# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-26-004074
**Filing Date:** 2026-5
**Character Count:** 245880
**Document Hash:** b27a7d12d9b1fa61727d70c01a40d5d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004074.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004074

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**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:** 261029966

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OMAHA

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68131

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4345165375.09

**Total Liabilities:** $93949987.98

**Net Assets:** $4251215387.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6838.81769530 | **1-Year:** -118445.71525687 | **5-Year:** -313366.19802033 | **10-Year:** -358215.14335420 | **30-Year:** -86058.69665656

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

- **3-Month:** -782.64470425 | **1-Year:** -41929.05389133 | **5-Year:** -101026.29364712 | **10-Year:** -24232.47993818 | **30-Year:** -359.53057550

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144330 | 0.42%                | 1.30%                | -1.72%               |
| Class ID C000144329 | 0.43%                | 1.32%                | -1.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $477970.10               | $-1580515.76                               |
| Month 2  | $-262161.85              | $40643302.16                               |
| Month 3  | $231166.03               | $-90347918.66                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2651505.00   | 0.06%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991590.64   | 0.05%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                    | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19638 | PA      | $19548.05     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6524725 | PA      | $6582471.32   | 0.15%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13104358 | PA      | $12676201.30  | 0.30%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                      | BLUE OWL CREDIT INCOME CORP                        | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12831024.05  | 0.30%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                   | PRESTIGE AUTO RECEIVABLES TRUST 2022 1             | CUSIP: 74113RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3414 | PA      | $3417.13      | 0.00%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                       | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91009.48     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDING COMPANY LLC                                                     | PAGAYA US HOLDINGS CO LLC                          | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1290771.18   | 0.03%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325128.62    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER              | CUSIP: 64755BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825000 | PA      | $3817392.08   | 0.09%             | 2033-11-15      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                              | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9034807 | PA      | $9086415.39   | 0.21%             | 2030-04-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30016170 | PA      | $29644313.02  | 0.70%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10132812.50  | 0.24%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $43443476.44  | 1.02%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                           | CACI INTERNATIONAL INC                             | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1833508.80   | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10013353.60  | 0.24%             | 2041-01-18      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234719.32    | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5018400.90   | 0.12%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101500000 | PA      | $99041796.88  | 2.33%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902498 | PA      | $3913748.86   | 0.09%             | 2039-09-17      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                     | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6185809 | PA      | $6197256.29   | 0.15%             | 2199-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |  14538000 | PA      | $14395708.31  | 0.34%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $337090.53    | 0.01%             | 2027-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2018 CRE1 ISSURE LTD                      | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407000 | PA      | $1405335.42   | 0.03%             | 2036-07-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10953711 | PA      | $10840219.90  | 0.25%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO LTD                                                          | BLACKROCK ELBERT CLO V LTD                         | CUSIP: 092913AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006991 | PA      | $1007542.61   | 0.02%             | 2034-06-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12465016 | PA      | $12537885.81  | 0.29%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33954785.20  | 0.80%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1652116 | PA      | $1596091.60   | 0.04%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1270068.00   | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2788828.14   | 0.07%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                   | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1929371.74   | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511820.93    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6566723 | PA      | $6603406.34   | 0.16%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5013821.90   | 0.12%             | 2039-09-17      | Floating      | 7.76%                 | 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        |   1314492 | PA      | $1315873.88   | 0.03%             | 2033-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $20025390.50  | 0.47%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SILVER POINT SCF CLO LTD                                                          | SILVER POINT SCF CLO VII LTD                       | CUSIP: 827929AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5012563.20   | 0.12%             | 2037-07-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5374525.20   | 0.13%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72768 | PA      | $67383.77     | 0.00%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                                              | SUNCOKE ENERGY INC                                 | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3613453.60   | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | 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      | $2880973.93   | 0.07%             | 2038-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                 | MASTERBRAND INC                                    | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7089508.93   | 0.17%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $689219.48    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29485546.80  | 0.69%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3825626.29   | 0.09%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   8106000 | PA      | $7782419.83   | 0.18%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                                | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  22975000 | PA      | $22195304.32  | 0.52%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                 | MARKEL CORP                                        | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541453.21    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $62001367.35  | 1.46%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400306 | PA      | $1451737.79   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                      | MARRIOTT INTERNATIONAL                             | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457996.12    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29078451 | PA      | $29262504.80  | 0.69%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775623 | PA      | $1786706.32   | 0.04%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                  | FIRST INVESTORS AUTO OWNER TRUST                   | CUSIP: 32058KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022243.30   | 0.02%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| MEN S WEARHOUSE LLC THE                                                           | MEN S WEARHOUSE LLC THE                            | CUSIP: 58711MAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  15000000 | PA      | $15014100.00  | 0.35%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $12673066.45  | 0.30%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                       | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $861920.18    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| PSP MASTER ISSUER LLC                                                             | PSP MASTER ISSUER LLC                              | CUSIP: 69433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31850000 | PA      | $31417305.01  | 0.74%             | 2056-01-30      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12055377 | PA      | $11952738.02  | 0.28%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                                | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4998007.10   | 0.12%             | 2041-05-17      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3146599.29   | 0.07%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE, INC.                                                             | ROCKET SOFTWARE INC                                | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |  30000000 | PA      | $28843800.00  | 0.68%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8571776 | PA      | $8488241.66   | 0.20%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    741000 | PA      | $777341.72    | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058575.76   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1895578.13   | 0.04%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FBRT OP LLC                                                                       | FRANKLIN BSP REALTY TRUST INC                      | CUSIP: 35243JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14985501.30  | 0.35%             | 2030-04-25      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                             | LMDV ISSUER CO LLC                                 | CUSIP: 538908AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13700000 | PA      | $13702559.16  | 0.32%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252562.11    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107500000 | PA      | $97306396.35  | 2.29%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043182.00   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4781516.25   | 0.11%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1307319.13   | 0.03%             | 2036-07-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1630175.78   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46657WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378493 | PA      | $2396629.17   | 0.06%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2553175.75   | 0.06%             | 2054-07-20      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XXXI CLO LTD         | CUSIP: 34990GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22000000 | PA      | $21608062.21  | 0.51%             | 2033-07-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | SPRINGLEAF FINANCE CORP                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3187586.57   | 0.07%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5888604.92   | 0.14%             | 2042-05-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2024 PJ5       | CUSIP: 36269XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3769244 | PA      | $3797984.37   | 0.09%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                  | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6341850 | PA      | $6341781.92   | 0.15%             | 2035-07-16      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35370779 | PA      | $34253432.68  | 0.81%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15214896 | PA      | $15343260.97  | 0.36%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3071575 | PA      | $3053146.09   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FR4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157163 | PA      | $142158.60    | 0.00%             | 2049-03-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                    | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19470375.40  | 0.46%             | 2055-04-25      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34589843.75  | 0.81%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $814324.65    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                 | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978098.18   | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $20414843.68  | 0.48%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                                                             | CLEVELAND CLIFFS INC                               | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4547317.03   | 0.11%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1008333 | PA      | $1007238.31   | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61018.19     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903695.00    | 0.02%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2543866.93   | 0.06%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                       | AXALTA COATING SYSTEMS LLC                         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    624000 | PA      | $590863.35    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER              | CUSIP: 64755BAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2969013.00   | 0.07%             | 2033-11-15      | Floating      | 12.25%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5780710 | PA      | $5831871.64   | 0.14%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249818.67    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                                              | SIXTH STREET SPECIALTY LENDING INC                 | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958978.63   | 0.07%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499391.72    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                  | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4268481.13   | 0.10%             | 2048-10-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO 9 LLC                        | CUSIP: 050931AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4009564.77   | 0.09%             | 2036-04-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TRTX 2022 FL5 ISSUER LTD                           | CUSIP: 87277JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5030443.30   | 0.12%             | 2039-02-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4963216.60   | 0.12%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                   | PRESTIGE AUTO RECEIVABLES TRUST                    | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005515.20   | 0.02%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21665055 | PA      | $21453817.24  | 0.50%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD         | CUSIP: 34966YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $9603419.45   | 0.23%             | 2033-07-20      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16482000 | PA      | $16576240.61  | 0.39%             | 2036-10-16      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                      | HILTON GRAND VACATIONS TRUST 2020 A                | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69997 | PA      | $69599.38     | 0.00%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                           | RETAIL PPTYS OF AMERICA                            | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2317485.78   | 0.05%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7577000 | PA      | $6728668.70   | 0.16%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3030193.17   | 0.07%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3877386.12   | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                 | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5088322.53   | 0.12%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                      | BLUE OWL CREDIT INCOME CORP                        | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5121133.25   | 0.12%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                                | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2995096.38   | 0.07%             | 2041-05-17      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING PTL                           | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251383.52    | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                  | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85071.98     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $87454687.50  | 2.06%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4619000 | PA      | $4610611.20   | 0.11%             | 2042-05-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1476632.34   | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                               | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039353.66   | 0.02%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2               | CUSIP: 525920AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1547260.80   | 0.04%             | 2031-05-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                  | IDEX CORP                                          | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024728.20   | 0.05%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LEXINGTON REALTY TRUST                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456381.01    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                                     | ION PLATFORM FINANCE US INC ION PLATFORM FIN       | CUSIP: 46206AAF9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    575000 | PA      | $533696.37    | 0.01%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION            | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520699 | PA      | $541557.47    | 0.01%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | TREASURY INFLATION INDEX                           | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $14295798.06  | 0.34%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FWGT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302236 | PA      | $279534.94    | 0.01%             | 2043-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                 | CUSIP: 629174AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7242448 | PA      | $7105108.12   | 0.17%             | 2055-11-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| THE GAP, INC.                                                                     | GAP INC THE                                        | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96101.53     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                     | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21030 | PA      | $19580.87     | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE C MTGE                              | CUSIP: 830941AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5467084 | PA      | $5505506.50   | 0.13%             | 2030-04-15      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2024 6             | CUSIP: 46657YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2415386 | PA      | $2433803.53   | 0.06%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019029.04   | 0.02%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19421093.80  | 0.46%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD 2024 SIF4 LLC                             | CUSIP: 85573YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4975385.13   | 0.12%             | 2036-10-17      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46656QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1839391 | PA      | $1853416.52   | 0.04%             | 2053-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11584009 | PA      | $11492444.30  | 0.27%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                            | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5053273.00   | 0.12%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102606 | PA      | $103283.70    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                 | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5151911.00   | 0.12%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $14650821.40  | 0.34%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | SIX FLAGS ENTERTAINMENT CORP CANADA S WONDERLAND C | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    850000 | PA      | $851953.59    | 0.02%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FORESTAR GROUP INC.                                                               | FORESTAR GROUP INC                                 | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5937150.60   | 0.14%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    920000 | PA      | $917377.38    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2               | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114753 | PA      | $2127504.33   | 0.05%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $18384374.88  | 0.43%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2022 CRE7 ISSUER LTD                      | CUSIP: 53946PAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $5441478.43   | 0.13%             | 2037-01-17      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO LTD                         | CUSIP: 61034VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2005437.98   | 0.05%             | 2033-09-14      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3316821.79   | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | CEDAR FAIR LP CANADA S WONDERLAND CO MAGNUM        | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4495405.05   | 0.11%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4789384 | PA      | $4644277.52   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3006878 | PA      | $2983130.89   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2675546.88   | 0.06%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BDS LTD                                                                           | BDS 2021 FL10 LTD                                  | CUSIP: 07335YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1253787.01   | 0.03%             | 2036-12-18      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| NXT CAPITAL CLO                                                                   | NXT CAPITAL CLO LLC                                | CUSIP: 62960MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8600000 | PA      | $8443444.29   | 0.20%             | 2037-01-15      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l.                                                     | ION PLATFORM FINANCE US INC                        | CUSIP: 46205QAB4<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |  26500000 | PA      | $20544807.64  | 0.48%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                              | FS KKR CAPITAL CORP                                | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7511216.48   | 0.18%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891172 | PA      | $899970.16    | 0.02%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3225854 | PA      | $3305445.63   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIANA BELL TELEPHONE COMPANY, LIMITED LIABILITY COMPANY                         | INDIANA BELL TELEPHONE CO INC                      | CUSIP: 454614AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $539058.00    | 0.01%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                                | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127653 | PA      | $1018483.51   | 0.02%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $77428124.80  | 1.82%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                    | CHARLES SCHWAB CORP                                | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4354879.60   | 0.10%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                            | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8162907.44   | 0.19%             | 2037-08-19      | Floating      | 10.22%                | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                  | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2960093.70   | 0.07%             | 2050-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                            | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |  35367000 | PA      | $33701476.02  | 0.79%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944431.83    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS LOAN FUNDING 52 LLC                       | CUSIP: 15675MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2504476.32   | 0.06%             | 2037-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5200781.28   | 0.12%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                  | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3248084.45   | 0.08%             | 2049-02-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INGERSOLL RAND INC.                                                               | INGERSOLL RAND INC                                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023269.38   | 0.02%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6790751 | PA      | $6828722.80   | 0.16%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17616057 | PA      | $17747742.91  | 0.42%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                                 | UWM HOLDINGS LLC                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2832200.55   | 0.07%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4072582 | PA      | $4110495.77   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | LIMITED BRANDS INC                                 | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9745492.00   | 0.23%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                 | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5049269.50   | 0.12%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTAGE BACKED SECURITIES TRUST                 | CUSIP: 36270FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630409 | PA      | $3558114.39   | 0.08%             | 2053-10-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5180291.30   | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTAGE                 | CUSIP: 61774YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4764999 | PA      | $4426312.88   | 0.10%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                     | CUSIP: 69547XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3427096 | PA      | $3429073.40   | 0.08%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3742252.13   | 0.09%             | 2031-06-10      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080706 | PA      | $2060418.82   | 0.05%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76045 | PA      | $72803.79     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES VICI NOTE                          | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1072942.35   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5624244 | PA      | $5576648.39   | 0.13%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XV CLO LTD           | CUSIP: 34962UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503017.97   | 0.04%             | 2033-04-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085221.00   | 0.07%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5009384.95   | 0.12%             | 2028-07-17      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                | ZAXBY S FUNDING LLC                                | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1193750 | PA      | $1133871.62   | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128P8ES6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170366 | PA      | $161190.62    | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5639188.27   | 0.13%             | 2042-05-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                         | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3840081.65   | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5189355.45   | 0.12%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS LOAN FUNDING XXXVII LP                    | CUSIP: 15672QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1728193.15   | 0.04%             | 2034-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MF4U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7762170 | PA      | $7332010.97   | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745833.31    | 0.02%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 2                       | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530753 | PA      | $531429.44    | 0.01%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5080043 | PA      | $5017892.81   | 0.12%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                                | MORGAN STANLEY DIRECT LENDING FUND                 | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4917808.10   | 0.12%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                            | COMPASS GROUP DIVERSIFIED HOLDINGS LLC             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |  17250000 | PA      | $16061452.58  | 0.38%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                          | NGL ENRGY OP FIN CORP                              | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8972083.80   | 0.21%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                   | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249490.55    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                    | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2326424.85   | 0.05%             | 2054-05-25      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                         | FERGUSON ENTERPRISES INC                           | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2966204.79   | 0.07%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING LLC                          | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7920000 | PA      | $8021494.80   | 0.19%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5582002 | PA      | $5633109.68   | 0.13%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10571608 | PA      | $10664312.86  | 0.25%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13523829 | PA      | $13628023.79  | 0.32%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC.                                                                      | POLARIS INC                                        | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4610871.09   | 0.11%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14012461.05  | 0.33%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28111889 | PA      | $28269074.24  | 0.66%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2422103.84   | 0.06%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    612000 | PA      | $581803.55    | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                   | CYRUSONE DATA CENTERS ISSUER                       | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12500000 | PA      | $12560542.50  | 0.30%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11937268.80  | 0.28%             | 2031-07-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 5    | CUSIP: 16159QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5847385 | PA      | $5891971.59   | 0.14%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10206958.00  | 0.24%             | 2054-05-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3102259 | PA      | $3212780.24   | 0.08%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                          | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3408472.90   | 0.08%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4817382.80   | 0.11%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                 | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $783687.04    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6974375.04   | 0.16%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                      | SCALELOGIX ABS US ISSUER LLC                       | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9853512.00   | 0.23%             | 2055-07-25      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7543649 | PA      | $7588804.64   | 0.18%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                          | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1943415.80   | 0.05%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14733632.76  | 0.35%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9873381 | PA      | $9795400.80   | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                     | OWENS CORNING                                      | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192032.77    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17770195 | PA      | $17204293.26  | 0.40%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  17040000 | PA      | $16579872.12  | 0.39%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO 2024 1 LTD                    | CUSIP: 24461DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5011043.58   | 0.12%             | 2036-07-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5863602 | PA      | $5664778.04   | 0.13%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                             | COUSINS PROPERTIES LP                              | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026544.90   | 0.05%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE, INC.                                                             | ROCKET SOFTWARE INC                                | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    925000 | PA      | $833626.10    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4984765.60   | 0.12%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPT65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10260626 | PA      | $9702248.84   | 0.23%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                                  | PROOFPOINT INC                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |  29936387 | PA      | $29025871.57  | 0.68%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3945937.50   | 0.09%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                  | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994983.15    | 0.02%             | 2036-12-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MIDSTREAM PARTNERS LP CRESTWOOD MIDST    | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007993.87   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 1                  | CUSIP: 33843WAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1491848.25   | 0.04%             | 2028-04-17      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                 | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012267.98   | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                          | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2398364.14   | 0.06%             | 2042-08-18      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                | BSPRT 2022 FL8 ISSUER LTD                          | CUSIP: 055983AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200998.76    | 0.00%             | 2037-02-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9829317.41   | 0.23%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84093 | PA      | $84699.13     | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY SR, INC.                                                             | ARBOR REALTY SR INC                                | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |  23120000 | PA      | $21393322.80  | 0.50%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8525361 | PA      | $8442237.34   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002193.41   | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 465986AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218644 | PA      | $1227935.70   | 0.03%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6387178 | PA      | $6423866.50   | 0.15%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENT SHARE                                    | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5017864 | PA      | $5007192.24   | 0.12%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                  | HILTON USA TRUST 2016 SFP                          | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $2087.40      | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860000.00    | 0.02%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032152.38   | 0.07%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RAIALTO ISSUER LTD                              | CUSIP: 30319YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $952936.75    | 0.02%             | 2038-05-16      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 1                    | CUSIP: 35041LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590580 | PA      | $1525785.75   | 0.04%             | 2041-05-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                    | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8346809 | PA      | $8402339.62   | 0.20%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974783 | PA      | $1966467.63   | 0.05%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7508523 | PA      | $7449221.23   | 0.18%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10012198.00  | 0.24%             | 2042-09-18      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| BCRED MML CLO                                                                     | BCRED MML CLO 2022 1 LLC                           | CUSIP: 072917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000340.22   | 0.02%             | 2035-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    503000 | PA      | $499932.51    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384943.08    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3076073.73   | 0.07%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORPORATION                                                | BARINGS PRIVATE CREDIT CORP                        | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9688115.20   | 0.23%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2018 6                    | CUSIP: 46650JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8146 | PA      | $7818.00      | 0.00%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $296431.34    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7350000 | PA      | $6686225.62   | 0.16%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5839860 | PA      | $5966251.13   | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9523964 | PA      | $9235398.31   | 0.22%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4962508.15   | 0.12%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2024 1                            | CUSIP: 31568AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3912000 | PA      | $3956815.09   | 0.09%             | 2030-03-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGES                      | CUSIP: 85574AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7399656.24   | 0.17%             | 2037-10-17      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5660000 | PA      | $5670541.18   | 0.13%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  71393395 | PA      | $70507098.47  | 1.66%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                         | BROADSTONE NET LEASE LLC                           | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787262.13    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER III LLC                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6536773.10   | 0.15%             | 2050-02-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6790110 | PA      | $6439221.17   | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4858878.13   | 0.11%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8888671.90   | 0.21%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $5773687.50   | 0.14%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA INC                                        | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $477617.82    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                                        | BOF VII AL FUNDING TRUST I                         | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144557 | PA      | $1161984.43   | 0.03%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4893888.43   | 0.12%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | J P MORGAN MORTGAGE TRUST 2023 3                   | CUSIP: 46656RAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291062 | PA      | $3225524.77   | 0.08%             | 2053-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7908946 | PA      | $7969691.34   | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8536643 | PA      | $8608282.68   | 0.20%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL OFFSHORE FUND LLC,                                             | BRIGHTWOOD CAPITAL OFFSHORE FUND V U RN LLC        | CUSIP: 10950DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23496800.00  | 0.55%             | 2035-12-31      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.                      | PHILLIPS EDISON GROCERY CENTER                     | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3632792.29   | 0.09%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9146492 | PA      | $8861318.31   | 0.21%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGE TRUST                 | CUSIP: 85573YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13200000 | PA      | $13257491.06  | 0.31%             | 2036-10-17      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                            | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    551000 | PA      | $448234.91    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5678023 | PA      | $5817018.27   | 0.14%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $7971162.10   | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8262083 | PA      | $8308236.26   | 0.20%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7374963 | PA      | $7124869.09   | 0.17%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                        | ESSENTIAL PROPERTIES LP                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $15429374.49  | 0.36%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    275000 | PA      | $275379.50    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    520000 | PA      | $493289.42    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AHL24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119190 | PA      | $115207.81    | 0.00%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1519675.95   | 0.04%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330564 | PA      | $331729.44    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                               | GENERAL MOTORS ACCEPTANCE CORP                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2221180.96   | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                               | ANTARES HOLDINGS LP                                | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111621.60   | 0.07%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4915792.30   | 0.12%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                            | BERKSHIRE HATHAWAY FIN                             | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410632.66    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761288 | PA      | $761756.97    | 0.02%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                    | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7060437.09   | 0.17%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17810793 | PA      | $17582827.46  | 0.41%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                           | INTERNATIONAL FLAVORS FRAGRANCES INC               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    914000 | PA      | $794963.03    | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $886972.66    | 0.02%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $283965.56    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11404453.06  | 0.27%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $17510546.76  | 0.41%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                              | DATABANK ISSUER LLC                                | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5668686.95   | 0.13%             | 2054-01-26      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3196235 | PA      | $3262996.09   | 0.08%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732712.88    | 0.02%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                 | ENTERPRISE PRODUCTS OPER                           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $856271.99    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4992726.20   | 0.12%             | 2029-12-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ASP PIF CLO LLC                                                                   | ASP PIF CLO I LLC                                  | CUSIP: 044929AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4760361.48   | 0.11%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.                                      | AMERICOLD REALTY OPERATING PARTNERSHIP LP          | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4764443.25   | 0.11%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP, LLC                                                  | COGENT COMMUNICATIONS GROUP LLC FIN                | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130955.91    | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E6Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7303337 | PA      | $7055686.55   | 0.17%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4091472 | PA      | $4125123.98   | 0.10%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BOJANGLES ISSUER, LLC                                                             | BOJANGLES ISSUER LLC                               | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19402500 | PA      | $19535733.09  | 0.46%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                  | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7694230.23   | 0.18%             | 2049-08-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COMMERCIAL REAL ESTATE                | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2500265.63   | 0.06%             | 2042-08-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                      | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197032.04    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                  | ALLEGION US HOLDING CO                             | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063094.92   | 0.07%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                   | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495144.87    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17720821 | PA      | $17845122.74  | 0.42%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23897300 | PA      | $23173273.82  | 0.55%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4696386.70   | 0.11%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT LTD                                           | CUSIP: 36262TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12407731.57  | 0.29%             | 2036-12-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                               | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495819.13   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES                              | GREENPOINT MORTGAGE FUNDING TRUST                  | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15765 | PA      | $15571.01     | 0.00%             | 2033-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 2    | CUSIP: 161929AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5771193 | PA      | $5815198.19   | 0.14%             | 2199-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY, INC.                                                   | HAWAIIAN ELECTRIC CO INC                           | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849486.86    | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9402298 | PA      | $9316457.91   | 0.22%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING                                                        | MONROE CAPITAL ABS FUNDING LTD                     | CUSIP: 61035MAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2533019.36   | 0.06%             | 2034-07-22      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                 | WBI OPERATING LLC                                  | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1737846.25   | 0.04%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17350156 | PA      | $17149023.43  | 0.40%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3025760.40   | 0.07%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC              | CUSIP: 171937AW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001664.35   | 0.12%             | 2037-10-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $49913574.15  | 1.17%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                 | GOLUB CAPITAL PRIVATE CREDIT FUND                  | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4929898.05   | 0.12%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11037265 | PA      | $10701723.62  | 0.25%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6019302.60   | 0.14%             | 2031-10-10      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.                      | PHILLIPS EDISON GROCERY                            | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8222421.36   | 0.19%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                    | NNN REIT INC                                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5086623.80   | 0.12%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE6 ISSUER LTD                      | CUSIP: 53948HAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2994504.48   | 0.07%             | 2038-11-15      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                         | CNX RESOURCES CORP                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3093243.00   | 0.07%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20997949.14  | 0.49%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | ROCKET MORTGAGE LLC                                | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1300834.15   | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5048156.40   | 0.12%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3               | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113399 | PA      | $1114489.14   | 0.03%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| TSC SPV FUNDING LLC                                                               | TSC SPV FUNDING LLC                                | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16787500 | PA      | $16978625.69  | 0.40%             | 2054-08-20      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18935225 | PA      | $18699183.85  | 0.44%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | 6 79 10 15 2029                                    | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368805 | PA      | $371893.86    | 0.01%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1536718.76   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                                           | LMNT CRE 2025 FL3 LLC                              | CUSIP: 50208TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8800000 | PA      | $8788122.02   | 0.21%             | 2043-07-21      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Trust II: JPMorgan US Government Money Market Fund; Institutional Shares | JPMORGAN US GOVT MMKT L                            | CUSIP: 4812C2684<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  44650484 | NS      | $44650484.14  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FGX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43431109 | PA      | $42875222.20  | 1.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16696251 | PA      | $16202391.40  | 0.38%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                           | CUSIP: 05613BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12880257.13  | 0.30%             | 2037-08-19      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| DETROIT MICH CITY SCH DIST                                                        | DETROIT CITY SCHOOL DISTRICT                       | CUSIP: 251130EC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $487070.26    | 0.01%             | 2029-05-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                         | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $5062500.00   | 0.12%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27414503 | PA      | $27077701.81  | 0.64%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                | LPL HOLDINGS INC                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3144891.87   | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC                                            | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961212.46    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2023 9                    | CUSIP: 465988AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1927841 | PA      | $1942540.46   | 0.05%             | 2054-04-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38409 | PA      | $38436.17     | 0.00%             | 2036-07-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9807605.70   | 0.23%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4994343.70   | 0.12%             | 2042-05-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                             | CUSIP: 29450YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5064127.71   | 0.12%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENTSHARE                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13153120 | PA      | $13251636.60  | 0.31%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90500000 | PA      | $85450029.41  | 2.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3085100 | PA      | $3148154.80   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10041210.90  | 0.24%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19227207 | PA      | $19344500.24  | 0.46%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                      | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    700000 | PA      | $655851.77    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8825389 | PA      | $8725459.17   | 0.21%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2026 1               | CUSIP: 525952AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682047 | PA      | $687899.22    | 0.02%             | 2033-02-15      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96519.25     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE6 ISSUER LTD                      | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5508201.55   | 0.13%             | 2038-11-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $21567089.78  | 0.51%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681382 | PA      | $683516.47    | 0.02%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252129.43    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                    | TRANSDIGM INC                                      | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7405779 | PA      | $7415110.18   | 0.17%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                            | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84353.48     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    798000 | PA      | $772465.19    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                               | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6575050.76   | 0.15%             | 2038-05-16      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL GLOBAL DIRECT LENDING FUND                                           | GREENSLEDGE CAPITAL MARKETS                        | CUSIP: 05682DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9673926.60   | 0.23%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4818463.25   | 0.11%             | 2036-10-16      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | CEDAR FAIR LP                                      | CUSIP: 150190AE6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5933919.56   | 0.14%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC              | CUSIP: 171937AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4503774.25   | 0.11%             | 2037-10-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                         | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4809527.55   | 0.11%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6335108 | PA      | $6370497.52   | 0.15%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317542.58    | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1266929 | PA      | $1275797.94   | 0.03%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $4805083.03   | 0.11%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4770712.87   | 0.11%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TWILIO INC.                                                                       | TWILIO INC                                         | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280060.50    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8564121 | PA      | $8464840.40   | 0.20%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $12363867.15  | 0.29%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                           | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933698.59    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 4 LTD                                 | CUSIP: 973385AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5010236.74   | 0.12%             | 2037-10-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 2 LTD                                 | CUSIP: 97338AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4003526.96   | 0.09%             | 2036-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ABBR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4577596 | PA      | $4607493.49   | 0.11%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2496887.03   | 0.06%             | 2042-08-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333403 | PA      | $334704.67    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994828.15    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10208984.40  | 0.24%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16434913 | PA      | $15877600.39  | 0.37%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1055677.12   | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                       | FORTRESS TRANSPORTATION                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7181517.00   | 0.17%             | 2032-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320179.65    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES CLO LTD              | CUSIP: 34967BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16000000 | PA      | $15758454.75  | 0.37%             | 2033-07-20      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING                                                        | MONROE CAPITAL ABS FUNDING LTD                     | CUSIP: 61035MAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5261131.81   | 0.12%             | 2034-07-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3172600 | PA      | $3252053.66   | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976482.10   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                               | CUSIP: 30323CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8165500 | PA      | $8231751.27   | 0.19%             | 2036-11-16      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644560.52    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132E0JA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2843587 | PA      | $2913370.63   | 0.07%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DT7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7351979 | PA      | $7117466.26   | 0.17%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10880442.68  | 0.26%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31686033 | PA      | $31280496.10  | 0.74%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                                                       | MANITOWOC CO INC THE                               | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045528.00   | 0.02%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                      | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029651 | PA      | $3052752.56   | 0.07%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382N3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    997083 | PA      | $795635.29    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14390412 | PA      | $14477467.13  | 0.34%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                    | SWCH COMMERCIAL MORTGAGE TRUST                     | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14817513.00  | 0.35%             | 2042-03-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $222809.94    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $5288784.13   | 0.12%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19282812.40  | 0.45%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $7184003.93   | 0.17%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2021 FL2 LTD                                  | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2109000 | PA      | $2129937.18   | 0.05%             | 2038-04-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12021528.00  | 0.28%             | 2030-07-10      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $129747.35    | 0.00%             | 2038-11-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1896476.25   | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FMH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9522317 | PA      | $9400188.07   | 0.22%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST 2025 4                              | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10954490 | PA      | $10980929.49  | 0.26%             | 2030-05-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2867692 | PA      | $2945282.95   | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7003503.43   | 0.16%             | 2041-01-18      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST                                           | LENDINGPOINT ASSET SECURITIZATION                  | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015915 | PA      | $1015915.94   | 0.02%             | 2028-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601410 | PA      | $603806.43    | 0.01%             | 2031-12-26      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                     | LFS TOPCO LLC                                      | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23173000 | PA      | $22164293.21  | 0.52%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655060 | PA      | $658114.29    | 0.02%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                 | CCO HOLDINGS LLC CCO HOLDINGS CAPITAL CORP         | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15056239.50  | 0.35%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3951416.56   | 0.09%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439644.95    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                                   | NRTH COMMERCIAL MORTGAGE TRUST 2025 PARK           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9504617.00   | 0.22%             | 2040-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10231860 | PA      | $9677656.21   | 0.23%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                             | ATLAS WAREHOUSE LENDING CO LP                      | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1954855.03   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442311.70    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13204573 | PA      | $13291177.92  | 0.31%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                 | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10613932 | PA      | $10412043.65  | 0.24%             | 2055-11-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16708068 | PA      | $16809993.76  | 0.40%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                 | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2007087.60   | 0.05%             | 2054-07-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3029550.00   | 0.07%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING TRUST                                                      | OXFORD FINANCE FUNDING TRUST 2023 1                | CUSIP: 69145CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3613993 | PA      | $3640803.53   | 0.09%             | 2031-02-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2308140 | PA      | $2390370.89   | 0.06%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1365012.90   | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2740349 | PA      | $2717017.54   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4060204.80   | 0.10%             | 2055-04-20      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HOTWIRE FUNDING LLC                                | CUSIP: 44148JAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6225291.60   | 0.15%             | 2054-06-20      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  30612572 | PA      | $30238839.97  | 0.71%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  12650000 | PA      | $12219277.62  | 0.29%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                 | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7556851.50   | 0.18%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                               | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4857436.50   | 0.11%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058330.77   | 0.07%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2016 3                    | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26024 | PA      | $24574.55     | 0.00%             | 2046-10-25      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC                                  | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010021.26   | 0.05%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                               | SIX FLAGS ENTERTAINMENT                            | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2361592.24   | 0.06%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239768 | PA      | $2276734.10   | 0.05%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14523710.98  | 0.34%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                           | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4999342.20   | 0.12%             | 2037-08-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2320000 | PA      | $2324533.14   | 0.05%             | 2038-11-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                           | VERSANT MEDIA GROUP INC                            | CUSIP: BL5271491<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2500787.50   | 0.06%             | 2030-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | QUICKEN LOANS LLC QUICKN                           | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184652.62    | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022 1    | CUSIP: 03066TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257516 | PA      | $256737.13    | 0.01%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR INC                                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9781401.04   | 0.23%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82500000 | PA      | $78924463.20  | 1.86%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54501562.50  | 1.28%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2026 1               | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682047 | PA      | $684560.39    | 0.02%             | 2031-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249525.36   | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO LTD                                   | CUSIP: 972923AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $9196642.22   | 0.22%             | 2035-10-22      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST                         | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1544107.58   | 0.04%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                              | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2838743.60   | 0.07%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587140 | PA      | $2607732.96   | 0.06%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8336306.55   | 0.20%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                          | DOW CHEMICAL CO THE                                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $956172.69    | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE, LLC                                                          | MEN S WEARHOUSE LLC THE                            | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8626598.40   | 0.20%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR LLC                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9377163.00   | 0.22%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985442.35    | 0.02%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                  | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67127 | PA      | $66975.38     | 0.00%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                     | VISTAJET MALTA FINANCE PLC                         | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |   4462000 | PA      | $4408328.39   | 0.10%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001538.55   | 0.12%             | 2028-07-17      | Floating      | 7.70%                 | 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        |    184444 | PA      | $185544.68    | 0.00%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                        | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138659 | PA      | $138086.57    | 0.00%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                                              | BAIN CAPITAL SPECIALTY FINANCE INC                 | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3820640.72   | 0.09%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                         | AT T INC                                           | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    713000 | PA      | $775871.25    | 0.02%             | 2036-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45699060 | PA      | $44319097.13  | 1.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4235713 | PA      | $4333598.94   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $13171367.11  | 0.31%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                 | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24994140.50  | 0.59%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8660000 | PA      | $8780396.52   | 0.21%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                           | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503055.60   | 0.04%             | 2033-04-22      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11744507 | PA      | $11599917.67  | 0.27%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3904947 | PA      | $3857273.51   | 0.09%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST           | CUSIP: 76089YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2179054 | PA      | $2186075.38   | 0.05%             | 2033-06-27      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5019335.95   | 0.12%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9046961 | PA      | $9102150.85   | 0.21%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                               | SIRIUS XM RADIO INC                                | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9369822.00   | 0.22%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7143529 | PA      | $7052217.33   | 0.17%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER              | CUSIP: 64755BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4765000 | PA      | $4714643.48   | 0.11%             | 2033-11-15      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212631 | PA      | $1243312.32   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                                             | WALKER DUNLOP INC                                  | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2935472.10   | 0.07%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031037.56   | 0.02%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GUGGENHEIM PRIVATE DEBT FUND NOTE LLC                                             | GUGGENHEIM INVESTMENTS PRIVATE DEBT FUND IV RATED  | CUSIP: 40190AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22900000 | PA      | $22900000.00  | 0.54%             | 2038-04-10      | Floating      | 7.01%                 | Yes           |                  3 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74528.72     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3313720.69   | 0.08%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995391 | PA      | $821468.98    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136AHZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65555 | PA      | $62578.16     | 0.00%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019046.00   | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                                     | ION PLATFORM FINANCE US INC ION PLATFORM FINANCE   | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    650000 | PA      | $612578.59    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO XVI LTD                     | CUSIP: 61034CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11600000 | PA      | $11460697.80  | 0.27%             | 2036-07-23      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7003598.49   | 0.16%             | 2041-01-18      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $8492589.70   | 0.20%             | 2036-07-15      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TPG REAL ESTATE FINANCE                            | CUSIP: 87277JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6585000 | PA      | $6601960.98   | 0.16%             | 2039-02-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDING, INC.                                          | PROJECT ALPHA INTERMEDIATE HOLDING INC             | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $762275.00    | 0.02%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7894122.75   | 0.19%             | 2054-07-20      | Fixed         | 11.19%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19352866 | PA      | $19112117.20  | 0.45%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                 | CUSIP: 629174AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24500000 | PA      | $24063566.80  | 0.57%             | 2055-11-20      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10567952 | PA      | $10248861.45  | 0.24%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1088504.28   | 0.03%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                  | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $745390.62    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                        | LIGHTPATH FIBER ISSUER LLC                         | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $8197267.76   | 0.19%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC              | CUSIP: 171937AY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10370144.92  | 0.24%             | 2037-10-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004453.65   | 0.07%             | 2028-07-17      | Floating      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7144072 | PA      | $7131848.31   | 0.17%             | 2054-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST                                      | ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022  | CUSIP: 04047JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038988.50   | 0.02%             | 2029-03-15      | Fixed         | 9.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7003828.16   | 0.16%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                           | MF1 2022 FL8 LTD                                   | CUSIP: 55284JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99925.16     | 0.00%             | 2037-02-19      | Floating      | 6.83%                 | 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        |     37091 | PA      | $32490.69     | 0.00%             | 2047-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182970 | PA      | $184289.30    | 0.00%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2504551.23   | 0.06%             | 2042-09-18      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5567179 | PA      | $5399642.47   | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24734712 | PA      | $24524122.44  | 0.58%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7640555 | PA      | $7686776.60   | 0.18%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20031873 | PA      | $20177027.79  | 0.47%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adams Outdoor Advertising Limited Partnership                                     | ADAMS OUTDOOR ADVERTISING LP                       | CUSIP: 006346AW0<br>LEI: 549300BTFXNHDCUHER30 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6068365.20   | 0.14%             | 2053-07-15      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWTCH                                              | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6664570.44   | 0.16%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                                 | GOLAR LNG LTD                                      | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |  12850000 | PA      | $13008286.30  | 0.31%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7524244 | PA      | $7107163.05   | 0.17%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19123500 | PA      | $18954796.59  | 0.45%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President