 0.21%             | 2042-08-17      | Floating      | 5.76%                 | 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        |    245777 | PA      | $247398.09    | 0.02%             | 2031-07-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3205858 | PA      | $3224215.74   | 0.27%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9219009 | PA      | $9389975.24   | 0.78%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6751935 | PA      | $6804208.15   | 0.56%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7074648.42   | 0.59%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                    | SYNCHRONY BANK                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999829.65    | 0.08%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3048888.00   | 0.25%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  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        |   2032214 | PA      | $2050622.68   | 0.17%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2837714 | PA      | $2894633.06   | 0.24%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT                                               | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4863103 | PA      | $4873754.84   | 0.40%             | 2069-11-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135540 | PA      | $1161967.56   | 0.10%             | 2043-12-15      | Fixed         | 5.67%                 | 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        |   1621929 | PA      | $1627313.57   | 0.13%             | 2031-12-26      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5024981.30   | 0.42%             | 2028-05-17      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416XQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39592 | PA      | $39314.39     | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                          | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3987103.32   | 0.33%             | 2042-08-18      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6F47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5375841 | PA      | $5422345.67   | 0.45%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700557 | PA      | $2699300.26   | 0.22%             | 2055-03-25      | Fixed         | 5.50%                 | 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        |   1612064 | PA      | $1419601.57   | 0.12%             | 2047-08-25      | Fixed         | 2.50%                 | Yes           |                  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        |    982789 | PA      | $987056.82    | 0.08%             | 2065-09-25      | Variable      | 5.57%                 | 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        |   2749729 | PA      | $2439890.33   | 0.20%             | 2052-02-26      | Fixed         | 2.50%                 | 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        |   4318951 | PA      | $4320133.48   | 0.36%             | 2055-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                  | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378934 | PA      | $374539.48    | 0.03%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16160DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3460615 | PA      | $3499255.63   | 0.29%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5161291.00   | 0.43%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1947533 | PA      | $1964695.61   | 0.16%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  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        |   1990085 | PA      | $2014786.60   | 0.17%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138A4Y33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127410 | PA      | $126705.70    | 0.01%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  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        |   1375331 | PA      | $1382141.48   | 0.11%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                | M T EQUIPMENT NOTES                                | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2408303 | PA      | $2413475.93   | 0.20%             | 2031-08-18      | Fixed         | 4.99%                 | 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        |   2113425 | PA      | $1913118.67   | 0.16%             | 2052-06-25      | Variable      | 3.00%                 | 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      | $1408494.50   | 0.12%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1924333 | PA      | $1925872.49   | 0.16%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199491 | PA      | $195574.62    | 0.02%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A9UR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450856 | PA      | $432169.79    | 0.04%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B6MD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        24 | PA      | $23.58        | 0.00%             | 2028-12-15      | Fixed         | 2.50%                 | No            |                  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      | $3402550.00   | 0.28%             | 2037-07-15      | None          | 0.00%                 | 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      | $4981648.85   | 0.41%             | 2033-11-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PUEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43796 | PA      | $43533.40     | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14412981 | PA      | $14448768.42  | 1.20%             | 2049-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 2                    | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267856 | PA      | $1262761.62   | 0.10%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  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        |    465680 | PA      | $466720.90    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4463312 | PA      | $4486276.08   | 0.37%             | 2046-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2301969 | PA      | $2352469.54   | 0.19%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15674173 | PA      | $15704529.55  | 1.30%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                             | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1134065.93   | 0.09%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2046180 | PA      | $2062160.40   | 0.17%             | 2070-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20126629.80  | 1.67%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153000 | PA      | $1159231.62   | 0.10%             | 2070-06-25      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA                             | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2672016 | PA      | $2691873.26   | 0.22%             | 2032-03-25      | Fixed         | 7.54%                 | 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        |   3517276 | PA      | $3545988.53   | 0.29%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4477624 | PA      | $4537077.79   | 0.38%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  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        |   1476171 | PA      | $1483977.10   | 0.12%             | 2059-07-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592735 | PA      | $597797.80    | 0.05%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517193 | PA      | $1529608.47   | 0.13%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  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        |    622829 | PA      | $624702.44    | 0.05%             | 2026-11-13      | Fixed         | 5.79%                 | 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        |   6591469 | PA      | $6609159.04   | 0.55%             | 2032-01-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                    | ACHV ABS TRUST                                     | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1362000 | PA      | $1357642.01   | 0.11%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                    | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131757 | PA      | $129508.00    | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  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        |   2942653 | PA      | $2822431.95   | 0.23%             | 2075-02-25      | Fixed         | 3.50%                 | 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        |   2641508 | PA      | $2637790.03   | 0.22%             | 2055-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                              | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4982456 | PA      | $4982705.78   | 0.41%             | 2030-04-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31398WC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171918 | PA      | $171828.39    | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                    | GOLUB CAPITAL PARTNERS CLO LTD                     | CUSIP: 381743AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4500000.00   | 0.37%             | 2033-08-05      | Floating      | 6.05%                 | 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      | $7737750.00   | 0.64%             | 2035-12-31      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2963785.68   | 0.25%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7609078 | PA      | $7644938.24   | 0.63%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO LLC                                                                       | MCF CLO LLC                                        | CUSIP: 55293LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2995524.24   | 0.25%             | 2037-04-15      | Floating      | 5.71%                 | 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        |   3084233 | PA      | $3128875.27   | 0.26%             | 2055-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    736840 | PA      | $732042.66    | 0.06%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  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      | $4005218.60   | 0.33%             | 2042-09-18      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 10INV                 | CUSIP: 33851RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3892217 | PA      | $3491557.27   | 0.29%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                             | THE HUNTINGTON NATIONAL BANK                       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470495 | PA      | $1485086.72   | 0.12%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                                        | BOF VII AL FUNDING TRUST I                         | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881652 | PA      | $1913408.98   | 0.16%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                              | VERIZON MASTER TRUST                               | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3061695.00   | 0.25%             | 2029-11-20      | Fixed         | 5.67%                 | 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      | $179200.35    | 0.01%             | 2035-11-05      | 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        |   2066449 | PA      | $2070572.56   | 0.17%             | 2053-12-25      | Variable      | 5.50%                 | 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        |   4483703 | PA      | $4504262.09   | 0.37%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                    | ILPT COMMERCIAL MORTGAGE TRUST 2022 LPF2           | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000431.20   | 0.08%             | 2039-10-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3               | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913908 | PA      | $1916475.65   | 0.16%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                    | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4467351 | PA      | $4494174.83   | 0.37%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | L BRANDS INC                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $967648.82    | 0.08%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15299414.10  | 1.27%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HERA COMMERCIAL MORTGAGE LTD                                                      | HERA COMMERCIAL MORTGAGE LTD                       | CUSIP: 42704RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694924 | PA      | $695305.55    | 0.06%             | 2038-02-18      | Floating      | 5.48%                 | Yes           |                  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        |   3120120 | PA      | $3100865.35   | 0.26%             | 2034-10-01      | Fixed         | 4.00%                 | Yes           |                  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      | $2753253.18   | 0.23%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4111718.76   | 0.34%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                     | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4748760 | PA      | $4748629.04   | 0.39%             | 2199-12-31      | Fixed         | 5.50%                 | 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        |   3500000 | PA      | $3505179.63   | 0.29%             | 2033-04-25      | Floating      | 6.09%                 | Yes           |                  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      | $906123.24    | 0.08%             | 2030-08-22      | Fixed         | 4.59%                 | 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        |   3646373 | PA      | $3660387.81   | 0.30%             | 2070-04-25      | Fixed         | 5.57%                 | 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      | $2186718.34   | 0.18%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1188360.36   | 0.10%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995353.95    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  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      | $3503290.18   | 0.29%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                | LOBEL AUTOMOBILE RECEIVABLES TRUST 2023 2          | CUSIP: 53949FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56868 | PA      | $56958.74     | 0.00%             | 2029-04-16      | Fixed         | 7.59%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                     | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287925 | PA      | $268818.86    | 0.02%             | 2047-03-25      | Variable      | 3.00%                 | 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        |   5000000 | PA      | $5033525.00   | 0.42%             | 2065-05-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1846633.24   | 0.15%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST      | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977109 | PA      | $978857.36    | 0.08%             | 2036-04-17      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                  | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    949367 | PA      | $946959.24    | 0.08%             | 2038-08-19      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1905482 | PA      | $1925361.83   | 0.16%             | 2036-05-15      | Fixed         | 5.52%                 | 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      | $1502246.44   | 0.12%             | 2033-10-15      | Floating      | 6.07%                 | 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        |    243017 | PA      | $237066.99    | 0.02%             | 2035-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2517852 | PA      | $2541806.68   | 0.21%             | 2054-05-25      | Variable      | 6.00%                 | 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        |   2796972 | PA      | $2806879.51   | 0.23%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                           | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004741.16   | 0.25%             | 2033-04-22      | Floating      | 6.14%                 | 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      | $4608252.40   | 0.38%             | 2038-04-10      | Floating      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PWML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278052 | PA      | $275939.88    | 0.02%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  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        |   1942381 | PA      | $1972061.89   | 0.16%             | 2030-03-20      | Fixed         | 6.44%                 | 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        |   3932273 | PA      | $3526699.61   | 0.29%             | 2051-10-25      | Fixed         | 2.50%                 | 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        |   2988938 | PA      | $3010487.30   | 0.25%             | 2054-09-25      | Variable      | 6.00%                 | 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        |   2833062 | PA      | $2847049.62   | 0.24%             | 2055-09-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2022 2                    | CUSIP: 67578XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58307 | PA      | $58320.53     | 0.00%             | 2028-02-22      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6951204.12   | 0.58%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  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        |   3011596 | PA      | $3016744.68   | 0.25%             | 2059-10-27      | Fixed         | 5.25%                 | 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        |   1555238 | PA      | $1376049.73   | 0.11%             | 2052-08-25      | Variable      | 2.50%                 | 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        |   1284750 | PA      | $1145971.31   | 0.09%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991963.60   | 0.16%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5970405.00   | 0.49%             | 2030-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8074062.48   | 0.67%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3058036 | PA      | $3086890.70   | 0.26%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12098906.28  | 1.00%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169962 | PA      | $167435.92    | 0.01%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2844003 | PA      | $2882680.66   | 0.24%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2672884 | PA      | $2720681.34   | 0.23%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                             | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5288400.00   | 0.44%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $14964375.04  | 1.24%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9ZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6482317 | PA      | $6548040.07   | 0.54%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 7                     | CUSIP: 33852JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4373198 | PA      | $3887018.71   | 0.32%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4311546 | PA      | $4321153.46   | 0.36%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484603 | PA      | $1498235.19   | 0.12%             | 2070-05-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1979912 | PA      | $1989591.98   | 0.16%             | 2047-01-25      | Fixed         | 5.50%                 | 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      | $2097688.94   | 0.17%             | 2028-11-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15567187.50  | 1.29%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181909 | PA      | $180038.53    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 034934AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850994 | PA      | $3867902.93   | 0.32%             | 2070-01-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6618341 | PA      | $6654787.21   | 0.55%             | 2070-02-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942489 | PA      | $2949735.65   | 0.24%             | 2070-02-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO LTD                                    | CUSIP: 40441LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668087 | PA      | $668161.44    | 0.06%             | 2036-06-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                                | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5018369.00   | 0.42%             | 2041-05-17      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1790696.78   | 0.15%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367227 | PA      | $361632.72    | 0.03%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                        | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3279150 | PA      | $3285501.71   | 0.27%             | 2027-06-20      | Fixed         | 6.50%                 | 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        |   3062500 | PA      | $3083185.04   | 0.26%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349118 | PA      | $3359989.16   | 0.28%             | 2039-09-17      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $982486.19    | 0.08%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  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      | $3017149.27   | 0.25%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6874315.49   | 0.57%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                      | CUSIP: 816943BJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439416 | PA      | $2466161.36   | 0.20%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2               | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3948948 | PA      | $3983262.40   | 0.33%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                    | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006258.00   | 0.41%             | 2042-12-18      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10035946.90  | 0.83%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWN Equipment Fund                                                                | OWN EQUIPMENT FUND II LLC                          | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1712373.62   | 0.14%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5019097 | PA      | $5051971.56   | 0.42%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115693 | PA      | $1117443.36   | 0.09%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  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        |   3721611 | PA      | $3760231.14   | 0.31%             | 2199-12-31      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395W4L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282515 | PA      | $288949.12    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3553736.55   | 0.29%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75178 | PA      | $74357.16     | 0.01%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376314 | PA      | $378014.86    | 0.03%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8117187.52   | 0.67%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  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        |   4512600 | PA      | $4378791.00   | 0.36%             | 2074-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP                           | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    798747 | PA      | $819079.56    | 0.07%             | 2035-04-17      | Fixed         | 5.81%                 | 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        |    331108 | PA      | $327747.30    | 0.03%             | 2026-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF TRUST 2022 1                                   | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573400 | PA      | $573193.29    | 0.05%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5078932 | PA      | $5122873.14   | 0.42%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES                      | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3362162 | PA      | $2967866.79   | 0.25%             | 2052-05-28      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025 2                                                   | FOUNDATION FINANCE TRUST 2025 2                    | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2339522.87   | 0.19%             | 2052-04-15      | Fixed         | 5.20%                 | 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      | $4031536.97   | 0.33%             | 2028-07-14      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                           | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5005713.55   | 0.41%             | 2037-08-19      | Floating      | 6.26%                 | Yes           |                  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        |   3338370 | PA      | $3373747.26   | 0.28%             | 2069-07-25      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2989050.54   | 0.25%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                         | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3947854.36   | 0.33%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025230.12   | 0.25%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                                          | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD          | CUSIP: 46604EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3504248.31   | 0.29%             | 2034-04-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5753008 | PA      | $5843464.47   | 0.48%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                            | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142730 | PA      | $1157106.04   | 0.10%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14669531.25  | 1.21%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  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      | $1496123.66   | 0.12%             | 2036-07-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075912 | PA      | $1076174.60   | 0.09%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3316438 | PA      | $3327378.78   | 0.28%             | 2030-11-15      | Fixed         | 4.94%                 | 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      | $3060501.41   | 0.25%             | 2035-10-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION            | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692152 | PA      | $718431.23    | 0.06%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2022 5                        | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151128 | PA      | $151651.00    | 0.01%             | 2030-06-17      | Fixed         | 8.10%                 | 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        |   2345882 | PA      | $2354634.70   | 0.19%             | 2032-01-26      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2458121 | PA      | $2493475.37   | 0.21%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                               | RATE MORTGAGE TRUST                                | CUSIP: 75409TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3698771 | PA      | $3267372.41   | 0.27%             | 2051-10-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                               | EXETER AUTOMOBILE RECEIVABLES TRUST 2021 1         | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28001 | PA      | $27958.64     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032135.38   | 0.09%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                         | DLLST LLC                                          | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1144841.24   | 0.09%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST                           | CUSIP: 67571QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846775 | PA      | $848382.65    | 0.07%             | 2031-06-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334694 | PA      | $334951.86    | 0.03%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                | TRICOLOR AUTO SECURITIZATION TRUST                 | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919487 | PA      | $920925.78    | 0.08%             | 2028-06-15      | Fixed         | 5.22%                 | 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        |    892422 | PA      | $913659.31    | 0.08%             | 2032-09-20      | Fixed         | 6.46%                 | 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        |    125421 | PA      | $124090.44    | 0.01%             | 2029-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FANNIE MAE                                         | CUSIP: 3136BSPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4217698 | PA      | $4255038.95   | 0.35%             | 2048-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395PEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70333 | PA      | $69876.68     | 0.01%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770867 | PA      | $774463.47    | 0.06%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                                | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4492332 | PA      | $4014052.14   | 0.33%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2020 7                    | CUSIP: 46591XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8354 | PA      | $8319.92      | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | 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        |   1732049 | PA      | $1560441.20   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | 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        |   4000000 | PA      | $3992795.20   | 0.33%             | 2032-10-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2020 3                      | CUSIP: 81748AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134779 | PA      | $132511.46    | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                            | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1862463.34   | 0.15%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669159 | PA      | $685205.75    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | 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        |   1162955 | PA      | $1170445.57   | 0.10%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4039843.76   | 0.33%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980308 | PA      | $4066523.72   | 0.34%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1       | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282943 | PA      | $281073.44    | 0.02%             | 2028-07-14      | Fixed         | 0.87%                 | Yes           |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | FIRST HELP FINANCIAL LLC                           | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767217 | PA      | $778303.50    | 0.06%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8955248 | PA      | $9074155.59   | 0.75%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL2 LTD                           | CUSIP: 40390JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2517093 | PA      | $2514837.78   | 0.21%             | 2026-09-19      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                  | NMEF FUNDING LLC                                   | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3803712.60   | 0.31%             | 2032-04-15      | Fixed         | 4.72%                 | 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        |   4801929 | PA      | $4811914.22   | 0.40%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                | AQUA FINANCE TRUST                                 | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6509727 | PA      | $6555533.44   | 0.54%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    684478 | PA      | $693811.73    | 0.06%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2726139 | PA      | $2734168.69   | 0.23%             | 2054-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2025 6                      | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8864000 | PA      | $8919117.50   | 0.74%             | 2055-07-25      | None          | 0.00%                 | 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        |    655382 | PA      | $616757.09    | 0.05%             | 2046-10-25      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4992118.75   | 0.41%             | 2029-12-17      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3175675 | PA      | $3189292.90   | 0.26%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11128906.25  | 0.92%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030860.00   | 0.09%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                      | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100320 | PA      | $2118233.99   | 0.18%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2025 1                            | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5017892.00   | 0.42%             | 2031-02-15      | Fixed         | 4.92%                 | 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        |    157677 | PA      | $150914.98    | 0.01%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03466RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4766182 | PA      | $4768174.82   | 0.39%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2022 B                    | CUSIP: 05553DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374322 | PA      | $374013.48    | 0.03%             | 2035-06-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO LLC                     | CUSIP: 171937AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5025229.41   | 0.42%             | 2035-10-20      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2573067.33   | 0.21%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725652 | PA      | $4744072.19   | 0.39%             | 2039-09-17      | Floating      | 6.56%                 | 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        |   1304178 | PA      | $1313924.73   | 0.11%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  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      | $2874627.35   | 0.24%             | 2038-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4050495 | PA      | $4136008.31   | 0.34%             | 2050-01-25      | Fixed         | 5.50%                 | No            |                  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      | $7708747.20   | 0.64%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                         | AUXILIOR TERM FUNDING LLC                          | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885761 | PA      | $1901512.99   | 0.16%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                        | MMAF EQUIPMENT FINANCE LLC 2022 B                  | CUSIP: 606940AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935437 | PA      | $936268.68    | 0.08%             | 2028-07-10      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                               | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483664.81   | 0.12%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                    | GOLUB CAPITAL PARTNERS CLO LTD                     | CUSIP: 381743AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2500000.00   | 0.21%             | 2033-08-05      | Floating      | 6.37%                 | 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        |   1647702 | PA      | $1648579.35   | 0.14%             | 2055-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MDH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37856 | PA      | $37655.19     | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PTL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34810 | PA      | $34623.32     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1450871.03   | 0.12%             | 2026-09-16      | Fixed         | 2.62%                 | 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        |    246574 | PA      | $233494.53    | 0.02%             | 2060-09-27      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3015315.00   | 0.25%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6FT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3145099 | PA      | $3207005.85   | 0.27%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417A6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243040 | PA      | $240196.46    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                         | DLLMT LLC                                          | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520000 | PA      | $3550853.50   | 0.29%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322661 | PA      | $332378.46    | 0.03%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  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        |   7068000 | PA      | $7096051.62   | 0.59%             | 2065-06-25      | None          | 0.00%                 | Yes           |                  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        |    210084 | PA      | $207604.34    | 0.02%             | 2059-11-25      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJR90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9074087 | PA      | $9189687.04   | 0.76%             | 2049-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386711 | PA      | $1398404.01   | 0.12%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2024 2                            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165727 | PA      | $2192474.70   | 0.18%             | 2030-06-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AUGF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2548715 | PA      | $2491055.10   | 0.21%             | 2027-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                                      | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2019  | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290516 | PA      | $290003.41    | 0.02%             | 2028-05-15      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2024 2                    | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4323328 | PA      | $4363415.93   | 0.36%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045646 | PA      | $2054668.29   | 0.17%             | 2070-01-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5491683 | PA      | $5528957.45   | 0.46%             | 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        |   4809841 | PA      | $4904478.36   | 0.41%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4644995.42   | 0.38%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES NOTE                               | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1420227.31   | 0.12%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6992705.51   | 0.58%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    691667 | PA      | $690511.77    | 0.06%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSW84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11134153 | PA      | $11206271.62  | 0.93%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                       | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9437293 | PA      | $9444193.12   | 0.78%             | 2029-09-10      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E9JM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371397 | PA      | $357952.53    | 0.03%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344401 | PA      | $349705.34    | 0.03%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCKY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3393914 | PA      | $3473010.79   | 0.29%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2019 CH2                    | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33967 | PA      | $33773.60     | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2477380 | PA      | $2584339.11   | 0.21%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858986 | PA      | $861238.47    | 0.07%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E7TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237189 | PA      | $234329.06    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO LTD                                                          | BLACKROCK ELBERT CLO V LTD                         | CUSIP: 092913AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1999501 | PA      | $2003913.68   | 0.17%             | 2034-06-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4952217 | PA      | $4991503.26   | 0.41%             | 2070-02-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683378 | PA      | $2715693.16   | 0.22%             | 2049-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   6569000 | PA      | $6561837.10   | 0.54%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |    499500 | PA      | $498358.93    | 0.04%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3647678 | PA      | $3697424.75   | 0.31%             | 2046-03-25      | Fixed         | 5.50%                 | 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        |  17667803 | NS      | $17667803.25  | 1.46%             |  |  |  | No            |                  1 | 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      | $3944936.80   | 0.33%             | 2034-10-01      | Fixed         | 4.00%                 | 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        |   3655132 | PA      | $3692006.21   | 0.31%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2023 1                    | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184040 | PA      | $184453.89    | 0.02%             | 2029-05-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MARANON LOAN FUNDING LTD                                                          | MARANON LOAN FUNDING LTD                           | CUSIP: 56577JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5003665.10   | 0.41%             | 2033-07-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560395 | PA      | $1564691.90   | 0.13%             | 2029-02-20      | Fixed         | 6.06%                 | 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      | $7514914.37   | 0.62%             | 2033-09-14      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                       | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4592569 | PA      | $4630776.26   | 0.38%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22118027.58  | 1.83%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9573046.90   | 0.79%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5829066 | PA      | $5945824.67   | 0.49%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  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      | $6987107.05   | 0.58%             | 2041-01-18      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | OBX 2025 NQM1 TRUST                                | CUSIP: 673914AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2756905 | PA      | $2768674.34   | 0.23%             | 2064-12-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO LLC                          | CUSIP: 05071LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6008862.43   | 0.50%             | 2033-10-20      | Floating      | 6.03%                 | 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        |     94469 | PA      | $92135.99     | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | 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        |   1433407 | PA      | $1442995.10   | 0.12%             | 2065-05-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJ4Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4364482 | PA      | $4422374.93   | 0.37%             | 2050-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RWT HOLDINGS, INC.                                                                | RWT HOLDINGS INC                                   | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006000.00   | 0.25%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4821686 | PA      | $4884197.12   | 0.40%             | 2035-05-25      | Fixed         | 5.00%                 | No            |                  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        |   1216489 | PA      | $1227465.31   | 0.10%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                         | SCF EQUIPMENT TRUST LIC                            | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499387 | PA      | $3540703.65   | 0.29%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3804539 | PA      | $3822373.25   | 0.32%             | 2065-03-25      | Fixed         | 5.75%                 | 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      | $4940459.50   | 0.41%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5015515.15   | 0.42%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                  | COMPASS DATACENTERS ISSUER III LLC                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1517709.15   | 0.13%             | 2050-02-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCLD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3690427 | PA      | $3768874.10   | 0.31%             | 2049-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 202 | CUSIP: 31739PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5365143 | PA      | $5367868.33   | 0.44%             | 2052-06-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16507929.73  | 1.37%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3776099 | PA      | $3845340.69   | 0.32%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1951562.50   | 0.16%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664392 | PA      | $639690.24    | 0.05%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11985615.00  | 0.99%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVEC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8428331 | PA      | $8541346.83   | 0.71%             | 2050-04-25      | Fixed         | 5.50%                 | No            |                  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      | $7456901.25   | 0.62%             | 2042-03-15      | Floating      | 5.75%                 | 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        |    542007 | PA      | $530932.36    | 0.04%             | 2029-10-25      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 3                       | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158349 | PA      | $158707.20    | 0.01%             | 2029-04-15      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390885.94    | 0.03%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238437 | PA      | $236713.54    | 0.02%             | 2026-07-01      | Fixed         | 3.50%                 | 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        |   3000000 | PA      | $3017167.77   | 0.25%             | 2070-06-25      | Fixed         | 5.59%                 | 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        |   4101131 | PA      | $4093401.70   | 0.34%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2435284.34   | 0.20%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472813 | PA      | $465501.68    | 0.04%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023447 | PA      | $2035949.49   | 0.17%             | 2030-04-22      | Fixed         | 5.56%                 | 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      | $5032856.00   | 0.42%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137A9QP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278173 | PA      | $275994.76    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO LTD                           | CUSIP: 24460XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4006341.15   | 0.33%             | 2034-01-15      | Floating      | 6.12%                 | 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        |   3105787 | PA      | $3116290.99   | 0.26%             | 2032-07-15      | Fixed         | 5.64%                 | 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      | $3577871.85   | 0.30%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH ABS TRUST 2024 1                             | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320996 | PA      | $321779.48    | 0.03%             | 2031-02-18      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                  | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1498282 | PA      | $1472044.46   | 0.12%             | 2035-07-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                       | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741519 | PA      | $743330.31    | 0.06%             | 2028-03-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611212.75    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | 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      | $6155280.66   | 0.51%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President