# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-25-000157
**Filing Date:** 2025-8
**Character Count:** 239635
**Document Hash:** 06c0ddc7b602f9521f5e92e9f9dfe38e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-000157.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001004726-25-000157

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WEITZ FUNDS
- **CENTRAL INDEX KEY:** 0001257927

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21410
- **FILM NUMBER:** 251263996

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OMAHA

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68131

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3505629851.08

**Total Liabilities:** $65123162.54

**Net Assets:** $3440506688.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5428.80583517 | **1-Year:** -104781.86824574 | **5-Year:** -286940.73787947 | **10-Year:** -329342.16231560 | **30-Year:** -80629.06729656

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

- **3-Month:** -264.93155176 | **1-Year:** -12543.95222901 | **5-Year:** -39231.24967592 | **10-Year:** -10125.73693202 | **30-Year:** -98.93644968

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144330 | 0.10%                | -0.50%               | 1.54%                |
| Class ID C000144329 | 0.12%                | -0.38%               | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $672886.72               | $-10284175.26                              |
| Month 2  | $160886.28               | $-30366741.85                              |
| Month 3  | $181171.54               | $36427048.56                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76177 | PA      | $72581.36     | 0.00%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $4751865.25   | 0.14%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM CORPORATION                                               | INTERNATIONAL PETROLEUM CORP                      | CUSIP: C4731DAA4<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5064284.30   | 0.15%             | 2027-02-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4538022 | PA      | $4544745.25   | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  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        |     10065 | PA      | $9632.96      | 0.00%             | 2048-12-25      | Variable      | 3.00%                 | 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        |     94469 | PA      | $93462.72     | 0.00%             | 2039-02-25      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                   | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7218695.19   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                             | CHARTER COMM OPT LLC CAP                          | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644432.28    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9738671.90   | 0.28%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246286.36    | 0.01%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251995.86    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                              | CUSIP: 30323CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2775605.90   | 0.08%             | 2036-11-16      | Floating      | 7.28%                 | 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      | $8414809.26   | 0.24%             | 2036-07-15      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5137109.40   | 0.15%             | 2045-05-15      | Fixed         | 5.00%                 | 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      | $2096861.42   | 0.06%             | 2038-04-18      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2989598.97   | 0.09%             | 2041-05-17      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                         | APOLLO DEBT SOLUTIONS BDC                         | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522150.09    | 0.02%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188170 | PA      | $190313.77    | 0.01%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                    | ILPT COMMERCIAL MORTGAGE TRUST 2022 LPF2          | CUSIP: 449652AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3002268.00   | 0.09%             | 2039-10-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                           | INTERNATIONAL FLAVORS FRAGRANCES INC              | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    914000 | PA      | $787909.74    | 0.02%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                          | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2493671.73   | 0.07%             | 2042-08-17      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2019 CH2                   | CUSIP: 81747CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2370 | PA      | $2356.36      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                               | ANTARES HOLDINGS LP                               | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3169977.18   | 0.09%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022741.20   | 0.15%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6079277.36   | 0.18%             | 2028-02-29      | Fixed         | 1.12%                 | 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      | $2970734.46   | 0.09%             | 2038-11-15      | Floating      | 7.88%                 | Yes           |                  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      | $547172.05    | 0.02%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9364440 | PA      | $9205210.16   | 0.27%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES, L.P.                                                        | ESSENTIAL PROPERTIES LP                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |  17121000 | PA      | $15235781.52  | 0.44%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13834314 | PA      | $13244890.83  | 0.38%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4902929.70   | 0.14%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $12414257.85  | 0.36%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6864062.48   | 0.20%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES VICI NOTE                         | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1075473.76   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FWGT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343872 | PA      | $316136.18    | 0.01%             | 2043-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2030045.20   | 0.06%             | 2030-04-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3415234.38   | 0.10%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC.                                                               | INGERSOLL RAND INC                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031151.93   | 0.03%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  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      | $22941082.60  | 0.67%             | 2038-04-10      | Floating      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUNDING LTD                                            | GOLUB CAPITAL PARTNERS FUNDING                    | CUSIP: 381938AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5050845.23   | 0.15%             | 2033-07-25      | Fixed         | 7.46%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                 | AIRCASTLE LTD                                     | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5171000 | PA      | $5170758.82   | 0.15%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |  14538000 | PA      | $14307746.57  | 0.42%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19452208 | PA      | $19466497.99  | 0.57%             | 2054-04-01      | Fixed         | 5.50%                 | 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      | $4285641.35   | 0.12%             | 2048-10-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2023 5                       | CUSIP: 69546PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499970 | PA      | $3515956.18   | 0.10%             | 2031-04-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4862852.54   | 0.14%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                          | CUSIP: 15675CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1764191.36   | 0.05%             | 2035-09-13      | Floating      | 7.59%                 | 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      | $1016195.48   | 0.03%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                              | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4992118.75   | 0.15%             | 2029-12-17      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                      | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89448.13     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR                      | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345882 | PA      | $2354634.70   | 0.07%             | 2032-01-26      | Fixed         | 7.13%                 | 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      | $252911.21    | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MASTERBRAND, INC.                                                                 | MASTERBRAND INC                                   | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7413646.13   | 0.22%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14630625.00  | 0.43%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  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      | $4957534.25   | 0.14%             | 2039-02-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2763281.25   | 0.08%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                         | AT T INC                                          | CUSIP: 00206RAB8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    713000 | PA      | $788860.59    | 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        |  48853354 | PA      | $46844868.00  | 1.36%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                   | LKQ CORP                                          | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5276607.95   | 0.15%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FCE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17180865 | PA      | $16448821.72  | 0.48%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                    | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9496568 | PA      | $9496305.66   | 0.28%             | 2199-12-31      | Fixed         | 5.50%                 | 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      | $3575544.65   | 0.10%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC.                                                               | FORESTAR GROUP INC                                | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6049680.00   | 0.18%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115693 | PA      | $1117443.36   | 0.03%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                    | NNN REIT INC                                      | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5128870.60   | 0.15%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND CLO LTD                                                 | ABPCI DIRECT LENDING FUND CLO LTD                 | CUSIP: 000849AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2032542.36   | 0.06%             | 2036-02-01      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006913.20   | 0.06%             | 2054-07-25      | Fixed         | 5.33%                 | 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      | $35006.58     | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24981445.25  | 0.73%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994543.84    | 0.03%             | 2038-08-19      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037286 | PA      | $1046146.11   | 0.03%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | QUICKEN LOANS LLC QUICKN                          | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185556.77    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004390.78   | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $17624648.38  | 0.51%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BCC MIDDLE MARKET CLO LLC                                                         | BCC MIDDLE MARKET CLO 2023 1 LLC                  | CUSIP: 055401AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3772622.22   | 0.11%             | 2035-07-20      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL OFFSHORE FUND LLC,                                             | BRIGHTWOOD CAPITAL OFFSHORE FUND V U RN LLC       | CUSIP: 10950DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23729100.00  | 0.69%             | 2035-12-31      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| WALKER & DUNLOP, INC.                                                             | WALKER DUNLOP INC                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3085808.88   | 0.09%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3991607 | PA      | $4062781.11   | 0.12%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $42298593.96  | 1.23%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6079811 | PA      | $5974790.85   | 0.17%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA INC                                       | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $476971.20    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | 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      | $5030383.10   | 0.15%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4257302 | PA      | $4330983.22   | 0.13%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST                        | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718443 | PA      | $1714431.52   | 0.05%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $14407704.75  | 0.42%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7740394 | PA      | $7591079.51   | 0.22%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11692301 | PA      | $11212461.41  | 0.33%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                | CRESTWOOD MID PARTNER LP                          | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $943186.05    | 0.03%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                     | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3863659 | PA      | $3894629.63   | 0.11%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10514690 | PA      | $10522414.12  | 0.31%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84933.87     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1061339.75   | 0.03%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                    | CHARLES SCHWAB CORP                               | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4275593.80   | 0.12%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                        | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5128153.05   | 0.15%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1              | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755801 | PA      | $1781053.85   | 0.05%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                      | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483038 | PA      | $1486660.58   | 0.04%             | 2028-03-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                | HARBOUR ENERGY PLC                                | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2985495.90   | 0.09%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO                                                         | BARINGS MIDDLE MARKET CLO LTD                     | CUSIP: 067934AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2521712.39   | 0.07%             | 2032-01-20      | Floating      | 10.54%                | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4998406.10   | 0.15%             | 2028-07-17      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| TWILIO INC.                                                                       | TWILIO INC                                        | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280855.80    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5971135 | PA      | $5725645.59   | 0.17%             | 2052-09-01      | Fixed         | 4.50%                 | 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      | $15073580.25  | 0.44%             | 2030-04-25      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252616.72    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7659518 | PA      | $7663351.72   | 0.22%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24875000.00  | 0.72%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC.                                                  | ALLEGION US HOLDING CO                            | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3083534.16   | 0.09%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39168750.00  | 1.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  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      | $494262.64    | 0.01%             | 2029-05-01      | Fixed         | 6.64%                 | 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      | $3472224.70   | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  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      | $4996794.60   | 0.15%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  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      | $7606626.75   | 0.22%             | 2054-05-15      | Fixed         | 5.59%                 | 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      | $2217165.07   | 0.06%             | 2038-11-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                                          | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD         | CUSIP: 46604EAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1501820.71   | 0.04%             | 2034-04-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                    | GLDMN SCHS FIN SQ GV-FST                          | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3075129 | NS      | $3075129.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19022923 | PA      | $18222585.70  | 0.53%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $13274902.31  | 0.39%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  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      | $12081978.00  | 0.35%             | 2030-07-10      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                  | COMPASS DATACENTERS ISSUER III LLC                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6576739.65   | 0.19%             | 2050-02-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432769.84    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                    | SWCH COMMERCIAL MORTGAGE TRUST                    | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7456901.25   | 0.22%             | 2042-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5548953 | PA      | $5445091.43   | 0.16%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3              | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913908 | PA      | $1916475.65   | 0.06%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                       | WAYFAIR LLC                                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9078354.00   | 0.26%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                          | CUSIP: 15674LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504258.02   | 0.04%             | 2033-04-22      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                                      | UPSTART SECURITIZATION TRUST 2021 1               | CUSIP: 91681NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1907 | PA      | $1904.22      | 0.00%             | 2031-03-20      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 465986AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596233 | PA      | $1608948.15   | 0.05%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                   | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12270920 | PA      | $12344599.47  | 0.36%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | 6 79 10 15 2029                                   | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767217 | PA      | $778303.50    | 0.02%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382850.38    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO LLC                         | CUSIP: 05071LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3008902.51   | 0.09%             | 2033-10-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 2                 | CUSIP: 33844WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405917 | PA      | $404177.15    | 0.01%             | 2027-06-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3830405.69   | 0.11%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  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      | $3795467.65   | 0.11%             | 2033-11-15      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132E0JA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3496784 | PA      | $3565315.19   | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3133KN6U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10843988 | PA      | $10110628.10  | 0.29%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $328995.86    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680092.07    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  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        |   2021904 | PA      | $2038111.51   | 0.06%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                    | TAPESTRY INC                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040605.21   | 0.09%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2989777 | PA      | $2938132.54   | 0.09%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4682017.00   | 0.14%             | 2030-10-01      | Fixed         | 3.75%                 | 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      | $5257022.04   | 0.15%             | 2034-07-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2387909.70   | 0.07%             | 2054-05-25      | Fixed         | 7.92%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3824037.84   | 0.11%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE C MTGE                             | CUSIP: 830941AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7473684 | PA      | $7394877.21   | 0.21%             | 2030-04-15      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| THE GAP, INC.                                                                     | GAP INC THE                                       | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95275.83     | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1      | CUSIP: 682687AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3933206.80   | 0.11%             | 2028-07-14      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORPORATION                                                                  | IDEX CORP                                         | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033481.72   | 0.06%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  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        |   3779366 | PA      | $3684814.89   | 0.11%             | 2053-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064323.28   | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $9741137.38   | 0.28%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3025604.45   | 0.09%             | 2035-09-23      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                               | GENERAL MOTORS ACCEPTANCE CORP                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2278309.38   | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  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      | $4896911.85   | 0.14%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  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      | $10002691.00  | 0.29%             | 2041-01-18      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078809.67   | 0.09%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  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      | $1040326.40   | 0.03%             | 2029-03-15      | Fixed         | 9.84%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                 | CUSIP: 36262TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $970492.47    | 0.03%             | 2036-12-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                    | GOLUB CAPITAL PARTNERS CLO LTD                    | CUSIP: 381743AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.03%             | 2033-08-05      | Floating      | 7.17%                 | 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        |   4174420 | PA      | $4207882.23   | 0.12%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3048888.00   | 0.09%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DPXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12426377 | PA      | $12244620.24  | 0.36%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018420.77   | 0.03%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15419336 | PA      | $15432648.36  | 0.45%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9965625.00   | 0.29%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7997020 | PA      | $8079652.41   | 0.23%             | 2031-07-15      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325738.28    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27500000 | PA      | $21691699.15  | 0.63%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10097656.20  | 0.29%             | 2029-10-31      | Fixed         | 4.00%                 | 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      | $1004767.50   | 0.03%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1548387.30   | 0.05%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019188.18   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3314528.65   | 0.10%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7685561 | PA      | $7548030.30   | 0.22%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20199218.80  | 0.59%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER, LLC                                                              | DATABANK ISSUER LLC                               | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5733550.98   | 0.17%             | 2054-01-26      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FOOT LOCKER, INC.                                                                 | FOOT LOCKER INC                                   | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5679948.00   | 0.17%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGE TRUST                | CUSIP: 85573YAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13200000 | PA      | $13261850.25  | 0.39%             | 2036-10-17      | Floating      | 8.30%                 | 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        |   6909722 | PA      | $6965110.62   | 0.20%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC                                           | CUSIP: 12513GBH1<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956364.70    | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM MM CLO LTD.                                                            | GUGGENHEIM MM CLO 2021 4 LTD                      | CUSIP: 40169CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2509063.94   | 0.07%             | 2034-01-15      | Floating      | 6.77%                 | 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      | $10009400.50  | 0.29%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3955637 | PA      | $4027991.72   | 0.12%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL LLC                                 | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027145.42   | 0.06%             | 2030-04-30      | Fixed         | 5.40%                 | 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        |   4480232 | PA      | $4496752.00   | 0.13%             | 2031-02-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO LTD                                   | CUSIP: 40441LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128868 | PA      | $128882.22    | 0.00%             | 2036-06-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                   | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8441856.23   | 0.25%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $50404492.05  | 1.47%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2              | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3948948 | PA      | $3983262.40   | 0.12%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    301000 | PA      | $312595.12    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LXP INDUSTRIAL TRUST                              | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3178919.31   | 0.09%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                            | CUSIP: 81749GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9678011 | PA      | $9755590.15   | 0.28%             | 2054-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38380JYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74980 | PA      | $69619.81     | 0.00%             | 2051-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                    | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5551830.68   | 0.16%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL1 LTD                          | CUSIP: 40441LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $722137.42    | 0.02%             | 2036-06-16      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                            | BERKSHIRE HATHAWAY FIN                            | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423359.11    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                     | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2493539.43   | 0.07%             | 2036-07-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17924400 | PA      | $17187478.84  | 0.50%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3354126 | PA      | $3466699.92   | 0.10%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34334179.60  | 1.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2805550.12   | 0.08%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05591XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3965328.04   | 0.12%             | 2038-08-19      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BOJANGLES ISSUER, LLC                                                             | BOJANGLES ISSUER LLC                              | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19500000 | PA      | $19922853.60  | 0.58%             | 2054-11-20      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                 | HEICO CORP                                        | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024063.19   | 0.03%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUE LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2736781.14   | 0.08%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9685737 | PA      | $9704078.28   | 0.28%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7896543 | PA      | $7900495.71   | 0.23%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3136AHL24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138503 | PA      | $134007.94    | 0.00%             | 2043-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3902498 | PA      | $3885500.04   | 0.11%             | 2039-09-17      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12949168.05  | 0.38%             | 2037-08-19      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                            | FS RIALTO ISSUER LTD                              | CUSIP: 30319YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2060428.39   | 0.06%             | 2038-05-16      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26774512 | PA      | $26333006.93  | 0.77%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DT7C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7635859 | PA      | $7314838.93   | 0.21%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2022 5                       | CUSIP: 69548HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90677 | PA      | $90990.61     | 0.00%             | 2030-06-17      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6346570 | PA      | $6363491.49   | 0.18%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2021 1                 | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740000 | PA      | $3723584.39   | 0.11%             | 2029-11-15      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                 | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    920000 | PA      | $911003.03    | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73917.78     | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11616210.97  | 0.34%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22970263 | PA      | $22534331.66  | 0.65%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3894609.38   | 0.11%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5100290.00   | 0.15%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT LTD                                          | CUSIP: 36262TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $12545000.00  | 0.36%             | 2036-12-15      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6608690 | PA      | $6622055.00   | 0.19%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |   1039740 | PA      | $1042035.12   | 0.03%             | 2034-06-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                         | CNX RESOURCES CORP                                | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3108351.00   | 0.09%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                       | DICK S SPORTING GOODS                             | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1524647.77   | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HERA COMMERCIAL MORTGAGE LTD                                                      | HERA COMMERCIAL MORTGAGE 2021 FL1 LTD             | CUSIP: 42704RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $645651.34    | 0.02%             | 2038-02-18      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3128P8ES6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189592 | PA      | $179419.42    | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $878652.34    | 0.03%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP 2023 FL1 LLC                              | CUSIP: 40443GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5061425.10   | 0.15%             | 2038-09-19      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                         | DRIVEN BRANDS FUNDING LLC                         | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461037 | PA      | $454305.46    | 0.01%             | 2049-10-20      | Fixed         | 3.98%                 | 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      | $2312159.63   | 0.07%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                               | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1197955 | PA      | $1070414.01   | 0.03%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1461855.41   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | 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      | $1732839.52   | 0.05%             | 2034-04-15      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH ABS TRUST 2024 1                            | CUSIP: 75526PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320996 | PA      | $321779.48    | 0.01%             | 2031-02-18      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996350.18    | 0.03%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20229523 | PA      | $20254803.76  | 0.59%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    551000 | PA      | $447509.91    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | 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        |   5124708 | PA      | $4703517.38   | 0.14%             | 2053-02-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Markel Group Inc.                                                                 | MARKEL CORP                                       | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540244.81    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  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      | $8233263.44   | 0.24%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST                                                      | UPSTART SECURITIZATION TRUST                      | CUSIP: 91683VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137133 | PA      | $137239.13    | 0.00%             | 2033-06-20      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES IX CLO LTD          | CUSIP: 34961JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502246.44   | 0.04%             | 2033-10-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3013976.20   | 0.09%             | 2035-09-23      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | BATH BODY WORKS INC                               | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3788259.83   | 0.11%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12471240 | PA      | $12249039.00  | 0.36%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204764 | PA      | $205690.96    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING LLC                         | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7980000 | PA      | $8129369.64   | 0.24%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6113037 | PA      | $5852589.64   | 0.17%             | 2054-04-01      | Fixed         | 4.50%                 | 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      | $5021783.67   | 0.15%             | 2036-07-15      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5383647 | PA      | $5426802.26   | 0.16%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7577000 | PA      | $6689321.26   | 0.19%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                          | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5005713.55   | 0.15%             | 2037-08-19      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC.                                                         | FERGUSON ENTERPRISES INC                          | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979189.51   | 0.09%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | ONEMAIN FINANCE CORP                              | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $1913567.88   | 0.06%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81958 | PA      | $77611.03     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                | CUSIP: 16159XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3038371 | PA      | $3023871.44   | 0.09%             | 2055-08-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO                                                         | BARINGS MIDDLE MARKET CLO LTD                     | CUSIP: 067934AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3021881.70   | 0.09%             | 2032-01-20      | Floating      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942612.66    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                     | OWENS CORNING                                     | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191222.78    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140ABBR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4830174 | PA      | $4841189.96   | 0.14%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                  | COMPASS DATACENTERS ISSUER II LLC                 | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7750000 | PA      | $7767772.30   | 0.23%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $751054.69    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  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      | $59667.59     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2022 CRE7 ISSUER LTD                     | CUSIP: 53946PAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2224644.48   | 0.06%             | 2037-01-17      | Floating      | 8.05%                 | Yes           |                  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      | $14904339.00  | 0.43%             | 2042-03-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9666032 | PA      | $9260454.66   | 0.27%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1054952 | PA      | $850178.53    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RWT HOLDINGS, INC.                                                                | RWT HOLDINGS INC                                  | CUSIP: 749772AD1<br>LEI: Z31FN4C0IQMCYFAEUP31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501000.00    | 0.01%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                               | HOTWIRE FUNDING LLC                               | CUSIP: 44148JAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6312051.60   | 0.18%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           |                  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      | $2540127.72   | 0.07%             | 2034-07-22      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9245848 | PA      | $9097578.23   | 0.26%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4812000 | PA      | $5007618.58   | 0.15%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  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        |   6485000 | PA      | $6489810.38   | 0.19%             | 2039-02-15      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5035858.67   | 0.15%             | 2036-04-17      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20206098 | PA      | $19821056.42  | 0.58%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  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        |     25921 | PA      | $25314.91     | 0.00%             | 2033-10-25      | Variable      | 7.18%                 | No            |                  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      | $2009678.01   | 0.06%             | 2033-09-14      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT TRUST 2023 5                       | CUSIP: 69546PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2283237 | PA      | $2292858.80   | 0.07%             | 2031-04-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5004680.50   | 0.15%             | 2042-12-18      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                       | PHYSICIANS REALTY LP                              | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1268377.86   | 0.04%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION           | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692152 | PA      | $718431.23    | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBL2<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4992425.85   | 0.15%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER, LLC                                                               | EXTENET ISSUER LLC                                | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5253925.00   | 0.15%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20036082 | PA      | $20063701.31  | 0.58%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431746.12    | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5005833.65   | 0.15%             | 2028-07-17      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11818123 | PA      | $11610952.27  | 0.34%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6477871.12   | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  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      | $1576940.55   | 0.05%             | 2031-05-15      | Fixed         | 7.45%                 | 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      | $6983900.00   | 0.20%             | 2041-01-18      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1542109.38   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                 | CUSIP: 78485KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3525000 | PA      | $3467839.27   | 0.10%             | 2038-11-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                             | COUSINS PROPERTIES LP                             | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058566.18   | 0.06%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9004004 | PA      | $9010618.62   | 0.26%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                 | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94734 | PA      | $93634.92     | 0.00%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL1 LTD                          | CUSIP: 40441LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5099564.00   | 0.15%             | 2036-06-16      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                               | KILROY REALTY LP                                  | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $220097.23    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | 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      | $2084353.68   | 0.06%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7771271 | PA      | $7440146.55   | 0.22%             | 2054-11-01      | Fixed         | 4.50%                 | 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      | $6160122.60   | 0.18%             | 2053-07-15      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22477633 | PA      | $22494145.39  | 0.65%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2910468.75   | 0.08%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                        | FLAGSHIP CREDIT AUTO TRUST 2021 3                 | CUSIP: 33846QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147607 | PA      | $146398.05    | 0.00%             | 2027-09-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE, LLC                                                    | UNITED WHOLESALE MORTGAGE LLC                     | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199647.22    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                            | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5137552.00   | 0.15%             | 2033-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                     | TEMPUR SEALY INTERNATIONAL INC                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1365335.85   | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  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      | $4739394.59   | 0.14%             | 2033-11-15      | Floating      | 8.67%                 | 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        |  64874755 | NS      | $64874755.24  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO LTD                                   | CUSIP: 40441LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999407.40   | 0.06%             | 2036-06-16      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                       | FORTRESS TRANSPORTATION                           | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7232525.93   | 0.21%             | 2032-06-15      | Fixed         | 7.00%                 | 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        |   5862127 | PA      | $5909980.86   | 0.17%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025294.14   | 0.09%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4951802.90   | 0.14%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR ASSET TRUST          | CUSIP: 76089YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2525000 | PA      | $2521931.12   | 0.07%             | 2033-06-27      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2022 9 LTD                                    | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419439 | PA      | $420524.62    | 0.01%             | 2035-08-19      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3980308 | PA      | $4066523.72   | 0.12%             | 2028-12-15      | Fixed         | 7.50%                 | 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      | $5674027.74   | 0.16%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                | COSTAR GROUP INC                                  | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   5846000 | PA      | $5291017.06   | 0.15%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TRTX 2021 FL4 ISSUER LTD                          | CUSIP: 87276WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23750000 | PA      | $23644768.03  | 0.69%             | 2038-03-15      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84191.15     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  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        |    450000 | PA      | $444567.29    | 0.01%             | 2027-09-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    612000 | PA      | $577859.04    | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 3140XNS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8834494 | PA      | $8842137.50   | 0.26%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION TRUST     | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244277 | PA      | $244714.39    | 0.01%             | 2036-04-17      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BDS LTD                                                                           | BDS 2021 FL10 LTD                                 | CUSIP: 07335YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1251638.54   | 0.04%             | 2036-12-18      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522276 | PA      | $525720.91    | 0.02%             | 2031-07-15      | Fixed         | 6.66%                 | 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      | $5312133.30   | 0.15%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO                            | CUSIP: 61033YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3049133.57   | 0.09%             | 2035-09-23      | Floating      | 13.37%                | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC.                                                                   | BOMBARDIER INC                                    | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259362.75    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO LLC                    | CUSIP: 171937AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4539490.14   | 0.13%             | 2035-10-20      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                              | ROCKET MORTGAGE LLC                               | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1298269.32   | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                           | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10191054.80  | 0.30%             | 2037-08-19      | Floating      | 10.86%                | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                               | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5018369.00   | 0.15%             | 2041-05-17      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2016 3                   | CUSIP: 46647EAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33412 | PA      | $31443.30     | 0.00%             | 2046-10-25      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                | T MOBILE USA INC                                  | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3851549.60   | 0.11%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP, INC.                                                               | EXPEDIA GROUP INC                                 | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036924.45   | 0.15%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $7240410.18   | 0.21%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599313 | PA      | $588817.82    | 0.02%             | 2035-07-16      | Floating      | 5.68%                 | 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      | $8656801.74   | 0.25%             | 2037-01-15      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUNDING LTD                                            | GOLUB CAPITAL PARTNERS ABS FUNDING 2024 1         | CUSIP: 38179VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5061218.07   | 0.15%             | 2034-01-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4046898 | PA      | $4116935.78   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483664.81   | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11871415 | PA      | $11902210.86  | 0.35%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                 | STORE CAPITAL CORP                                | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    503000 | PA      | $498108.40    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | 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      | $763039.97    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                | CUSIP: 00500RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16482000 | PA      | $16567915.39  | 0.48%             | 2036-10-16      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5114246.10   | 0.15%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2022 B                   | CUSIP: 05553DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374322 | PA      | $374013.48    | 0.01%             | 2035-06-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE6 ISSUER LTD                     | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5510436.20   | 0.16%             | 2038-11-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC.                                                           | CACI INTERNATIONAL INC                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1859756.42   | 0.05%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $7913437.50   | 0.23%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                                  | OWL ROCK CLO LTD                                  | CUSIP: 69120FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006255.08   | 0.03%             | 2034-07-20      | Floating      | 7.82%                 | 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        |    450328 | PA      | $454833.71    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                   | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5006258.00   | 0.15%             | 2042-12-18      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5024151.97   | 0.15%             | 2036-04-17      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $855653.67    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25189113 | PA      | $24124546.87  | 0.70%             | 2052-12-01      | Fixed         | 4.50%                 | 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      | $2005868.80   | 0.06%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST 2021 HG1           | CUSIP: 69547PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95755 | PA      | $94285.79     | 0.00%             | 2029-01-16      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10750021 | PA      | $10593165.67  | 0.31%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32221382 | PA      | $32245058.84  | 0.94%             | 2054-12-01      | 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        |  22658817 | PA      | $22684215.63  | 0.66%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1095412.52   | 0.03%             | 2038-08-19      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                                                       | MANITOWOC CO INC THE                              | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053692.85   | 0.03%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                    | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930320 | PA      | $936068.71    | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | 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      | $2978605.81   | 0.09%             | 2033-11-15      | Floating      | 13.07%                | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                   | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3321709.59   | 0.10%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                        | LAD AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1726697.68   | 0.05%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2788828.14   | 0.08%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                               | FRONTIER ISSUER LLC                               | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4999000.70   | 0.15%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1054249.33   | 0.03%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO                                                         | BARINGS MIDDLE MARKET CLO LTD                     | CUSIP: 067934AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3016945.13   | 0.09%             | 2032-01-20      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                          | DIAMONDBACK ENERGY INC                            | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95688.40     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | 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      | $5003750.00   | 0.15%             | 2037-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 2                      | CUSIP: 88339FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013093.80   | 0.03%             | 2028-12-15      | Fixed         | 9.27%                 | Yes           |                  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      | $10012487.00  | 0.29%             | 2042-09-18      | Floating      | 6.59%                 | Yes           |                  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      | $12762840.00  | 0.37%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP 2023 FL1 LLC                              | CUSIP: 40443GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5087431.40   | 0.15%             | 2038-09-19      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                             | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021 1      | CUSIP: 682687AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983635.50    | 0.03%             | 2030-11-14      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO LTD                          | CUSIP: 24460XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2312181.79   | 0.07%             | 2034-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                   | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65878 | PA      | $64754.03     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT CORPORATION                                                | BARINGS PRIVATE CREDIT CORP                       | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14839057.80  | 0.43%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  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      | $2497072.50   | 0.07%             | 2042-09-18      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4454312 | PA      | $4603772.76   | 0.13%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                          | CUSIP: 46656QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198852 | PA      | $2216478.06   | 0.06%             | 2053-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23406818 | PA      | $23029046.25  | 0.67%             | 2053-10-01      | 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      | $4005870.40   | 0.12%             | 2055-04-20      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15500000 | PA      | $12754199.18  | 0.37%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                              | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061909.02   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                           | CDW LLC CDW FINANCE CORP                          | CUSIP: 12513GBD0<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3969110.80   | 0.12%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES LP                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503144.16    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING LLC                                                               | TSC SPV FUNDING LLC                               | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16915000 | PA      | $16744175.42  | 0.49%             | 2054-08-20      | Fixed         | 6.29%                 | 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      | $4016662.58   | 0.12%             | 2036-04-20      | Floating      | 6.37%                 | 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        |   5139787 | PA      | $5180987.69   | 0.15%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13036893 | PA      | $12811697.04  | 0.37%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7107167 | PA      | $7237988.72   | 0.21%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4847070.30   | 0.14%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                          | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |     92500 | PA      | $92288.69     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1638574.23   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $21075468.75  | 0.61%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                 | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231965.43    | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736533.80    | 0.02%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2012625 | PA      | $2080970.72   | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | 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        |   4000000 | PA      | $4029020.80   | 0.12%             | 2029-10-10      | Fixed         | 7.06%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $18488437.44  | 0.54%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  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      | $1040734.40   | 0.03%             | 2028-10-16      | Fixed         | 8.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15442811 | PA      | $15482566.93  | 0.45%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33792818 | PA      | $33206429.62  | 0.97%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUNDING LTD                                            | GOLUB CAPITAL PARTNERS ABS FUNDING 2024 1         | CUSIP: 38179VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4988977.54   | 0.15%             | 2034-01-25      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1491052 | PA      | $1519012.57   | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                 | ENTERPRISE PRODUCTS OPER                          | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $857718.00    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                          | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $10923016.16  | 0.32%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75500000 | PA      | $71988954.80  | 2.09%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6034590.00   | 0.18%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4385414 | PA      | $4316500.18   | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 1                   | CUSIP: 35041LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023908 | PA      | $1922192.65   | 0.06%             | 2041-05-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3254188 | PA      | $3212580.90   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  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        |     41335 | PA      | $36400.18     | 0.00%             | 2047-08-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                              | LEXINGTON REALTY TRUST                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448405.85    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7341812 | PA      | $7347206.12   | 0.21%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  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      | $1001258.64   | 0.03%             | 2035-04-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION          | CUSIP: 38382N3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    998341 | PA      | $794869.56    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                              | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967247.35    | 0.03%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  69775621 | PA      | $68446008.68  | 1.99%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $20112304.75  | 0.58%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28744444 | PA      | $27547745.45  | 0.80%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10146085 | PA      | $9729680.98   | 0.28%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248636.99   | 0.04%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  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      | $1563210.89   | 0.05%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                              | SPRINGLEAF FINANCE CORP                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3303000 | PA      | $3251293.68   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                    | TRANSDIGM INC                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   7481156 | PA      | $7502888.54   | 0.22%             | 2031-02-28      | Floating      | 6.80%                 | 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      | $1504302.21   | 0.04%             | 2033-04-25      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| JERSEY MIKES FUNDING LLC                                                          | JERSEY MIKE S FUNDING                             | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636625 | PA      | $2615495.88   | 0.08%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14790234.48  | 0.43%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                    | PAGAYA AI DEBT SELECTION TRUST                    | CUSIP: 69548RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4998138 | PA      | $5074665.98   | 0.15%             | 2031-07-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II LLC                                                  | COMPASS DATACENTERS ISSUER II LLC                 | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3268815.23   | 0.10%             | 2049-02-25      | Fixed         | 5.25%                 | 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      | $1458845.85   | 0.04%             | 2028-04-17      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES TRUST                                                 | AVID AUTOMOBILE RECEIVABLES TRUST 2023 1          | CUSIP: 05368QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211246 | PA      | $211397.31    | 0.01%             | 2027-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD PROPERTY MORTGAGE TRUST                  | CUSIP: 78486JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5029832.29   | 0.15%             | 2036-04-17      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5412548 | PA      | $5511554.37   | 0.16%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8127474.00   | 0.24%             | 2054-07-20      | Fixed         | 11.19%                | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                          | DOW CHEMICAL CO THE                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $968684.51    | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                    | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6236730 | PA      | $6348256.45   | 0.18%             | 2030-06-20      | Fixed         | 9.85%                 | 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        |    986674 | PA      | $990937.36    | 0.03%             | 2031-12-26      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                                        | BOF VII AL FUNDING TRUST I                        | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881652 | PA      | $1913408.98   | 0.06%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                   | CUSIP: 01983KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2594366.00   | 0.08%             | 2054-07-20      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                | LOBEL AUTOMOBILE RECEIVABLES TRUST 2023 2         | CUSIP: 53949FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56868 | PA      | $56958.74     | 0.00%             | 2029-04-16      | Fixed         | 7.59%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987945.40   | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP 2021 FL1 LTD                                 | CUSIP: 05591XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5050000 | PA      | $5048197.30   | 0.15%             | 2038-08-19      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                         | REALTY INCOME CORP                                | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975514.82   | 0.06%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                         | CUSIP: 00112HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2373146.09   | 0.07%             | 2042-08-18      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                  | DELTA AIR LINES SKYMILES                          | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1103068.16   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT ASSET SECURITIZATION TRUST                                           | LENDINGPOINT ASSET SECURITIZATION                 | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2902167 | PA      | $2866451.78   | 0.08%             | 2028-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS, LLC                                                                 | UWM HOLDINGS LLC                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005935.41   | 0.09%             | 2030-02-01      | Fixed         | 6.62%                 | 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      | $2973788.40   | 0.09%             | 2050-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7670643 | PA      | $7809187.83   | 0.23%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $43782265.38  | 1.27%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                  | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470393 | PA      | $472518.54    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO LTD                                  | CUSIP: 972923AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $9334161.13   | 0.27%             | 2035-10-22      | Floating      | 8.77%                 | 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      | $5236155.85   | 0.15%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                  | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3116730.00   | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                               | CUSIP: 04002BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004219.56   | 0.09%             | 2028-07-17      | Floating      | 9.68%                 | Yes           |                  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      | $3010928.07   | 0.09%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 2 LTD                                | CUSIP: 97338AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4006036.50   | 0.12%             | 2036-10-20      | Floating      | 6.14%                 | 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        |   4073087 | PA      | $3971187.31   | 0.12%             | 2053-10-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16894838 | PA      | $16907250.01  | 0.49%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1098163.34   | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                   | PRESTIGE AUTO RECEIVABLES TRUST 2022 1            | CUSIP: 74113RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751287 | PA      | $753725.30    | 0.02%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2656875.00   | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                    | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27609 | PA      | $25777.26     | 0.00%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                | ORACLE CORP                                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $795355.11    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | 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      | $9786562.50   | 0.28%             | 2033-07-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                   | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4926096.25   | 0.14%             | 2039-09-17      | Floating      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $5804531.21   | 0.17%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                             | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21922807 | PA      | $21923905.35  | 0.64%             | 2030-04-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31412RLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       873 | PA      | $868.38       | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $999747.70    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10275000.00  | 0.30%             | 2033-11-15      | Fixed         | 4.50%                 | 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      | $8862363.42   | 0.26%             | 2029-11-12      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5244375.00   | 0.15%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14855922 | PA      | $14866837.68  | 0.43%             | 2054-09-01      | Fixed         | 5.50%                 | 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        |   6936728 | PA      | $6992332.76   | 0.20%             | 2199-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                      | MARRIOTT INTERNATIONAL                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454192.46    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1896808.60   | 0.06%             | 2039-02-15      | Fixed         | 3.50%                 | 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      | $330413.69    | 0.01%             | 2027-12-15      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                           | MPLX LP                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252493.67    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3137FR4L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182697 | PA      | $165016.08    | 0.00%             | 2049-03-25      | Fixed         | 2.25%                 | 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        |   2395341 | PA      | $2414542.37   | 0.07%             | 2054-04-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                              | UNITED RENTALS INC                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2887564.40   | 0.08%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                | ZAXBY S FUNDING LLC                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203125 | PA      | $1113823.53   | 0.03%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3280634.77   | 0.10%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MARANON LOAN FUNDING LTD                                                          | MARANON LOAN FUNDING LTD                          | CUSIP: 56577JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2507898.39   | 0.07%             | 2033-07-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $20378750.00  | 0.59%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030860.00   | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4707011.71   | 0.14%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COGENT IPV4 LLC                                                                   | COGENT IPV4 LLC                                   | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19000000 | PA      | $19594994.50  | 0.57%             | 2055-04-25      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL1 LTD                          | CUSIP: 40441LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $451173.35    | 0.01%             | 2036-06-16      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                     | BROADCOM INC                                      | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317534.39    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18466250 | PA      | $18151060.74  | 0.53%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  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      | $10376194.00  | 0.30%             | 2054-05-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO LLC                    | CUSIP: 171937AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5055718.37   | 0.15%             | 2035-10-20      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                 | RELX CAPITAL INC                                  | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496416.74    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33483322 | PA      | $32845298.30  | 0.95%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                           | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7660517.60   | 0.22%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20766463 | PA      | $20415631.11  | 0.59%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  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        |    390668 | PA      | $385899.55    | 0.01%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33859766 | PA      | $33884639.15  | 0.98%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9236181 | PA      | $9062907.74   | 0.26%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD                                                                   | HGI CRE CLO 2021 FL2 LTD                          | CUSIP: 40390JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2805361.19   | 0.08%             | 2026-10-19      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                                       | DDCA - WEITZ AG                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    341681 | NS      | $341681.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION             | CUSIP: 31418E6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29110294 | PA      | $28596142.15  | 0.83%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |   3347727 | PA      | $3374562.68   | 0.10%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWTCH                                             | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $6735128.40   | 0.20%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3305540 | PA      | $3257139.20   | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1    | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1437182 | PA      | $1440384.50   | 0.04%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5160351.60   | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2573067.33   | 0.07%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                | LPL HOLDINGS INC                                  | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3200582.67   | 0.09%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | TREASURY INFLATION INDEX                          | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $14126099.82  | 0.41%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                     | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386711 | PA      | $1398404.01   | 0.04%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8954687.50   | 0.26%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SILVER POINT SCF CLO LTD                                                          | SILVER POINT SCF CLO V LTD                        | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2874627.35   | 0.08%             | 2038-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7414063 | PA      | $7430011.73   | 0.22%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82500000 | PA      | $79741406.25  | 2.32%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                         | BPR TRUST 2021 TY                                 | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3239376.08   | 0.09%             | 2038-09-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION            | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8071062 | PA      | $7953296.47   | 0.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                    | GOLUB CAPITAL PARTNERS CLO LTD                    | CUSIP: 381743AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500000.00    | 0.01%             | 2033-08-05      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS, LLC                                                       | AXALTA COATING SYSTEMS LLC                        | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    624000 | PA      | $591507.38    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036381.26   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BOND                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $86698633.05  | 2.52%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  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      | $1406133.15   | 0.04%             | 2036-07-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                        | GLS AUTO RECEIVABLES ISSUER TRUST 2021 2          | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136270 | PA      | $135070.10    | 0.00%             | 2027-04-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY BONDS                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20122656.20  | 0.58%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17266145 | PA      | $17294393.48  | 0.50%             | 2053-09-01      | 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      | $9226645.30   | 0.27%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                | TRICOLOR AUTO SECURITIZATION TRUST 2024 2         | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913686 | PA      | $916609.50    | 0.03%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO LTD                          | CUSIP: 24460XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001585.29   | 0.03%             | 2034-01-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                        | MILEAGE PLUS HLDINGS LLC                          | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812250 | PA      | $813823.33    | 0.02%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3172427.43   | 0.09%             | 2029-05-01      | Fixed         | 6.30%                 | 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      | $6980290.80   | 0.20%             | 2041-01-18      | Floating      | 8.01%                 | Yes           |                  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      | $924686.93    | 0.03%             | 2038-05-16      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                     | VISTAJET MALTA XO MGMT                            | CUSIP: 92840JAB5<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    100000 | PA      | $93850.49     | 0.00%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| THEOREM FUNDING TRUST                                                             | THEOREM FUNDING TRUST 2022 3                      | CUSIP: 882925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39587 | PA      | $39676.82     | 0.00%             | 2029-04-15      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                   | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3532251 | PA      | $3603415.80   | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| H.I.G. RCP LLC                                                                    | HIG RCP TRUST                                     | CUSIP: 40443GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3031185.39   | 0.09%             | 2038-09-19      | Floating      | 7.94%                 | Yes           |                  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      | $3068530.20   | 0.09%             | 2030-06-17      | Fixed         | 7.30%                 | 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      | $4493091.22   | 0.13%             | 2027-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President