# EDGAR Filing Document

**Accession Number:** 0001257927
**File Stem:** 0001004726-26-004068
**Filing Date:** 2026-5
**Character Count:** 190121
**Document Hash:** f1688060d6099cad8a76aac97e9e7948
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004068.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004068

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21410
- **FILM NUMBER:** 261029960

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** OMAHA

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68131

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

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

- **a. Name of Series:** Short Duration Income Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1521666454.52

**Total Liabilities:** $16512897.06

**Net Assets:** $1505153557.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6256.05208786 | **1-Year:** -54346.68805091 | **5-Year:** -72086.64490031 | **10-Year:** -22612.31300922 | **30-Year:** -920.52816502

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

- **3-Month:** -145.78828718 | **1-Year:** -5417.48744514 | **5-Year:** -4625.56876632 | **10-Year:** -83.59237832 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009629 | 0.48%                | 0.44%                | -0.28%               |
| Class ID C000103218 | 0.38%                | 0.42%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-32752.86               | $584882.97                                 |
| Month 2  | $36222.84                | $1173024.35                                |
| Month 3  | $7204.32                 | $-9592871.34                               |

### Schedule of Portfolio Investments

| Name                                                                              | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870000 | PA      | $1886153.06   | 0.13%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                          | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5856094 | PA      | $5833481.82   | 0.39%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 7                     | CUSIP: 33852JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4058168 | PA      | $3647207.85   | 0.24%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                          | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390154.34    | 0.03%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HPG72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2288804 | PA      | $2272904.73   | 0.15%             | 2050-08-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST                                                      | BARCLAYS MORTGAGE LOAN TRUST 2026 NQM2             | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4968068 | PA      | $4905647.69   | 0.33%             | 2065-12-25      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST                                         | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST          | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597273 | PA      | $1611406.50   | 0.11%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT 2025 NQM6 TRUST                               | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3534421 | PA      | $3514008.78   | 0.23%             | 2070-10-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9ZA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5601968 | PA      | $5599101.69   | 0.37%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2023 1               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247640 | PA      | $1259958.19   | 0.08%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2025 CRE10 LTD                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4992726.20   | 0.33%             | 2029-12-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                    | ACHV ABS TRUST                                     | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577347 | PA      | $578832.07    | 0.04%             | 2032-04-26      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT SELECTION TRUST                     | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2779563 | PA      | $2785338.51   | 0.19%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST                | CUSIP: 64831XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213534 | PA      | $1220380.99   | 0.08%             | 2065-05-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                | AQUA FINANCE TRUST                                 | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5073484 | PA      | $5140438.34   | 0.34%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COMMERCIAL REAL ESTATE                | CUSIP: 03881KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $5196436.28   | 0.35%             | 2042-08-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS TRUST                                               | PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025 1 | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5018888.00   | 0.33%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                                     | ION PLATFORM FINANCE US INC ION PLATFORM FINANCE   | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424092.87    | 0.03%             | 2029-05-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT TRUST 2026 R1                       | CUSIP: 694971AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2988360.00   | 0.20%             | 2033-12-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385G6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5492953 | PA      | $5540870.46   | 0.37%             | 2046-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFMT TRUST                                                                        | CFMT 2021 AL1 LLC                                  | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268507 | PA      | $267901.32    | 0.02%             | 2031-09-22      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER II, LLC                                                 | COMPASS DATACENTERS ISSUER II LLC                  | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2217667.50   | 0.15%             | 2050-11-25      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                | EFMT 2026 NQM1                                     | CUSIP: 26846GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7897536 | PA      | $7828801.22   | 0.52%             | 2071-02-25      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                           | CANTOR FITZGERALD LP                               | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495819.13   | 0.10%             | 2027-04-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                              | HIGHWOODS REALTY LP                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6961110.87   | 0.46%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6FT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2238732 | PA      | $2283933.10   | 0.15%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133N3ZA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1433341 | PA      | $1404074.42   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2261445.91   | 0.15%             | 2036-10-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                             | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4826720.50   | 0.32%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1343898 | PA      | $1349595.27   | 0.09%             | 2054-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 31740RAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4264191 | PA      | $4200231.25   | 0.28%             | 2074-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36272LAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    858871 | PA      | $857376.56    | 0.06%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5881158 | PA      | $5900190.82   | 0.39%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5422508 | PA      | $5413245.37   | 0.36%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026 NQM | CUSIP: 802931AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928505 | PA      | $1917421.86   | 0.13%             | 2065-11-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                | EFMT 2026 NQM3                                     | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4983468.50   | 0.33%             | 2071-03-25      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491392 | PA      | $492254.87    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                    | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6104107.26   | 0.41%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2024 PJ5       | CUSIP: 36269XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747504 | PA      | $1754461.04   | 0.12%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015146 | PA      | $1018393.67   | 0.07%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071592 | PA      | $1081387.41   | 0.07%             | 2030-03-20      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CINEMARK USA, INC.                                                                | CINEMARK USA INC                                   | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984321.40   | 0.13%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PSP MASTER ISSUER LLC                                                             | PSP MASTER ISSUER LLC                              | CUSIP: 69433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6904902.20   | 0.46%             | 2056-01-30      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402521 | PA      | $405117.15    | 0.03%             | 2060-03-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                      | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390421 | PA      | $391367.17    | 0.03%             | 2034-05-15      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2449809.48   | 0.16%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2606443 | PA      | $2623136.92   | 0.17%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| LUMENT COMMERCIAL TRUST                                                           | LMNT CRE 2025 FL3 LLC                              | CUSIP: 50208TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5003035.75   | 0.33%             | 2043-07-21      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7037597.63   | 0.47%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385B2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4885845 | PA      | $4761726.66   | 0.32%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                         | DLLST LLC                                          | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555855 | PA      | $557619.60    | 0.04%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSW84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7836928 | PA      | $7838936.93   | 0.52%             | 2049-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                         | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2060000 | PA      | $2084483.51   | 0.14%             | 2028-11-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2021 FL1 LTD                                 | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7873000 | PA      | $7903283.57   | 0.53%             | 2036-10-16      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT                                                    | FINANCE OF AMERICA HECM BUYOUT 2025 HB1            | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3406015 | PA      | $3374124.36   | 0.22%             | 2028-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | OBX 2025 NQM1 TRUST                                | CUSIP: 673914AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2281584 | PA      | $2292211.68   | 0.15%             | 2064-12-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108774 | PA      | $1117599.85   | 0.07%             | 2030-06-20      | Fixed         | 9.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212088 | PA      | $1217379.01   | 0.08%             | 2070-05-25      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                 | COMPASS DATACENTERS ISSUER III LLC                 | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1508486.10   | 0.10%             | 2050-02-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                 | CITIGROUP MORTGAGE LOAN TRUST INC                  | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213039 | PA      | $208303.78    | 0.01%             | 2035-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                         | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3429006 | PA      | $3473824.03   | 0.23%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436598 | PA      | $1285439.54   | 0.09%             | 2052-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1392378 | PA      | $1389926.38   | 0.09%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    336714 | PA      | $336647.93    | 0.02%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                          | COLT 2026 2 MORTGAGE LOAN TRUST                    | CUSIP: 19689FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3144000 | PA      | $3118718.15   | 0.21%             | 2071-04-25      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15428320.35  | 1.03%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    471833 | PA      | $472530.19    | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                 | VB S1 ISSUER LLC                                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4919099.00   | 0.33%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385HRK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7049585 | PA      | $7003702.43   | 0.47%             | 2050-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC LLC                                          | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3990215.56   | 0.27%             | 2042-08-18      | Floating      | 4.99%                 | 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        |    510460 | PA      | $482026.58    | 0.03%             | 2046-10-25      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570072 | PA      | $586152.23    | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM4                       | CUSIP: 002941AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4610258 | PA      | $4605048.15   | 0.31%             | 2070-10-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENT SHARE                                    | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122943 | PA      | $2118427.50   | 0.14%             | 2034-03-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042896 | PA      | $1047958.69   | 0.07%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4255886 | PA      | $4287010.40   | 0.28%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1974209.70   | 0.13%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                          | COLT 2026 1 MORTGAGE LOAN TRUST                    | CUSIP: 196926AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490309 | PA      | $2473582.24   | 0.16%             | 2071-02-25      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESEDENTIAL MORTGAGE LOAN           | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2527075 | PA      | $2538513.20   | 0.17%             | 2070-06-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82085 | PA      | $82626.98     | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720770 | PA      | $1729490.54   | 0.11%             | 2070-06-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MARANON LOAN FUNDING LTD                                                          | MARANON LOAN FUNDING 2023 1 LTD                    | CUSIP: 56575VAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3408947.48   | 0.23%             | 2037-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES XV CLO LTD           | CUSIP: 34962UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2291840 | PA      | $2294084.21   | 0.15%             | 2033-04-25      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996599.68   | 0.20%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2024 NQM3                       | CUSIP: 00039HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2861489 | PA      | $2890558.48   | 0.19%             | 2069-07-25      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                              | VERIZON MASTER TRUST                               | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3030677.40   | 0.20%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70117 | PA      | $70166.85     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC-LBC MIDDLE MARKET CLO LLC                                                    | CIFC LBC MIDDLE MARKET CLO 2023 1 LLC              | CUSIP: 171937AS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4978410.17   | 0.33%             | 2037-10-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRU70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643308 | PA      | $643933.80    | 0.04%             | 2047-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                           | L BRANDS INC                                       | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    945000 | PA      | $964491.57    | 0.06%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2933168 | PA      | $2982171.53   | 0.20%             | 2050-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                  | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840483 | PA      | $1846925.49   | 0.12%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $9851948.76   | 0.65%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST 2025 5                    | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2971237 | PA      | $2985983.22   | 0.20%             | 2070-04-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| LAFAYETTE FEDERAL CREDIT UNION ASSET TRUST                                        | LAFAYETTE FEDERAL CREDIT UNION ASSET TRUST 2026 HI | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6864151 | PA      | $6827210.73   | 0.45%             | 2046-01-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT TRUST 2024 1             | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281463 | PA      | $282099.03    | 0.02%             | 2059-07-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                          | COLT 2025 11 MORTGAGE LOAN TRUST                   | CUSIP: 12676KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4779558 | PA      | $4767488.01   | 0.32%             | 2070-11-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK ELBERT CLO LTD                                                          | BLACKROCK ELBERT CLO V LTD                         | CUSIP: 092913AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1936521 | PA      | $1937581.95   | 0.13%             | 2034-06-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| GS REFT ISSUER LTD.                                                               | GS REFT 2026 FL1 ISSUER LTD                        | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001947.30   | 0.33%             | 2043-04-19      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418E3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3445788 | PA      | $3474277.22   | 0.23%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                 | BUNKER HILL LOAN DEPOSITARY TRUST 2019 3           | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52262 | PA      | $52086.37     | 0.00%             | 2059-11-25      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1110969 | PA      | $1113490.21   | 0.07%             | 2049-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                         | SCF EQUIPMENT TRUST LIC                            | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    866055 | PA      | $870412.42    | 0.06%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BHG SECURITIZATION TRUST 2021 A                    | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39276 | PA      | $39096.07     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1869764 | PA      | $1881363.12   | 0.12%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700000 | PA      | $7709734.34   | 0.51%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST                                                      | SAFCO AUTO RECEIVABLES TRUST                       | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4849060 | PA      | $4843352.95   | 0.32%             | 2029-09-10      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36202FZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    113856 | PA      | $113313.96    | 0.01%             | 2026-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 034934AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3143288 | PA      | $3162605.73   | 0.21%             | 2070-01-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFCP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2966152 | PA      | $2975150.99   | 0.20%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239768 | PA      | $2276734.10   | 0.15%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                | EFMT 2025 NQM5                                     | CUSIP: 28225KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750289 | PA      | $3734731.99   | 0.25%             | 2070-11-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES CORP TRUST 2022 PJ2  | CUSIP: 36267EBT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1966356 | PA      | $1791292.97   | 0.12%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST                | CUSIP: 36274TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386192 | PA      | $2386331.78   | 0.16%             | 2065-11-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                | NEWELL BRANDS INC                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1001480.44   | 0.07%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 2    | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2796091 | PA      | $2808553.90   | 0.19%             | 2199-12-31      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5973959 | PA      | $6008112.39   | 0.40%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST                | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3939571 | PA      | $3961666.31   | 0.26%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22047762.22  | 1.46%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1505071 | PA      | $1504566.17   | 0.10%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68953 | PA      | $68419.20     | 0.00%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL4 LTD                                  | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5057759 | PA      | $5051320.28   | 0.34%             | 2036-12-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $12047959.32  | 0.80%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 9         | CUSIP: 36273FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276927 | PA      | $3259268.65   | 0.22%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 4                    | CUSIP: 46652VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595178 | PA      | $1449509.74   | 0.10%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417A6U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94993 | PA      | $94350.41     | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                 | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798168.24    | 0.05%             | 2055-12-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128PWML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68842 | PA      | $68658.06     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUDAX SENIOR DEBT CLO                                                             | AUDAX SENIOR DEBT CLO LLC                          | CUSIP: 05071LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4011079.43   | 0.27%             | 2037-10-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026 NQM | CUSIP: 802929AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2996722.20   | 0.20%             | 2066-02-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70398 | PA      | $70094.32     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                  | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1768307.45   | 0.12%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3516172.80   | 0.23%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996042.58    | 0.07%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3029550.00   | 0.20%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                         | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2986980 | PA      | $3000634.63   | 0.20%             | 2065-03-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2024 2                            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180425 | PA      | $1188700.26   | 0.08%             | 2030-06-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                            | EQUIPMENTSHARE COM INC                             | CUSIP: 29450YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5170905.00   | 0.34%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2025 NQM3                       | CUSIP: 00250FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6073891 | PA      | $6079947.06   | 0.40%             | 2070-08-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCKY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2159863 | PA      | $2177843.34   | 0.14%             | 2050-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1373880 | PA      | $1374713.33   | 0.09%             | 2046-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53705 | PA      | $54141.00     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020927 | PA      | $1025205.30   | 0.07%             | 2049-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STWD 2022 FL3 LTD                                  | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847907 | PA      | $846861.28    | 0.06%             | 2038-11-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                               | RATE MORTGAGE TRUST                                | CUSIP: 75409TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360242 | PA      | $3005030.79   | 0.20%             | 2051-10-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7486695 | PA      | $7568650.89   | 0.50%             | 2045-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                        | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2434015.00   | 0.16%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396535 | PA      | $389587.03    | 0.03%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409925 | PA      | $400394.79    | 0.03%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FANNIE MAE                                         | CUSIP: 3136BSPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2609808 | PA      | $2629392.96   | 0.17%             | 2048-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST                       | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715568 | PA      | $1726179.43   | 0.11%             | 2032-07-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM2      | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5345508 | PA      | $5379127.36   | 0.36%             | 2065-06-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                  | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2160000 | PA      | $2182016.66   | 0.14%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16789093.07  | 1.12%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                | M T EQUIPMENT NOTES                                | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903873 | PA      | $905721.33    | 0.06%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF ISSUER TRUST 2025 1                            | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8034135 | PA      | $8033692.21   | 0.53%             | 2031-02-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2017 3                    | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446544 | PA      | $1267130.61   | 0.08%             | 2047-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4746181.30   | 0.32%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BAR ISSUER LLC                                                                    | BAR 2026 FL1 ISSUER LLC                            | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5999733.36   | 0.40%             | 2043-08-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13070118 | PA      | $13068292.09  | 0.87%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                     | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1208687.04   | 0.08%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11696484.36  | 0.78%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN GUARDIAN IV RATED FEEDER LTD                                         | NEW MOUNTAIN GUARDIAN IV RATED FEEDER              | CUSIP: 64755BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4955230.00   | 0.33%             | 2033-11-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                                | TPG REAL ESTATE FINANCE                            | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4000041.28   | 0.27%             | 2042-09-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576695 | PA      | $579136.07    | 0.04%             | 2031-12-26      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | EQUIPMENTSHARE                                     | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4855048 | PA      | $4891412.73   | 0.32%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HCLD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2870936 | PA      | $2882668.11   | 0.19%             | 2049-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                                       | MCF CLO LLC                                        | CUSIP: 55293LAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006690.26   | 0.20%             | 2037-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15213124.96  | 1.01%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                         | AGREE LP                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2239000 | PA      | $2121046.66   | 0.14%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16160DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2229970 | PA      | $2241119.72   | 0.15%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST 2025 4                              | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4157909 | PA      | $4167944.05   | 0.28%             | 2030-05-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2626387 | PA      | $2617690.51   | 0.17%             | 2052-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACORE ISSUER LLC                                                                  | ACORE 2026 FL1 ISSUER LLC                          | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998774.20   | 0.13%             | 2043-08-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 05603KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67274 | PA      | $67759.32     | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPL90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2161331 | PA      | $2191812.11   | 0.15%             | 2045-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31398WC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134758 | PA      | $134816.44    | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2024 5             | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447478 | PA      | $1447085.26   | 0.10%             | 2054-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD COMMERCIAL MORTGAGES                      | CUSIP: 85574AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7399656.24   | 0.49%             | 2037-10-17      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HQER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14390991 | PA      | $14385834.74  | 0.96%             | 2050-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8062812.48   | 0.54%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568394 | PA      | $571296.64    | 0.04%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2026 CES1                 | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5822238 | PA      | $5780011.64   | 0.38%             | 2056-06-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2026 MED1                   | CUSIP: 816940AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973539.90   | 0.13%             | 2056-04-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                         | ARES CAPITAL CORP                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013757.48   | 0.07%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2731469.31   | 0.18%             | 2028-04-20      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    728000 | PA      | $731265.95    | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Trust II: JPMorgan US Government Money Market Fund; Institutional Shares | JPMORGAN US GOVT MMKT L                            | CUSIP: 4812C2684<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  63524888 | NS      | $63524888.05  | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2025 2                    | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667958 | PA      | $1659157.84   | 0.11%             | 2052-04-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| MONROE CAPITAL MML CLO LTD                                                        | MONROE CAPITAL MML CLO LTD                         | CUSIP: 61034VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255549 | PA      | $5260053.53   | 0.35%             | 2033-09-14      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| RADIAN MORTGAGE CAPITAL TRUST                                                     | RADIAN MORTGAGE CAPITAL TRUST 2024 J2              | CUSIP: 75023WAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547838 | PA      | $546956.43    | 0.04%             | 2055-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C7D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64910 | PA      | $64394.98     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2026 13 LTD                                    | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $11012702.36  | 0.73%             | 2043-08-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SILVER POINT SCF CLO LTD                                                          | SILVER POINT SCF CLO V LTD                         | CUSIP: 827916AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2880973.93   | 0.19%             | 2038-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963659 | PA      | $1968360.82   | 0.13%             | 2048-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM5      | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4387271 | PA      | $4366974.70   | 0.29%             | 2065-07-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114729 | PA      | $2132789.79   | 0.14%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| DWIGHT ISSUER LLC                                                                 | DWIGHT 2025 FL1 ISSUER LLC                         | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7513653.68   | 0.50%             | 2042-09-18      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                       | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077196 | PA      | $2081650.07   | 0.14%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026 CES | CUSIP: 802932AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4915336 | PA      | $4881507.92   | 0.32%             | 2056-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5043429 | PA      | $5075004.99   | 0.34%             | 2070-02-25      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                 | GOLUB CAPITAL PRIVATE CREDIT FUND                  | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959636.05   | 0.20%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT 2025 NQM5 TRUST                               | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2629646 | PA      | $2617063.15   | 0.17%             | 2070-08-25      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31294MHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42788 | PA      | $42685.04     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14908890.60  | 0.99%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRIGHTSPIRE CAPITAL INC                            | CUSIP: 05613BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $509161.35    | 0.03%             | 2037-08-19      | Floating      | 10.22%                | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2021 2                    | CUSIP: 35042PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666156 | PA      | $635249.01    | 0.04%             | 2042-01-15      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050310 | PA      | $4062089.54   | 0.27%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6E63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3827837 | PA      | $3907785.21   | 0.26%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2068812 | PA      | $2147223.71   | 0.14%             | 2049-06-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD                                                       | ACRES PLC                                          | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8994201.75   | 0.60%             | 2044-08-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTWOOD CAPITAL OFFSHORE FUND LLC,                                             | BRIGHTWOOD CAPITAL OFFSHORE FUND V U RN LLC        | CUSIP: 10950DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7662000.00   | 0.51%             | 2035-12-31      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP                           | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557645 | PA      | $567585.69    | 0.04%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD                                                                          | GPMT 2021 FL3 LTD                                  | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3542933 | PA      | $3542894.92   | 0.24%             | 2035-07-16      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498129.11   | 0.10%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9UV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3513504 | PA      | $3586455.63   | 0.24%             | 2044-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                | METRONET INFRASTRUCTURE ISSUER LLC                 | CUSIP: 59170JBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2502470.25   | 0.17%             | 2056-04-20      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY4W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15602134 | PA      | $15821004.23  | 1.05%             | 2045-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJR90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5610184 | PA      | $5634997.02   | 0.37%             | 2049-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | LENDBUZZ AUTO RECEIVABLES TRUST                    | CUSIP: 52590BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3038739 | PA      | $3058955.73   | 0.20%             | 2031-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                             | AXON ENTERPRISE INC                                | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019046.00   | 0.07%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138E7TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103220 | PA      | $102589.62    | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210554 | PA      | $1216830.71   | 0.08%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KREF LTD                                                                          | KREF                                               | CUSIP: 48275RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111100 | PA      | $1111708.37   | 0.07%             | 2039-02-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST                                          | RESEARCH DRIVEN PAGAYA MOTOR TRUST                 | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4998067.00   | 0.33%             | 2034-08-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 316919AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3901658 | PA      | $3801431.44   | 0.25%             | 2055-09-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2467311 | PA      | $2480882.34   | 0.16%             | 2070-02-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                             | THE HUNTINGTON NATIONAL BANK                       | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968008 | PA      | $975928.51    | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2739750.48   | 0.18%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE                                           | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2496887.03   | 0.17%             | 2042-08-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BHG OWNER LOAN TRUST                                                              | BHG OWNER LOAN TRUST SERIES 2025 1CON              | CUSIP: 08860KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7553504 | PA      | $7607489.82   | 0.51%             | 2036-08-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9767182.10   | 0.65%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 CES | CUSIP: 802650AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5660320 | PA      | $5638770.43   | 0.37%             | 2055-09-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384J2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3266645 | PA      | $3289032.70   | 0.22%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 2                    | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031784 | PA      | $1027940.37   | 0.07%             | 2050-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERB 2023 VRN 10 15 35                             | CUSIP: 156940AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3019574.79   | 0.20%             | 2035-10-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 6                    | CUSIP: 46653PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3626414 | PA      | $3281242.01   | 0.22%             | 2051-10-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A9UR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386808 | PA      | $370999.10    | 0.02%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT FUND, LTD.                                          | IVY HILL MIDDLE MARKET CREDIT FUND IX LTD          | CUSIP: 46604EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3507663.16   | 0.23%             | 2037-07-23      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137AUGF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239875 | PA      | $1224403.31   | 0.08%             | 2027-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                 | BARINGS BDC INC                                    | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2688763.94   | 0.18%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519518 | PA      | $2526028.32   | 0.17%             | 2070-02-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL                                                               | BRSP LTD                                           | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4999342.20   | 0.33%             | 2037-08-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2023 CRE8 LLC                                | CUSIP: 04002BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5007440.65   | 0.33%             | 2028-05-17      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2026 CES1      | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955417 | PA      | $947777.64    | 0.06%             | 2056-05-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                    | EPR PROPERTIES                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   6569000 | PA      | $6566505.69   | 0.44%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING TRUST                                                            | BOF URSA FUNDING                                   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681382 | PA      | $683516.47    | 0.05%             | 2028-09-28      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 4 LLC              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1408472.66   | 0.09%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70812 | PA      | $70831.71     | 0.00%             | 2032-09-20      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278499 | PA      | $284760.02    | 0.02%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1295642 | PA      | $1308944.32   | 0.09%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 465989AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511068 | PA      | $1513701.66   | 0.10%             | 2053-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST                           | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    942910 | PA      | $961508.33    | 0.06%             | 2043-12-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                          | OCTANE RECEIVABLES TRUST 2024 2                    | CUSIP: 67578YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171192 | PA      | $2187668.40   | 0.15%             | 2032-07-20      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                  | NMEF FUNDING LLC                                   | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3699691 | PA      | $3711216.88   | 0.25%             | 2032-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FHF TRUST 2022 2                                   | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15828 | PA      | $15833.51     | 0.00%             | 2027-12-15      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4248373.44   | 0.28%             | 2071-03-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                                   | NRTH COMMERCIAL MORTGAGE TRUST 2025 PARK           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5002430.00   | 0.33%             | 2040-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST                                                    | UPGRADE MASTER PASS THRU TRUST SERIES 2025 ST8     | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4992700.00   | 0.33%             | 2033-12-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2024 4    | CUSIP: 16159NAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2381604 | PA      | $2395462.16   | 0.16%             | 2055-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8037343.76   | 0.53%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514654 | PA      | $496347.58    | 0.03%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HDJY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4067667 | PA      | $4079383.26   | 0.27%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO LTD                                                                  | WINDHILL CLO 4 LTD                                 | CUSIP: 973385AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5010236.74   | 0.33%             | 2037-10-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137A9QP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236821 | PA      | $234682.60    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 924931AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4562651 | PA      | $4560561.32   | 0.30%             | 2070-08-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJ4Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2602032 | PA      | $2610125.34   | 0.17%             | 2050-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2026 NQM1                       | CUSIP: 00040DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888845 | PA      | $881551.37    | 0.06%             | 2071-02-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2021 10INV                 | CUSIP: 33851RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3569878 | PA      | $3215487.68   | 0.21%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                              | VICI PROPERTIES NOTE                               | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1421066.86   | 0.09%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20017685.00  | 1.33%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188894 | PA      | $189559.68    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2020 3                      | CUSIP: 81748AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97290 | PA      | $96184.72     | 0.01%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4553778 | PA      | $4575672.48   | 0.30%             | 2065-06-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201387 | PA      | $3208784.39   | 0.21%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                           | FLAGSTAR MORTGAGE TRUST 2017 1                     | CUSIP: 33850BAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219315 | PA      | $204199.39    | 0.01%             | 2047-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938452 | PA      | $942154.05    | 0.06%             | 2070-06-25      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46593RAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973486 | PA      | $973348.54    | 0.06%             | 2055-09-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                 | CHASE HOME LENDING MORTGAGE TRUST 2024 9           | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295096 | PA      | $294605.45    | 0.02%             | 2055-09-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15189843.75  | 1.01%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2020 NQM1      | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186398 | PA      | $178171.21    | 0.01%             | 2060-09-27      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| GS REFT ISSUER LTD.                                                               | GS REFT 2026 FL1 ISSUER LTD                        | CUSIP: 36274DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9998200.20   | 0.66%             | 2043-04-19      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509813 | PA      | $1512299.87   | 0.10%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                          | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937924 | PA      | $1977191.39   | 0.13%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5SS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6647787 | PA      | $6700694.92   | 0.45%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASP PIF CLO LLC                                                                   | ASP PIF CLO I LLC                                  | CUSIP: 044929AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $4760361.48   | 0.32%             | 2038-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113784 | PA      | $112427.22    | 0.01%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICA'S CAR-MART TRUST                                                          | ACM AUTO TRUST                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28376 | PA      | $28384.29     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                | BOEING CO THE                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2543866.93   | 0.17%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609283 | PA      | $612464.11    | 0.04%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2024 11                   | CUSIP: 46659AAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000518 | PA      | $2001925.19   | 0.13%             | 2055-04-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655126 | PA      | $1661338.07   | 0.11%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LANDMARK DATA CENTERS                                                             | LMDV ISSUER CO LLC                                 | CUSIP: 538908AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1700317.56   | 0.11%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST                                                                        | GCAT                                               | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740363 | PA      | $3747636.63   | 0.25%             | 2069-11-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES TRUST                                        | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4171168 | PA      | $4194808.48   | 0.28%             | 2070-02-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574071 | PA      | $569946.23    | 0.04%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2246212 | PA      | $2243237.36   | 0.15%             | 2070-09-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2021 PJ9       | CUSIP: 36263CAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550112 | PA      | $2288178.91   | 0.15%             | 2052-02-26      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 3               | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113399 | PA      | $1114489.14   | 0.07%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136G5LG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $7631587.50   | 0.51%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES CLO LIMITED                                         | FORTRESS CREDIT OPPORTUNITIES IX CLO LTD           | CUSIP: 34961JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314492 | PA      | $1315873.88   | 0.09%             | 2033-10-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368285 | PA      | $368730.19    | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                             | BAYVIEW OPPORTUNITY MASTER FUND VII 2024 CAR1 LLC  | CUSIP: 07336QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988620 | PA      | $991557.49    | 0.07%             | 2031-12-26      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725152 | PA      | $727982.70    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2023 3                      | CUSIP: 816943BJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1661010 | PA      | $1669467.02   | 0.11%             | 2053-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2940579 | PA      | $2950095.40   | 0.20%             | 2049-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                        | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    172917 | PA      | $173155.28    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVEC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6805161 | PA      | $6875476.02   | 0.46%             | 2050-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 31741BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2751902 | PA      | $2667986.64   | 0.18%             | 2075-02-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                             | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984484.45   | 0.20%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES TRUST 2025 PJ3       | CUSIP: 36273WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4689836 | PA      | $4696367.49   | 0.31%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155838 | PA      | $1159677.39   | 0.08%             | 2070-07-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                          | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03466RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4016291 | PA      | $4026841.61   | 0.27%             | 2070-03-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4015468.76   | 0.27%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11838750.00  | 0.79%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASPIRE MORTGAGE TRUST                                                             | ASPIRE MORTGAGE TRUST 2026 1                       | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4963682 | PA      | $4933024.96   | 0.33%             | 2066-01-25      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 617948AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3416928 | PA      | $3411831.33   | 0.23%             | 2070-07-25      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HNI CORPORATION                                                                   | HNI CORP                                           | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7468375.12   | 0.50%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                             | WHIRLPOOL CORP                                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379453.40    | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2026 1               | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3637584 | PA      | $3635463.54   | 0.24%             | 2030-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST                                                                         | FIRST HELP FINANCIAL LLC                           | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3566865 | PA      | $3559643.39   | 0.24%             | 2030-11-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                         | AUXILIOR TERM FUNDING LLC                          | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342132 | PA      | $342893.18    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130333 | PA      | $1134256.68   | 0.08%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| GUGGENHEIM PRIVATE DEBT FUND NOTE LLC                                             | GUGGENHEIM INVESTMENTS PRIVATE DEBT FUND IV RATED  | CUSIP: 40190AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4600000.00   | 0.31%             | 2038-04-10      | Floating      | 7.01%                 | Yes           |                  3 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010407 | PA      | $2030256.95   | 0.13%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL                                                              | 6 79 10 15 2029                                    | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368805 | PA      | $371893.86    | 0.02%             | 2029-10-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                               | LOANCORE 2021 CRE5 ISSUER LTD                      | CUSIP: 53947XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7423000 | PA      | $7464792.23   | 0.50%             | 2036-07-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1738069 | PA      | $1745556.38   | 0.12%             | 2054-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131883 | PA      | $1132047.77   | 0.08%             | 2055-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2025 10                     | CUSIP: 81750CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3947921 | PA      | $3931497.92   | 0.26%             | 2055-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL GLOBAL DIRECT LENDING FUND                                           | GREENSLEDGE CAPITAL MARKETS                        | CUSIP: 05682DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3385874.31   | 0.22%             | 2036-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                          | BANKERS HEALTHCARE GROUP SECURITIZATION            | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520699 | PA      | $541557.47    | 0.04%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 316930AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4384000 | PA      | $4253850.00   | 0.28%             | 2056-03-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805612 | PA      | $808084.57    | 0.05%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                               | VONTIER CORP                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1004000.00   | 0.07%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4077031.24   | 0.27%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11072617.16  | 0.74%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP.                                                               | RITHM CAPITAL CORP                                 | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5221485.49   | 0.35%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                    | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763835 | PA      | $767710.87    | 0.05%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                        | AREIT 2024 CRE9 LTD                                | CUSIP: 00193AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4998007.10   | 0.33%             | 2041-05-17      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NSD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3137523 | PA      | $3168926.17   | 0.21%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                    | FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SER | CUSIP: 316929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4552296 | PA      | $4352373.00   | 0.29%             | 2075-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6877494 | PA      | $6936920.11   | 0.46%             | 2049-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                               | STARWOOD 2025 SIF5 LLC                             | CUSIP: 85573WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5001272.08   | 0.33%             | 2037-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2021 8                    | CUSIP: 46592TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181330 | PA      | $1065507.02   | 0.07%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                                               | MIDAS OPCO HOLDINGS LLC                            | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |  10420000 | PA      | $9929295.11   | 0.66%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                          | THE HUNTINGTON NATIONAL BANK                       | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3253570 | PA      | $3266647.59   | 0.22%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E9JM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307093 | PA      | $296701.83    | 0.02%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                            | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617185 | PA      | $622385.84    | 0.04%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212392 | PA      | $210216.23    | 0.01%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                          | U S TREASURY NOTE                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16925625.00  | 1.12%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                        | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 NQM | CUSIP: 80262CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6374524 | PA      | $6357649.37   | 0.42%             | 2065-08-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST                         | CUSIP: 92540TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641696 | PA      | $1651253.43   | 0.11%             | 2070-01-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3618N5YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4781091 | PA      | $4813171.96   | 0.32%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                           | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630000 | PA      | $8621012.72   | 0.57%             | 2029-05-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2025 7MPR          | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2579632 | PA      | $2573446.51   | 0.17%             | 2056-02-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960072 | PA      | $1963882.22   | 0.13%             | 2039-09-17      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST     | CUSIP: 61779JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5383919 | PA      | $5370695.94   | 0.36%             | 2070-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                   | ALLO ISSUER LLC                                    | CUSIP: 01983KAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5065586.50   | 0.34%             | 2055-04-20      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                | OWN EQUIPMENT FUND II LLC                          | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1521056 | PA      | $1521330.96   | 0.10%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| DEERPATH CAPITAL CLO LTD                                                          | DEERPATH CAPITAL CLO LTD                           | CUSIP: 24460XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5009046.27   | 0.33%             | 2037-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2014 2                    | CUSIP: 46641YAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17537 | PA      | $17485.63     | 0.00%             | 2029-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                        | HPS CORPORATE LENDING FUND                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964751.05   | 0.33%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11354716 | PA      | $11348833.17  | 0.75%             | 2049-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SKY1 TRUST                                                                        | SKY1 2025 LINE A MTGE                              | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3613923 | PA      | $3634566.20   | 0.24%             | 2030-04-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2018 6                    | CUSIP: 46650JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127622 | PA      | $122480.14    | 0.01%             | 2048-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2024 8                | CUSIP: 69544QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3939746 | PA      | $3951058.68   | 0.26%             | 2032-01-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS LOAN FUNDING 52 LLC                       | CUSIP: 15675MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2504476.32   | 0.17%             | 2037-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NMABS ISSUER LLC                                                                  | NMABS ISSUER I LLC                                 | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10613932 | PA      | $10412043.65  | 0.69%             | 2055-11-20      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2025 2                | CUSIP: 69545GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2413689 | PA      | $2416204.65   | 0.16%             | 2032-10-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720036 | PA      | $2739595.05   | 0.18%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHN31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4541328 | PA      | $4528709.28   | 0.30%             | 2035-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR, INC.                                                             | ARBOR REALTY SR INC                                | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2949533.46   | 0.20%             | 2028-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8362538 | PA      | $8439047.59   | 0.56%             | 2046-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2020 8                    | CUSIP: 46652TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54084 | PA      | $53483.75     | 0.00%             | 2051-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6F47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4221630 | PA      | $4256533.65   | 0.28%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                         | DLLMT LLC                                          | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3520000 | PA      | $3540704.29   | 0.24%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORPORATION                                                            | CONCENTRIX CORP                                    | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  11360000 | PA      | $11053248.08  | 0.73%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                            | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    388514 | PA      | $391087.24    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                        | LIGHTPATH FIBER ISSUER LLC                         | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5798067.44   | 0.39%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2024 11 LTD                                    | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725652 | PA      | $4722021.97   | 0.31%             | 2039-09-17      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2364661 | PA      | $2385745.47   | 0.16%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395W4L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238623 | PA      | $241164.81    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                      | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $903631.32    | 0.06%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                      | HILTON GRAND VACATIONS TRUST 2020 A                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69997 | PA      | $69034.66     | 0.00%             | 2039-02-25      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                               | GS MORTGAGE BACKED SECURITIES                      | CUSIP: 36263NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3139434 | PA      | $2801987.37   | 0.19%             | 2052-05-28      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31395PEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24810 | PA      | $24743.86     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF VII AL FUNDING TRUST I                                                        | BOF VII AL FUNDING TRUST I                         | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1144557 | PA      | $1161984.43   | 0.08%             | 2032-07-26      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                | A D MORTGAGE TRUST 2026 NQM2                       | CUSIP: 00038TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4974848 | PA      | $4925660.74   | 0.33%             | 2071-03-25      | Fixed         | 4.81%                 | 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        |   2056258 | PA      | $2057444.08   | 0.14%             | 2031-10-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BRZ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425907 | PA      | $2446017.67   | 0.16%             | 2046-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING L.P.                                                        | CERBERUS                                           | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2522996 | PA      | $2525370.49   | 0.17%             | 2033-04-22      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2026 NQM3          | CUSIP: 10571LAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3561425 | PA      | $3544865.77   | 0.24%             | 2065-11-25      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST                             | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1359030 | PA      | $1361277.85   | 0.09%             | 2054-11-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MFA TRUST                                                                         | MFA 2026 NQM1 TRUST                                | CUSIP: 55287YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6586813 | PA      | $6551600.28   | 0.44%             | 2071-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM5      | CUSIP: 64832GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7065195 | PA      | $7045965.84   | 0.47%             | 2065-08-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST 2024 2               | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2114753 | PA      | $2127504.33   | 0.14%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222010 | PA      | $222473.03    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                             | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773952 | PA      | $776862.84    | 0.05%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718036 | PA      | $723801.69    | 0.05%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                            | SEQUOIA MORTGAGE TRUST 2025 6                      | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5114083 | PA      | $5121558.72   | 0.34%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                     | SIXTH STREET LENDING PARTNERS                      | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973961.90   | 0.33%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                   | A LBZST 2025 A                                     | CUSIP: 52610QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3093215 | PA      | $3098938.91   | 0.21%             | 2199-12-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PFP LTD                                                                           | PFP 2025 12 LTD                                    | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000514.85   | 0.33%             | 2042-12-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE TRUST                                                                | AQUA FINANCE ISSUER TRUST 2025 B                   | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2211452 | PA      | $2223037.34   | 0.15%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                      | MASTEC INC                                         | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3957827.00   | 0.26%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3921921 | PA      | $3956294.65   | 0.26%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                            | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478163.53   | 0.10%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                       | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2457329.35   | 0.16%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                        | VERUS SECURITIZATION TRUST 2025 6                  | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848954 | PA      | $852478.14    | 0.06%             | 2070-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25794 | PA      | $25666.93     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                                     | LENDBUZZ SECURITIZATION TRUST                      | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655060 | PA      | $658114.29    | 0.04%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                             | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363469 | PA      | $365213.91    | 0.02%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                                     | ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD    | CUSIP: 03881UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7008285.76   | 0.47%             | 2041-01-18      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4354933 | PA      | $4349223.33   | 0.29%             | 2051-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST SERIES 2025 NQM2          | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838391 | PA      | $842329.40    | 0.06%             | 2065-09-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT                                                    | FINANCE OF AMERICA HECM BUYOUT 2026 HB1            | CUSIP: 31737BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3946250.00   | 0.26%             | 2029-03-25      | Variable      | 4.25%                 | Yes           |                  3 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                    | SWCH COMMERCIAL MORTGAGE TRUST                     | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7417855.50   | 0.49%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                       | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128LXAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298863 | PA      | $301834.48    | 0.02%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                  | HILTON USA TRUST 2016 SFP                          | CUSIP: 43289VAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $10685.50     | 0.00%             | 2035-11-05      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                              | CROSS MORTGAGE TRUST                               | CUSIP: 22757JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4639395 | PA      | $4616971.91   | 0.31%             | 2070-09-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST                                | CUSIP: 74938DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4228698 | PA      | $3819312.73   | 0.25%             | 2051-07-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                   | REACH FINANCIAL LLC                                | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3024265.50   | 0.20%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| HOMES TRUST                                                                       | HOMES 2025 NQM1 TRUST                              | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893637 | PA      | $2904553.70   | 0.19%             | 2070-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                      | PAGAYA AI DEBT GRANTOR TRUST 2025 R3               | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273952 | PA      | $3272324.04   | 0.22%             | 2033-01-18      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531165 | PA      | $512272.47    | 0.03%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                   | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250921.17    | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                            | GREENSKY HOME IMPROVEMENT ISSUER TRUST             | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2023951.60   | 0.13%             | 2060-06-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645554 | PA      | $649406.19    | 0.04%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| A10 ISSUER LLC                                                                    | A10 2025 FL6 ISSUER LLC                            | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5994230.04   | 0.40%             | 2042-05-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                               | RCKT MORTGAGE TRUST 2026 CES1                      | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875377 | PA      | $4842021.91   | 0.32%             | 2056-01-25      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ACREC LTD                                                                         | ACREC 2026 FL4 LLC                                 | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999497.90    | 0.07%             | 2043-01-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                        | JP MORGAN MORTGAGE TRUST 2014 5                    | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261714 | PA      | $259231.53    | 0.02%             | 2029-10-25      | Variable      | 2.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Weitz Funds

**Signature:** John Detisch

**Name of Signer:** John Detisch

**Title:** Vice President