# EDGAR Filing Document

**Accession Number:** 0000909994
**File Stem:** 0000940400-25-014928
**Filing Date:** 2025-12
**Character Count:** 354178
**Document Hash:** 0341ff65f55959a2c4f9d44d866f5e75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014928.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0000940400-25-014928

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OLD WESTBURY FUNDS INC
- **CENTRAL INDEX KEY:** 0000909994

**ORGANIZATION NAME:**
- **EIN:** 232874698
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07912
- **FILM NUMBER:** 251605038

**BUSINESS ADDRESS:**
- **STREET 1:** 103 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 3027914394

**MAIL ADDRESS:**
- **STREET 1:** 103 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### Old Westbury Credit Income Fund (Series ID: S000069572)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000221944 | Old Westbury Credit Income Fund | OWCIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Old Westbury Funds Inc

- **b. Investment Company Act file number:** 811-07912

- **c. CIK number of Registrant:** 0000909994

- **d. LEI of Registrant:** 549300YMRMTWRGXX0W63

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

  - **Street Address 1:** 103 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-607-2200

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

- **a. Name of Series:** Old Westbury Credit Income Fund

- **b. EDGAR series identifier (if any):** S000069572

- **c. LEI of Series:** 5493001Y8PAM01Y76G88

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $2415750698.77

**Total Liabilities:** $13088612.82

**Net Assets:** $2402662085.95

**Delayed Delivery Securities:** $400000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.20941000 | **1-Year:** 12397.19046000 | **5-Year:** 39609.08855000 | **10-Year:** 51238.58910000 | **30-Year:** 6047.99940000

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

- **3-Month:** 967.28174000 | **1-Year:** 58066.61828000 | **5-Year:** 183085.20440000 | **10-Year:** 144893.77260000 | **30-Year:** 87987.33022000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221944 | 1.14%                | 1.76%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $718296.01               | $9342194.47                                |
| Month 2  | $367451.56               | $27763396.86                               |
| Month 3  | $566584.16               | $12975748.23                               |

**Designated Index Information**

- **Index Name:** Old Westbury Credit Income Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS BANK PLC                                      | TRS LUMSTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1899361.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1162955 | PA      | $984014.28    | 0.04%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2005-J3                                          | CUSIP: 12669G4V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99556 | PA      | $87847.03     | 0.00%             | 2035-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                      | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    631125 | PA      | $719411.81    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810100 | PA      | $814831.07    | 0.03%             | 2063-10-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                              | GSMPS Mortgage Loan Trust 2006-RP1                                               | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863801 | PA      | $699281.17    | 0.03%             | 2036-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4908384 | PA      | $4905857.99   | 0.20%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4036391.50   | 0.17%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                              | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350225.75    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                  | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182457.47    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                       | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    925000 | PA      | $959731.90    | 0.04%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                   | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3941590.40   | 0.16%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                         | Deephaven Residential Mortgage Trust 2022-1                                      | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3314000 | PA      | $2853755.99   | 0.12%             | 2067-01-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002489 | PA      | $1227104.79   | 0.05%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor                         | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-S5               | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327955 | PA      | $662294.66    | 0.03%             | 2036-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                         | IndyMac IMSC Mortgage Loan Trust 2007-F2                                         | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720825 | PA      | $501663.34    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                 | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $258422.75    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906592 | PA      | $315343.42    | 0.01%             | 2036-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $650806.00    | 0.03%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2107866 | PA      | $2093087.07   | 0.09%             | 2060-03-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617900 | PA      | $518410.73    | 0.02%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | Credit Suisse Mortgage Capital Certificates                                      | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7023996 | PA      | $2527635.59   | 0.11%             | 2037-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-22                                                   | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3991426 | PA      | $1407699.85   | 0.06%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust Resecuritization 2008-1R                                  | CUSIP: 02152LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1333625 | PA      | $613167.08    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                  | Invesco Preferred ETF                                                            | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |   3482215 | NS      | $39836539.60  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| APS RESECURITIZATION TRUST                             | APS Resecuritization Trust 2016-1                                                | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13770211 | PA      | $5212067.46   | 0.22%             | 2057-07-31      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20506034 | PA      | $557015.65    | 0.02%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2213074 | PA      | $2151794.32   | 0.09%             | 2063-10-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                      | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126018.81    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                               | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183162.35    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914036 | PA      | $845199.49    | 0.04%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-1                                    | CUSIP: 92259TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625034 | PA      | $1240379.96   | 0.05%             | 2051-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2570429 | PA      | $777525.59    | 0.03%             | 2057-08-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718168 | PA      | $755095.70    | 0.03%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                    | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279831.72    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                         | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-R3    | CUSIP: 03072SA54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4376314.00   | 0.18%             | 2035-05-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                         | Chase Mortgage Finance Trust Series 2007-S2                                      | CUSIP: 16163EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5255134 | PA      | $2772278.06   | 0.12%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                         | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3214770.90   | 0.13%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                         | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318502.41    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7872776 | PA      | $334227.68    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2022-SFR4 Trust                                             | CUSIP: 74332XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4751000 | PA      | $4777529.11   | 0.20%             | 2041-05-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                         | Structured Asset Investment Loan Trust 2005-9                                    | CUSIP: 86358EYG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4539480 | PA      | $4239678.08   | 0.18%             | 2035-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                 | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401762.47    | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532000 | PA      | $493521.03    | 0.02%             | 2061-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $924927.85    | 0.04%             | 2040-03-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                     | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $623416.16    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                     | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290711.34    | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                         | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $474422.40    | 0.02%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                  | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334610.58    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance                          | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2                   | CUSIP: 52521VAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2916380 | PA      | $2523628.38   | 0.11%             | 2037-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                  | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $573805.10    | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                         | Lehman ABS Mortgage Loan Trust 2007-1                                            | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203801 | PA      | $136694.79    | 0.01%             | 2037-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                         | JP Morgan Mortgage Acquisition Trust 2006-WMC2                                   | CUSIP: 46628TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199098 | PA      | $92583.73     | 0.00%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                         | RASC Series 2005-KS10 Trust                                                      | CUSIP: 75405WAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3825000 | PA      | $3414722.09   | 0.14%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-12CB                                                 | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2376274 | PA      | $887899.82    | 0.04%             | 2036-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                         | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295965 | PA      | $1709923.08   | 0.07%             | 2037-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2006-AR1                                           | CUSIP: 17307G3A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4931 | PA      | $1883.49      | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3453061 | PA      | $2828106.68   | 0.12%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru                         | Vista Point Securitization Trust 2020-2                                          | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1962056.80   | 0.08%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                         | Structured Asset Mortgage Investments II Trust 2006-AR5                          | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2854637 | PA      | $982110.76    | 0.04%             | 2046-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                             | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228193.65    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                        | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128680.38    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                             | US Bancorp                                                                       | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     28500 | NS      | $447735.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                              | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470381.35    | 0.02%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                  | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $387790.88    | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Mortgage-Backed Trust 2006-9                                                | CUSIP: 126380AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935238 | PA      | $823940.03    | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                    | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649766.26    | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    122100 | NS      | $2428569.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2020-SPT1 Trust                                                             | CUSIP: 12659LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2065953.12   | 0.09%             | 2065-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2267638 | PA      | $2296247.51   | 0.10%             | 2063-10-25      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                         | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209192.60    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                              | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204499.20    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2021-NQM7 Trust                                                             | CUSIP: 36167YAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3437000 | PA      | $3033024.64   | 0.13%             | 2066-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GEM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614446 | PA      | $543929.59    | 0.02%             | 2035-05-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2426290.00   | 0.10%             | 2039-01-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                         | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4210031 | PA      | $4199998.08   | 0.17%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2019-9                                                  | CUSIP: 46651YCA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102168 | PA      | $621247.59    | 0.03%             | 2050-05-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp H                         | Asset Backed Securities Corp Home Equity Loan Trust Series AEG 2006-HE1          | CUSIP: 04541GVM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6035547 | PA      | $5586538.29   | 0.23%             | 2036-01-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2006-2                                              | CUSIP: 80556XAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4214348 | PA      | $3487572.10   | 0.15%             | 2036-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999392 | PA      | $919678.80    | 0.04%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition                          | Bayview Financial Revolving Asset Trust 2004-B                                   | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511018 | PA      | $238490.12    | 0.01%             | 2039-05-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285723.69    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15664993 | PA      | $285104.44    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                              | GSMPS Mortgage Loan Trust 2005-RP1                                               | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279966 | PA      | $2007156.74   | 0.08%             | 2035-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                               | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $325284.70    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF      | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |   2061297 | NS      | $199265580.99 | 8.29%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $35552929.57  | 1.48%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                         | Bear Stearns ARM Trust 2007-3                                                    | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169761 | PA      | $152564.64    | 0.01%             | 2047-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                               | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315641.40    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       307 | PA      | $300.13       | 0.00%             | 2063-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314385.60    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3162000 | PA      | $2548190.98   | 0.11%             | 2066-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2007-OA2                                                 | CUSIP: 3622NCAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7207526 | PA      | $4142023.71   | 0.17%             | 2047-06-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                               | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $444978.77    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3011415 | PA      | $85544.66     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                  | Pagaya US Holdings Co LLC                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181068.18    | 0.01%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1698657.66   | 0.07%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733157.60    | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                         | GMACM Home Equity Loan Trust 2005-HE3                                            | CUSIP: 361856EJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228014 | PA      | $221444.70    | 0.01%             | 2036-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                         | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236250.00    | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                    | CBAM 2019-10 Ltd                                                                 | CUSIP: 12482QAC8<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |  17550000 | PA      | $3165493.50   | 0.13%             | 2032-04-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46350000 | PA      | $37599627.07  | 1.56%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-25                                                   | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3454233 | PA      | $1518811.49   | 0.06%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                          | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451316.25    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                 | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $978618.75    | 0.04%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                         | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285000.00    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                            | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984281 | PA      | $950318.18    | 0.04%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note                         | Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265924 | PA      | $1018204.12   | 0.04%             | 2037-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47300000 | PA      | $34857882.58  | 1.45%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                               | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    925000 | PA      | $900474.46    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    884671 | PA      | $832868.67    | 0.03%             | 2037-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                      | TRS LUMSTRUU INDEX                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2957497.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                               | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $674443.80    | 0.03%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                   | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417160.40    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2006-2                                            | CUSIP: 07324YAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611709 | PA      | $585732.69    | 0.02%             | 2036-07-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                         | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778833.00    | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4892779 | PA      | $4766423.41   | 0.20%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11888431 | PA      | $11981007.50  | 0.50%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2007-AHL2                                          | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636741 | PA      | $1796418.41   | 0.07%             | 2037-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                 | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $631916.97    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Merit Securities Corporation                           | MERIT Securities Corp                                                            | CUSIP: 589962CW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1796478 | PA      | $1766061.20   | 0.07%             | 2033-12-28      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                          | American Home Mortgage Assets Trust 2007-3                                       | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704476 | PA      | $637252.73    | 0.03%             | 2037-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267036.00    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                   | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3958170.00   | 0.16%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAF7<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014289.00   | 0.04%             | 2069-02-25      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                   | FirstKey Homes 2022-SFR2 Trust                                                   | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2553000 | PA      | $2501282.09   | 0.10%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                          | Citicorp Mortgage Securities Trust Series 2008-2                                 | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666816 | PA      | $1437015.88   | 0.06%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                         | RASC Series 2006-KS4 Trust                                                       | CUSIP: 75406EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1282101 | PA      | $1274540.82   | 0.05%             | 2036-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                 | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    675000 | PA      | $726477.53    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                           | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    725000 | PA      | $687893.49    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2007-AHL2                                          | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70852 | PA      | $48298.97     | 0.00%             | 2037-05-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    937385 | PA      | $944872.93    | 0.04%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                               | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    700000 | PA      | $700039.20    | 0.03%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2019-2                                    | CUSIP: 92257NAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199899 | PA      | $164643.21    | 0.01%             | 2049-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                          | First Franklin Mortgage Loan Trust 2003-FF4                                      | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005042 | PA      | $998544.62    | 0.04%             | 2033-10-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $645520.86    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM5                                           | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19763406 | PA      | $20127283.88  | 0.84%             | 2055-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding                          | Bear Stearns Mortgage Funding Trust 2006-SL1                                     | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384700 | PA      | $382865.45    | 0.02%             | 2036-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                              | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4228773 | PA      | $1303413.98   | 0.05%             | 2036-12-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                               | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $937202.91    | 0.04%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                        | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $895500.00    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                         | BRAVO Residential Funding Trust 2024-NQM7                                        | CUSIP: 105698AG9<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1524762.45   | 0.06%             | 2064-10-27      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    827000 | PA      | $724171.90    | 0.03%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                    | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329990.05    | 0.01%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                         | Bear Stearns ARM Trust 2005-12                                                   | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464539 | PA      | $428164.15    | 0.02%             | 2036-02-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835922 | PA      | $714515.73    | 0.03%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                        | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $375166.27    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                             | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2079713.16   | 0.09%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273000 | PA      | $241938.77    | 0.01%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302097 | PA      | $302016.15    | 0.01%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103400000 | PA      | $56215672.39  | 2.34%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                              | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3476351 | PA      | $3150222.66   | 0.13%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2680000 | PA      | $2681449.08   | 0.11%             | 2068-02-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                        | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337120.55    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-3                                    | CUSIP: 92258RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2188891 | PA      | $1524411.95   | 0.06%             | 2051-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                               | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $561911.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                         | Morgan Stanley                                                                   | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     38900 | NS      | $948771.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT INC                                          | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $465498.05    | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322426.26    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                         | BRAVO Residential Funding Trust 2024-NQM7                                        | CUSIP: 105698AH7<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509158.85   | 0.06%             | 2064-10-27      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                 | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470082.60    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270428 | PA      | $270342.71    | 0.01%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1032167 | PA      | $557688.37    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-J7                                                   | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372795 | PA      | $1223586.47   | 0.05%             | 2046-11-20      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | Countrywide Asset-Backed Certificates                                            | CUSIP: 12670EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2601831 | PA      | $2407634.77   | 0.10%             | 2037-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                | HomeBanc Mortgage Trust 2006-1                                                   | CUSIP: 43739ECN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109659 | PA      | $103378.40    | 0.00%             | 2037-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $693596.88    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1498700 | PA      | $1510695.59   | 0.06%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1299323 | PA      | $1125510.93   | 0.05%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    550000 | PA      | $558122.10    | 0.02%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: CERT CMO/WHOLE                          | MCM 2021-VFN1: CERT CMO/WHOLE                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4672739 | PA      | $3424300.88   | 0.14%             | 2031-09-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314283 | PA      | $314245.03    | 0.01%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  3 | On Loan: No      |
| CAESARS ENTERTAIN INC                                  | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655412.55    | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                               | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $315100.80    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743748 | PA      | $362365.54    | 0.02%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2007-21                                          | CUSIP: 17025WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238850 | PA      | $536651.47    | 0.02%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-3                                    | CUSIP: 92258RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3606491 | PA      | $2977082.19   | 0.12%             | 2051-10-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                         | Wells Fargo Mortgage Backed Securities 2008-AR1 Trust                            | CUSIP: 94985QAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789420 | PA      | $676220.45    | 0.03%             | 2038-03-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                               | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    722000 | PA      | $721727.37    | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                             | Morgan Stanley Capital I Inc Trust 2006-NC2                                      | CUSIP: 617451EG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3575668 | PA      | $3534702.22   | 0.15%             | 2036-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2006-AR3                                           | CUSIP: 17306SAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42135 | PA      | $40641.54     | 0.00%             | 2036-06-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605800 | PA      | $1229856.05   | 0.05%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528670 | PA      | $528505.10    | 0.02%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                         | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584897.34    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                         | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3727360 | PA      | $3273175.10   | 0.14%             | 2046-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                 | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407838.80    | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547226 | PA      | $513225.05    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                               | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742500.00    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                            | RAAC Series 2006-SP3 Trust                                                       | CUSIP: 74919QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144319 | PA      | $1189146.19   | 0.05%             | 2036-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Series 2015-4R                                                              | CUSIP: 12650BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4368882 | PA      | $2984960.73   | 0.12%             | 2036-10-27      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                 | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $891011.90    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4440385 | PA      | $487960.53    | 0.02%             | 2035-11-25      | Floating      | 1.39%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                   | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354116.00    | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-OA21                                                 | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2023202 | PA      | $1773829.74   | 0.07%             | 2047-03-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                         | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3027820.20   | 0.13%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                          | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    518562 | PA      | $535109.83    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81560000 | PA      | $40525125.00  | 1.69%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                       | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    925000 | PA      | $890673.25    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                 | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $410464.80    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housi                         | BankAmerica Manufactured Housing Contract Trust                                  | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5740000 | PA      | $457052.67    | 0.02%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                               | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $691298.96    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Irwin Home Equity                                      | Irwin Home Equity Loan Trust 2006-3                                              | CUSIP: 464125AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91909 | PA      | $92181.61     | 0.00%             | 2037-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Series 2014-2R                                                              | CUSIP: 12648EFN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459087 | PA      | $1312861.04   | 0.05%             | 2037-04-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Mo                         | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411710 | PA      | $418917.87    | 0.02%             | 2040-12-28      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3197424 | PA      | $1634837.31   | 0.07%             | 2035-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                  | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470396.35    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025566 | PA      | $597992.78    | 0.02%             | 2046-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444911 | PA      | $157170.70    | 0.01%             | 2022-09-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                          | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $410056.44    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                         | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2627000 | PA      | $2516830.71   | 0.10%             | 2060-03-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                         | Long Beach Mortgage Loan Trust 2006-9                                            | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4709233 | PA      | $1462611.97   | 0.06%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                               | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    925000 | PA      | $910980.70    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitization                         | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11183347 | PA      | $1407254.18   | 0.06%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                         | Merrill Lynch Mortgage Investors Trust Series 2006-A3                            | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479292 | PA      | $308889.90    | 0.01%             | 2036-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-OC3                                                  | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495788 | PA      | $1418842.98   | 0.06%             | 2046-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-OH2                                                  | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |    758849 | PA      | $702816.83    | 0.03%             | 2047-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-7CB                                                  | CUSIP: 12668BYM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200332 | PA      | $891096.18    | 0.04%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                 | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $699374.69    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114492 | PA      | $104778.18    | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  67109568 | PA      | $1881396.60   | 0.08%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                         | CWHEQ Revolving Home Equity Loan Trust Series 2006-C                             | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238665 | PA      | $237259.53    | 0.01%             | 2036-05-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24935778 | PA      | $1015741.47   | 0.04%             | 2064-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                 | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389601.04    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                     | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369232.73    | 0.02%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                          | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    825000 | PA      | $908221.43    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                               | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    575000 | PA      | $610862.75    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                          | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    650000 | PA      | $670260.39    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002330.20   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2322226.56   | 0.10%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                   | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667487.60    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481800 | PA      | $439671.41    | 0.02%             | 2062-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                 | Conseco Finance Corp                                                             | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2262622 | PA      | $582250.14    | 0.02%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                          | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   3645933 | PA      | $3638713.69   | 0.15%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5410 | PA      | $5458.89      | 0.00%             | 2048-10-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                           | Morgan Stanley Re-REMIC Trust 2010-R5                                            | CUSIP: 61759HBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1688646 | PA      | $2130207.92   | 0.09%             | 2037-05-26      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280779.46    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-63                                                   | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65941 | PA      | $65851.36     | 0.00%             | 2035-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                  | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650365.30    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-A                                                  | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7946876 | PA      | $7587271.47   | 0.32%             | 2062-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                         | Residential Mortgage Loan Trust 2021-1R                                          | CUSIP: 76090NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2814000 | PA      | $2527470.92   | 0.11%             | 2065-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2020-2                                             | CUSIP: 81882JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $163074.92    | 0.01%             | 2065-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817900 | PA      | $820545.74    | 0.03%             | 2064-12-26      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                               | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $262115.25    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                               | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $255500.00    | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust Resecuritization 2006-22R                                 | CUSIP: 02147LAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844548 | PA      | $425183.48    | 0.02%             | 2036-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Series 2006-SA3 Trust                                                      | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70637 | PA      | $37076.26     | 0.00%             | 2036-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1892670.60   | 0.08%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                         | Merrill Lynch Mortgage Investors Trust Series 2006-AF2                           | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321934 | PA      | $113967.52    | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2020-2                                             | CUSIP: 81882JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257000 | PA      | $234998.15    | 0.01%             | 2065-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| MASTR Reperforming Loan Trust                          | MASTR Reperforming Loan Trust 2005-2                                             | CUSIP: 57643QAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2054105 | PA      | $1416583.33   | 0.06%             | 2035-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                         | BCAP LLC 2012-RR3 Trust                                                          | CUSIP: 05539BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395570 | PA      | $1041894.40   | 0.04%             | 2037-12-26      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                 | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575554.10    | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                          | Mastr Asset Backed Securities Trust 2007-NCW                                     | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041539 | PA      | $936160.28    | 0.04%             | 2037-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1478065 | PA      | $1168615.62   | 0.05%             | 2050-02-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20298826 | PA      | $544652.00    | 0.02%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                         | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4848843 | PA      | $1758167.56   | 0.07%             | 2037-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2017-D                                                  | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1179 | PA      | $409.65       | 0.00%             | 2057-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housin                         | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450988 | PA      | $453938.40    | 0.02%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623800 | PA      | $622567.43    | 0.03%             | 2064-12-26      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                         | MASTR Adjustable Rate Mortgages Trust 2007-1                                     | CUSIP: 576431BG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19166048 | PA      | $574.98       | 0.00%             | 2047-01-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-2                                                  | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697937 | PA      | $633762.54    | 0.03%             | 2036-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2005-14                                                   | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463906 | PA      | $1108079.47   | 0.05%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                         | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1727171 | PA      | $1155767.84   | 0.05%             | 2037-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                              | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374938.50    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                 | Conseco Finance Corp                                                             | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2005589 | PA      | $539352.48    | 0.02%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                               | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $341278.60    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205888.82    | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66000000 | PA      | $50144530.92  | 2.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                           | Morgan Stanley Resecuritization Trust 2013-R7                                    | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2061655 | PA      | $1923158.66   | 0.08%             | 2046-12-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188738 | PA      | $1089504.75   | 0.05%             | 2049-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413256.40    | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1480411.50   | 0.06%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427800 | PA      | $1368766.90   | 0.06%             | 2064-12-26      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793653.44    | 0.03%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                               | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636931.25    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505792.70   | 0.06%             | 2068-03-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                    | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    475000 | PA      | $440669.66    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2600 | PA      | $2344.72      | 0.00%             | 2064-12-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                          | Aegis Asset Backed Sec Corp Mort Pass Thr Certs Series 2003-3                    | CUSIP: 00764MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114341 | PA      | $115787.11    | 0.00%             | 2034-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Recei                         | Securitized Asset Backed Receivables LLC Trust 2007-BR1                          | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5474492 | PA      | $2329648.72   | 0.10%             | 2037-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan T                         | CWHEQ Revolving Home Equity Loan Resuritization Trust Series 2006-RES            | CUSIP: 23242YAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289906 | PA      | $281353.20    | 0.01%             | 2030-02-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2249479 | PA      | $377753.27    | 0.02%             | 2037-02-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                               | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $638216.20    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1171767.75   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR Second Lien Trust                                | MASTR Second Lien Trust 2006-1                                                   | CUSIP: 57644DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3623411 | PA      | $196009.16    | 0.01%             | 2036-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                 | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459323.55    | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                           | GSMSC Resecuritization Trust 2015-5R                                             | CUSIP: 36251QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3605593 | PA      | $2098348.89   | 0.09%             | 2037-04-26      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                    | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672998.90    | 0.03%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856424 | PA      | $774615.37    | 0.03%             | 2049-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                               | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286198.83    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                   | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396857.04    | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                   | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $473263.45    | 0.02%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2007-4F                                                  | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429205 | PA      | $270389.11    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968000 | PA      | $954725.72    | 0.04%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                         | STARM Mortgage Loan Trust 2007-2                                                 | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248919 | PA      | $115581.77    | 0.00%             | 2037-04-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                  | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626398.80    | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027309 | PA      | $520320.02    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                    | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95273.42     | 0.00%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                      | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410366.79    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                  | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $317255.96    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                   | Prime Mortgage Trust 2006-DR1                                                    | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1663520 | PA      | $1542481.34   | 0.06%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4498952 | PA      | $1767417.33   | 0.07%             | 2037-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865270 | PA      | $809579.82    | 0.03%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                      | Cedar Funding VII Clo Ltd                                                        | CUSIP: 15033AAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   9915625 | PA      | $1244149.17   | 0.05%             | 2031-01-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                         | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    325000 | PA      | $339725.60    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2007-FLX5                                       | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2238614 | PA      | $2082446.30   | 0.09%             | 2037-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | Reperforming Loan REMIC Trust 2006-R2                                            | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246915 | PA      | $233632.35    | 0.01%             | 2036-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                   | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354067.40    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $561555.53    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                             | Morgan Stanley ABS Capital I Inc Trust 2007-NC1                                  | CUSIP: 617505AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5522008 | PA      | $2432762.93   | 0.10%             | 2036-11-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2022-SFR2 Trust                                               | CUSIP: 89616TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4050754.80   | 0.17%             | 2040-07-17      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                         | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2016791.38   | 0.08%             | 2060-01-26      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $636443.75    | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666506 | PA      | $520967.46    | 0.02%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324287 | PA      | $288344.53    | 0.01%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2019-1                                    | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985969 | PA      | $911857.40    | 0.04%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                              | GSMPS Mortgage Loan Trust 2005-RP3                                               | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3123750 | PA      | $2689928.26   | 0.11%             | 2035-09-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $452559.26    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                    | Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI2            | CUSIP: 3137G1CT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29416 | PA      | $28579.71     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2019-SL2                                             | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3508838 | PA      | $744459.31    | 0.03%             | 2059-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625062 | PA      | $1617808.21   | 0.07%             | 2064-12-26      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                           | Saxon Asset Securities Trust 2007-1                                              | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8526130 | PA      | $8885370.77   | 0.37%             | 2047-01-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                          | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403890.40    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                         | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1626000 | PA      | $1480746.66   | 0.06%             | 2065-05-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru                         | IndyMac IMSC Mortgage Loan Trust 2007-HOA1                                       | CUSIP: 45670LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12567454 | PA      | $11177.49     | 0.00%             | 2047-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                               | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127830.63    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-OA3                                                  | CUSIP: 02150TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107131 | PA      | $47645.81     | 0.00%             | 2047-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6795981 | PA      | $474782.19    | 0.02%             | 2031-06-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2023-H11 LLC                                                                | CUSIP: 12530KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3346486.72   | 0.14%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                 | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $673480.24    | 0.03%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1537596.32   | 0.06%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-45T1                                                 | CUSIP: 02149JAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360132 | PA      | $1275198.77   | 0.05%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6037428 | PA      | $1218370.50   | 0.05%             | 2035-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                        | Lehman XS Trust Series 2007-20N                                                  | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1129869 | PA      | $1140464.91   | 0.05%             | 2037-12-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23467873 | PA      | $308593.15    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2025-P2                                   | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3220719 | PA      | $3220577.77   | 0.13%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  3 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820383 | PA      | $1814751.15   | 0.08%             | 2064-12-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                   | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333965.78    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                               | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178131.80    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                              | RMF Buyout Issuance Trust 2021-HB1                                               | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3330381.25   | 0.14%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                               | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    925000 | PA      | $920945.82    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                               | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $440899.68    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg                         | STARM Mortgage Loan Trust 2007-2                                                 | CUSIP: 78473TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126187 | PA      | $47728.95     | 0.00%             | 2037-04-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3099304 | PA      | $2516125.66   | 0.10%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2007-AHL3                                          | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3078865 | PA      | $2173819.20   | 0.09%             | 2045-07-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3561883 | PA      | $3076547.34   | 0.13%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-31                                                   | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402672 | PA      | $376857.22    | 0.02%             | 2035-08-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM4                                           | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344600 | PA      | $1357259.68   | 0.06%             | 2064-12-26      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                         | Morgan Stanley Mortgage Loan Trust 2006-12XS                                     | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3856148 | PA      | $827724.49    | 0.03%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2005-AR1                                                 | CUSIP: 36242DUM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131375 | PA      | $129582.41    | 0.01%             | 2035-01-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82250000 | PA      | $53513906.25  | 2.23%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                          | First Frankin Mortgage Loan Trust 2006-FF4                                       | CUSIP: 362334FV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4551811 | PA      | $4398435.23   | 0.18%             | 2036-03-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America 2021-3 Trust                                            | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3595746 | PA      | $3323002.18   | 0.14%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CBS Commercial Small Balance C                         | CBA Commercial Small Balance Commercial Mortgage                                 | CUSIP: 14984WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629201 | PA      | $578773.65    | 0.02%             | 2039-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                        | ChaseFlex Trust Series 2007-1                                                    | CUSIP: 16165VAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10923027 | PA      | $3634014.50   | 0.15%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB13 LLC                                                               | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2374045.25   | 0.10%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                        | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $649767.56    | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638757 | PA      | $471605.34    | 0.02%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140107 | PA      | $1155029.41   | 0.05%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                             | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $595659.75    | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417400 | PA      | $368762.76    | 0.02%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  88049553 | PA      | $937639.69    | 0.04%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                      | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $279343.26    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                               | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    525000 | PA      | $555929.85    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FMD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827738 | PA      | $1259060.02   | 0.05%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                          | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    425000 | PA      | $403043.06    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Yale Mortgage Loan Trust                               | Yale Mortgage Loan Trust 2007-1                                                  | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7641203 | PA      | $2378938.82   | 0.10%             | 2037-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2005-4                                            | CUSIP: 07324SCV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442826 | PA      | $416919.47    | 0.02%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Voyager OPTONE Delaware Trust                          | Voyager OPTONE Delaware Trust                                                    | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24166066 | PA      | $5248700.31   | 0.22%             | 2038-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    782700 | PA      | $712418.55    | 0.03%             | 2063-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239922 | PA      | $2269210.80   | 0.09%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $709046.53    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                         | Carrington Mortgage Loan Trust Series 2007-FRE1                                  | CUSIP: 144527AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7830346 | PA      | $6562091.88   | 0.27%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                         | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1821244 | PA      | $1540780.78   | 0.06%             | 2047-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                  | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1457070.00   | 0.06%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Mo                         | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250CB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    864685 | PA      | $846145.88    | 0.04%             | 2040-12-28      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                     | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252306.03    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1935334 | PA      | $1523711.87   | 0.06%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1028100 | PA      | $1044455.63   | 0.04%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                         | Carrington Mortgage Loan Trust Series 2007-FRE1                                  | CUSIP: 144527AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4884740 | PA      | $4336901.75   | 0.18%             | 2036-12-26      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                  | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539386.58    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                       | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614077.20    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461700 | PA      | $1501079.22   | 0.06%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $74010297.10  | 3.08%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                   | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    425000 | PA      | $438804.85    | 0.02%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-2CB                                                  | CUSIP: 12668BLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2790542 | PA      | $1148480.32   | 0.05%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                   | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $404921.25    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                         | HarborView Mortgage Loan Trust 2007-4                                            | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191678 | PA      | $1172789.29   | 0.05%             | 2037-07-19      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                      | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129928.00    | 0.01%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                               | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $385771.13    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                         | RALI Series 2006-QO5 Trust                                                       | CUSIP: 75114HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447245 | PA      | $415617.81    | 0.02%             | 2046-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $651596.96    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1921100 | PA      | $1539425.84   | 0.06%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2007-8                                           | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2297066 | PA      | $932005.06    | 0.04%             | 2038-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10487558 | PA      | $10163912.14  | 0.42%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720300 | PA      | $739442.62    | 0.03%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4891603 | PA      | $137134.63    | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                   | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $465639.75    | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3582414 | PA      | $3561758.77   | 0.15%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-2CB                                                  | CUSIP: 12668BLE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765942 | PA      | $326895.57    | 0.01%             | 2036-03-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-J14                                                  | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491029 | PA      | $292250.95    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding Corp                                                     | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   4281799 | PA      | $3676742.56   | 0.15%             | 2036-03-27      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2005-TC1                            | CUSIP: 073879VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908185 | PA      | $913322.59    | 0.04%             | 2035-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                           | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155706.30    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                  | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537750.68    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                         | Structured Asset Securities Corp                                                 | CUSIP: 86359DMC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1771999 | PA      | $1523952.89   | 0.06%             | 2035-06-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Series 2006-SA2 Trust                                                      | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5066683 | PA      | $3537405.44   | 0.15%             | 2036-08-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2006-22                                    | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6433777 | PA      | $6388753.01   | 0.27%             | 2047-05-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286000 | PA      | $285081.34    | 0.01%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2006-A Trust                                             | CUSIP: 058927AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236413 | PA      | $212937.82    | 0.01%             | 2036-02-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                         | Structured Asset Mortgage Investments II Trust 2007-AR4                          | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913673 | PA      | $851464.15    | 0.04%             | 2047-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $791763.00    | 0.03%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203109 | PA      | $1002042.24   | 0.04%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2506656 | PA      | $2466163.60   | 0.10%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3711922 | PA      | $2734625.80   | 0.11%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                         | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3313067 | PA      | $369173.36    | 0.02%             | 2037-03-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                 | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    875000 | PA      | $881604.50    | 0.04%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-2CB                                                  | CUSIP: 12668BLD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993457 | PA      | $313725.82    | 0.01%             | 2036-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                    | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $582591.90    | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                          | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480795.19    | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                               | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $341360.83    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |    786795 | PA      | $755239.01    | 0.03%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5947218 | PA      | $370879.24    | 0.02%             | 2031-06-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                             | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $745768.35    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6164381 | PA      | $5970748.98   | 0.25%             | 2037-06-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2007-6                                            | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |   5232687 | PA      | $4677126.53   | 0.19%             | 2037-12-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1287100 | PA      | $1136477.89   | 0.05%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                   | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2534890.50   | 0.11%             | 2064-10-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2007-HYB1                                        | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094315 | PA      | $937482.94    | 0.04%             | 2037-03-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                 | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335937.32    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                         | RALI Series 2006-QS15 Trust                                                      | CUSIP: 74922YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352683 | PA      | $309796.09    | 0.01%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $47635.57     | 0.00%             | 2065-05-25      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421114 | PA      | $338474.43    | 0.01%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                      | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $785140.86    | 0.03%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                   | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $296893.58    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2007-9                                                    | CUSIP: 3622EEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14377247 | PA      | $5444767.00   | 0.23%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                 | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442710.32    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                         | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |   1530387 | PA      | $1458265.83   | 0.06%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259300 | PA      | $238134.87    | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $336618.10    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                             | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                  | CUSIP: 61748BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857439 | PA      | $431611.86    | 0.02%             | 2036-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XLII Ltd                                                    | CUSIP: 04965TAC5<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |  12131250 | PA      | $3107541.00   | 0.13%             | 2047-11-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264500 | PA      | $1863300.35   | 0.08%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                               | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $958018.95    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3                    | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10424034 | PA      | $1672802.12   | 0.07%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                               | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2047806 | PA      | $1799121.80   | 0.07%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                   | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1579000 | PA      | $1613775.74   | 0.07%             | 2064-10-25      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust 2019-SL2                                             | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4146853 | PA      | $3703909.85   | 0.15%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                         | Banc of America Mortgage 2005-I Trust                                            | CUSIP: 05949CHU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213417 | PA      | $200487.08    | 0.01%             | 2035-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       306 | PA      | $303.09       | 0.00%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                              | GSMPS Mortgage Loan Trust 2004-4                                                 | CUSIP: 36242DJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405412 | PA      | $2168819.58   | 0.09%             | 2034-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                   | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362871.71    | 0.02%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863548 | PA      | $401613.53    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housin                         | Pagaya AI Technology in Housing Trust 2023-1                                     | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2533326.00   | 0.11%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FFY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985291 | PA      | $704695.91    | 0.03%             | 2035-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iShares MBS ETF                                        | iShares MBS ETF                                                                  | CUSIP: 464288588<br>LEI: 549300M0TH0IE2E6RP07 | Long             | EC               | RF                | US        |   1400000 | NS      | $133770000.00 | 5.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TVC DSCR_21-1: A                                       | TVC DSCR_21-1: A                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2437918 | PA      | $2247296.97   | 0.09%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345800 | PA      | $319145.11    | 0.01%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    475000 | PA      | $494004.34    | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                 | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205733.40    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                         | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396558 | PA      | $332107.63    | 0.01%             | 2037-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2005-J2                                          | CUSIP: 12669GV81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3754546 | PA      | $2375897.45   | 0.10%             | 2035-08-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                           | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687239.78    | 0.03%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                         | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2878487 | PA      | $2806605.61   | 0.12%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2006-AR1                                                 | CUSIP: 3623414F3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22242 | PA      | $26924.76     | 0.00%             | 2036-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                 | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $346148.40    | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548000 | PA      | $1544177.83   | 0.06%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | VCC 2025-MC1 Trust                                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2491863 | PA      | $2478448.24   | 0.10%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403400 | PA      | $373532.75    | 0.02%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Bloomberg Convertible Securities ETF | State Street SPDR Bloomberg Convertible Securities ETF                           | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |   1115770 | NS      | $103945133.20 | 4.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365300 | PA      | $320643.57    | 0.01%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93935BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3570736 | PA      | $748242.98    | 0.03%             | 2036-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                               | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207702.20    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47350000 | PA      | $38296161.99  | 1.59%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                   | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130084.75    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                    | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    950000 | PA      | $978954.33    | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                          | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1             | CUSIP: 25157GCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2915149 | PA      | $1446733.28   | 0.06%             | 2035-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                      | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    850000 | PA      | $846038.24    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1303390 | PA      | $1290395.23   | 0.05%             | 2061-01-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    850000 | PA      | $839298.76    | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-12T1                                                 | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705811 | PA      | $720398.93    | 0.03%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                  | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1656832.65   | 0.07%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2017-2 Trust                                                                | CUSIP: 12651N106<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2889301 | PA      | $2490413.82   | 0.10%             | 2047-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2006-12                                    | CUSIP: 23242EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1223099 | PA      | $1208563.75   | 0.05%             | 2037-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BUA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91068 | PA      | $74938.17     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                               | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    675000 | PA      | $704674.09    | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48055000 | PA      | $40491969.07  | 1.69%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                 | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104627.70    | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-OA14                                                 | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2931553 | PA      | $2476061.62   | 0.10%             | 2046-11-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Tru                         | Soundview Home Loan Trust 2006-OPT5                                              | CUSIP: 83612CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11889029 | PA      | $10411913.65  | 0.43%             | 2036-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                 | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75197.03     | 0.00%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041340 | PA      | $1905619.70   | 0.08%             | 2060-12-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                 | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    432000 | PA      | $410295.63    | 0.02%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance                          | Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3                   | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3127990.32   | 0.13%             | 2037-10-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                          | First Franklin Mortgage Loan Trust 2006-FF8                                      | CUSIP: 320278AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9145230 | PA      | $8023399.60   | 0.33%             | 2036-07-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                               | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    325000 | PA      | $328368.30    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                         | RALI Series 2005-QA12 Trust                                                      | CUSIP: 761118NB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143707 | PA      | $1000250.17   | 0.04%             | 2035-12-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                          | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681430.54    | 0.03%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                            | MetLife Inc                                                                      | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     27600 | NS      | $571872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Equity Asset Trust                                | Home Equity Asset Trust 2007-1                                                   | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2884623 | PA      | $2480582.49   | 0.10%             | 2037-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3                    | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14841851 | PA      | $1705647.83   | 0.07%             | 2056-07-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                         | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431051.60    | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    450315 | PA      | $428177.51    | 0.02%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                  | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698591.27    | 0.03%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                         | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439036.47    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                  | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457934.85    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-OA14                                                 | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570132 | PA      | $517401.72    | 0.02%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2006-OA5                                         | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520419 | PA      | $1490195.65   | 0.06%             | 2046-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO II Ltd                                                                | CUSIP: 77587FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $547797.00    | 0.02%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MCM 2021-VFN1: NOTE CMO/WHOLE                          | MCM 2021-VFN1: NOTE CMO/WHOLE                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5453902 | PA      | $5234238.78   | 0.22%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2007-S3                                                 | CUSIP: 46631NAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6157066 | PA      | $1631847.82   | 0.07%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                         | Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1                    | CUSIP: 86358BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2514826 | PA      | $4753624.95   | 0.20%             | 2037-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition                         | JP Morgan Mortgage Acquisition Trust 2006-WF1                                    | CUSIP: 46628SAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100877 | PA      | $26276.93     | 0.00%             | 2036-07-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3148920 | PA      | $3085300.52   | 0.13%             | 2061-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                         | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346561.83    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                         | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175862.10    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-OA2                                                  | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3781914 | PA      | $3314250.25   | 0.14%             | 2047-03-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2006-HE1                            | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2323317 | PA      | $2292295.59   | 0.10%             | 2035-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                     | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4603430 | PA      | $1865217.62   | 0.08%             | 2057-11-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                 | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404000.00    | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2007-BC2                                   | CUSIP: 12669QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    807868 | PA      | $413839.99    | 0.02%             | 2037-06-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                          | New Residential Mortgage Loan Trust 2022-SFR2                                    | CUSIP: 64830RAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4810144.00   | 0.20%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2006-E Trust                                             | CUSIP: 05950DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159772 | PA      | $143504.54    | 0.01%             | 2036-06-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                  | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256739.75    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                      | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $255843.00    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150815 | PA      | $2138663.51   | 0.09%             | 2061-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750188 | PA      | $2101289.06   | 0.09%             | 2051-12-26      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housi                         | BankAmerica Manufactured Housing Contract Trust                                  | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $403868.50    | 0.02%             | 2025-12-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                         | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631243 | PA      | $513693.59    | 0.02%             | 2037-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MMDA OVERNIGHT SWEEP                                   | MMDA OVERNIGHT SWEEP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 103683950 | NS      | $103683950.40 | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2938740.90   | 0.12%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GQY7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     66610 | PA      | $63824.46     | 0.00%             | 2035-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                       | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $264913.11    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                         | IndyMac INDX Mortgage Loan Trust 2007-FLX3                                       | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159962 | PA      | $1438517.38   | 0.06%             | 2037-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                   | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640527.79    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-69                                                   | CUSIP: 12668AN27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43291 | PA      | $39596.22     | 0.00%             | 2035-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-F                                                  | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6318090 | PA      | $6313517.23   | 0.26%             | 2061-06-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2023-4                                    | CUSIP: 92259HAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634282 | PA      | $608049.72    | 0.03%             | 2053-11-25      | Variable      | 10.74%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BRX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258370 | PA      | $198878.64    | 0.01%             | 2036-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41315000 | PA      | $36331378.13  | 1.51%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                               | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772083.00    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra                         | VOLT CVI LLC                                                                     | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2457081 | PA      | $2458530.13   | 0.10%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-OA3                                                  | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351443 | PA      | $334621.27    | 0.01%             | 2036-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23345368 | PA      | $885550.52    | 0.04%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2005-4                                            | CUSIP: 07324SCU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519085 | PA      | $489553.67    | 0.02%             | 2036-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                         | Ellington Financial Mortgage Trust 2017-1                                        | CUSIP: 31574XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2797000 | PA      | $2112845.41   | 0.09%             | 2066-02-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    925000 | PA      | $963124.64    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                 | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W5      | CUSIP: 040104QQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4736330 | PA      | $5182491.54   | 0.22%             | 2036-01-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                        | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $425420.70    | 0.02%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                         | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702066 | PA      | $571210.70    | 0.02%             | 2037-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78500000 | PA      | $58019472.46  | 2.41%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3892850.80   | 0.16%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                         | Public Storage                                                                   | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     31500 | NS      | $512505.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fremont Home Loan Trust                                | Fremont Home Loan Trust 2005-D                                                   | CUSIP: 35729PMF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1367010 | PA      | $1269535.23   | 0.05%             | 2035-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                         | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $598994.75    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark WM-R Ltd                                                                  | CUSIP: 77587CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $3828438.75   | 0.16%             | 2031-04-20      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T                         | Morgan Stanley Mortgage Loan Trust 2006-4SL                                      | CUSIP: 61748HYC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163264 | PA      | $166295.30    | 0.01%             | 2036-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                         | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576187 | PA      | $516675.33    | 0.02%             | 2037-07-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2367092 | PA      | $579205.04    | 0.02%             | 2037-04-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                         | Banc of America Funding 2005-F Trust                                             | CUSIP: 05946XZD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65513 | PA      | $58588.95     | 0.00%             | 2035-09-20      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                          | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3156695 | PA      | $1507109.75   | 0.06%             | 2037-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $74372890.44  | 3.10%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                          | Citigroup Mortgage Loan Trust 2007-9                                             | CUSIP: 17313NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2607519 | PA      | $1225277.48   | 0.05%             | 2047-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                      | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157001.85    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                         | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254106.05    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                    | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    775000 | PA      | $796359.78    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor                         | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 225470RT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295007 | PA      | $2684124.00   | 0.11%             | 2036-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  54204693 | PA      | $830817.01    | 0.03%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42400000 | PA      | $37123187.71  | 1.55%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati                         | Residential Asset Securitization Trust 2006-A7CB                                 | CUSIP: 76113NAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642804 | PA      | $102492.55    | 0.00%             | 2036-07-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                 | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $636619.80    | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                    | Rocket Software Inc                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1020052.43   | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                          | New Residential Mortgage Loan Trust 2022-SFR2                                    | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4725480.00   | 0.20%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                               | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822401.41    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                               | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    125000 | PA      | $129585.00    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                             | Morgan Stanley ABS Capital I Inc Trust 2007-SEA1                                 | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |    876225 | PA      | $840588.09    | 0.03%             | 2047-02-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM2                                           | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14397796 | PA      | $14586761.71  | 0.61%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                               | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    775000 | PA      | $754864.47    | 0.03%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                         | GMACM Mortgage Loan Trust 2005-AR6                                               | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379305 | PA      | $271113.00    | 0.01%             | 2035-11-19      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871700 | PA      | $876193.18    | 0.04%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                   | Beacon Mobility Corp                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $494574.28    | 0.02%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                | GSR Mortgage Loan Trust 2006-7F                                                  | CUSIP: 36298NAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473248 | PA      | $650102.32    | 0.03%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                   | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    550000 | PA      | $543125.00    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                  | Western Alliance Bank                                                            | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   1507129 | PA      | $1570945.72   | 0.07%             | 2059-07-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2021-INV1 Trust                                                              | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3121305.00   | 0.13%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                         | Structured Asset Investment Loan Trust 2005-HE1                                  | CUSIP: 86358EUX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4396227 | PA      | $3265046.47   | 0.14%             | 2035-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2006-OA4                                         | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9718097 | PA      | $2679484.44   | 0.11%             | 2046-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757900 | PA      | $759907.75    | 0.03%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                               | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $544033.10    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                  | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553763.12    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-4                                    | CUSIP: 92258DAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1704162 | PA      | $1362849.25   | 0.06%             | 2051-12-26      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6446649 | PA      | $2640785.49   | 0.11%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                   | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535576.65    | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2004-36CB                                                 | CUSIP: 12667FR23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261393 | PA      | $185255.05    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                     | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353144.18    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                               | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    275000 | PA      | $271292.53    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-79CB                                                 | CUSIP: 12668BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1695172 | PA      | $804498.99    | 0.03%             | 2036-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                         | Residential Mortgage Loan Trust 2020-2                                           | CUSIP: 76123MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3670452.75   | 0.15%             | 2060-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12666TAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715591 | PA      | $696418.56    | 0.03%             | 2035-12-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                      | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206987.00    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941400 | PA      | $944989.09    | 0.04%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2023-4                                    | CUSIP: 92259HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750748 | PA      | $2798446.29   | 0.12%             | 2053-11-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                         | Chase Mortgage Finance Corp                                                      | CUSIP: 16163YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846254 | PA      | $1678929.52   | 0.07%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680300 | PA      | $1625574.31   | 0.07%             | 2065-01-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-J1                                                   | CUSIP: 02149MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81284 | PA      | $130867.57    | 0.01%             | 2036-11-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                 | Conseco Finance Corp                                                             | CUSIP: 393505B27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621436 | PA      | $626228.74    | 0.03%             | 2028-12-01      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744365 | PA      | $1219390.98   | 0.05%             | 2051-08-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FFD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304595 | PA      | $1036626.30   | 0.04%             | 2035-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                         | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830363 | PA      | $679969.33    | 0.03%             | 2037-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                               | Gaea Mortgage Loan Trust 2025-A                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2572525 | PA      | $2507533.63   | 0.10%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                         | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811319 | PA      | $677663.60    | 0.03%             | 2035-05-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1566164.41   | 0.07%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    407000 | PA      | $417870.88    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339340.23    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                 | Cascade MH Asset Trust 2019-MH1                                                  | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4038230 | PA      | $3881594.59   | 0.16%             | 2044-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                  | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $529961.50    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: CERT                                    | TVC DSCR_21-1: CERT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1322747 | PA      | $1133027.58   | 0.05%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                               | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305939.10    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                          | First Franklin Mortgage Loan Trust 2006-FFH1                                     | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4473799 | PA      | $4107220.90   | 0.17%             | 2036-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2885 | PA      | $2732.02      | 0.00%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                          | New Residential Mortgage Loan Trust 2020-NQM1                                    | CUSIP: 64830VAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1389000 | PA      | $1195571.61   | 0.05%             | 2060-01-26      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292229.30    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                         | Gray Media Inc                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $520670.10    | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                         | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3796484 | PA      | $1723101.90   | 0.07%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703882.05    | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-42CB                                                 | CUSIP: 12667G4S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4201763 | PA      | $2348503.80   | 0.10%             | 2035-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466066.46    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5398407 | PA      | $5434538.33   | 0.23%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1949821 | PA      | $1348446.50   | 0.06%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                               | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211114.55    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                               | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398147.74    | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greenpoint Manufactured Housin                         | Greenpoint Manufactured Housing                                                  | CUSIP: 395386AY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4480390 | PA      | $1402286.45   | 0.06%             | 2031-06-20      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                         | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492916 | PA      | $677285.16    | 0.03%             | 2037-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8572117 | PA      | $478769.89    | 0.02%             | 2031-06-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1443020 | PA      | $1454438.30   | 0.06%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities Trust 2006-SD1                              | CUSIP: 07384YVJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $5001183.81   | 0.21%             | 2036-04-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                  | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323389.17    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873700 | PA      | $853408.75    | 0.04%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6011467.20   | 0.25%             | 2037-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    425000 | PA      | $445555.98    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                               | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    554000 | PA      | $579971.52    | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924181 | PA      | $664085.08    | 0.03%             | 2051-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424300 | PA      | $1396880.52   | 0.06%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2023-2                                    | CUSIP: 92260AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3012254 | PA      | $3023160.25   | 0.13%             | 2053-05-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORP                                   | Ambac Assurance Corp                                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |    381965 | PA      | $477456.19    | 0.02%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $669845.36    | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5039754 | PA      | $4985891.89   | 0.21%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                  | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724106.25    | 0.03%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                         | New Century Home Equity Loan Trust Series 2005-C                                 | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5733185 | PA      | $5098486.83   | 0.21%             | 2035-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                  | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    825000 | PA      | $860260.50    | 0.04%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1374305 | PA      | $1385127.79   | 0.06%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                         | CWABS Asset-Backed Certificates Trust 2006-18                                    | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9402439 | PA      | $9829199.55   | 0.41%             | 2037-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc                         | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9752270 | PA      | $1234411.10   | 0.05%             | 2030-07-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360940.39    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105453 | PA      | $102038.37    | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2128000 | PA      | $1682925.40   | 0.07%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                 | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420325.60    | 0.02%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100 | PA      | $2091.46      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Series 2005-SA3 Trust                                                      | CUSIP: 76111XVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1490534 | PA      | $584710.67    | 0.02%             | 2035-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187900 | PA      | $1168706.51   | 0.05%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                  | Western Alliance Bank                                                            | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   2120669 | PA      | $2214009.05   | 0.09%             | 2059-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3184130 | PA      | $2956375.98   | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                    | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    675000 | PA      | $656046.78    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-E                                                  | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2915420.80   | 0.12%             | 2060-12-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16192892 | PA      | $566547.21    | 0.02%             | 2064-01-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9994 | PA      | $9194.61      | 0.00%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635617 | PA      | $1649184.84   | 0.07%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3023611 | PA      | $3630750.46   | 0.15%             | 2061-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                          | New Residential Mortgage Loan Trust 2022-SFR1                                    | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6365352.50   | 0.26%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2022-RPL1                                                | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993547 | PA      | $627987.21    | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                               | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670181.20    | 0.03%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                               | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313699.20    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755129 | PA      | $631418.37    | 0.03%             | 2048-10-26      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-25CB                                                 | CUSIP: 02147VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6693793 | PA      | $3400752.93   | 0.14%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1402300 | PA      | $1422745.25   | 0.06%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27655430 | PA      | $785602.27    | 0.03%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                         | Adjustable Rate Mortgage Trust 2007-1                                            | CUSIP: 007037AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373736 | PA      | $898502.90    | 0.04%             | 2037-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730286.20    | 0.03%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1369240 | PA      | $1387388.48   | 0.06%             | 2063-10-25      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1327977 | PA      | $1334377.99   | 0.06%             | 2064-01-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                  | TRK 2022-INV1 Trust                                                              | CUSIP: 872635AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3179341.60   | 0.13%             | 2057-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2912407 | PA      | $3561121.86   | 0.15%             | 2060-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52750000 | PA      | $38657919.79  | 1.61%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2021-2                                    | CUSIP: 92259MAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134055 | PA      | $854613.84    | 0.04%             | 2051-08-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-B                                                  | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6972828 | PA      | $6773387.10   | 0.28%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                  | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $372779.63    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                           | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $711436.60    | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                       | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176926.93    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175520.34    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832565 | PA      | $425559.68    | 0.02%             | 2052-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                               | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $579398.60    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Home Equity Trust 2006-5                                                    | CUSIP: 362334GQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7699449 | PA      | $2190206.82   | 0.09%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                           | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    925000 | PA      | $798695.88    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2006-HE9                            | CUSIP: 07389MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581740 | PA      | $594100.44    | 0.02%             | 2036-11-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                  | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $181169.63    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                      | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    850000 | PA      | $894865.55    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499095.00    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-20CB                                                 | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805445 | PA      | $1093585.82   | 0.05%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                         | Structured Adjustable Rate Mortgage Loan Trust Series 2006-3                     | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484278 | PA      | $760931.47    | 0.03%             | 2036-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                         | Adjustable Rate Mortgage Trust 2005-3                                            | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180131 | PA      | $167695.73    | 0.01%             | 2035-07-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition                          | Bayview Financial Revolving Asset Trust 2004-B                                   | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4317179 | PA      | $3567311.13   | 0.15%             | 2039-05-28      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                 | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $856976.29    | 0.04%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014239 | PA      | $1019516.81   | 0.04%             | 2064-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                  | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $494546.98    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891672 | PA      | $345720.63    | 0.01%             | 2036-08-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | JP Morgan Mortgage Trust 2007-A5                                                 | CUSIP: 46632BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571674 | PA      | $371703.39    | 0.02%             | 2037-10-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                               | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1009113.46   | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2354000 | PA      | $2119325.03   | 0.09%             | 2066-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV5                                             | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1443420 | PA      | $752663.61    | 0.03%             | 2051-12-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                       | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269875.79    | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortg                         | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5024855.00   | 0.21%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2021-2 Mortgage Loan Trust                                                  | CUSIP: 19685WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $3443429.16   | 0.14%             | 2066-08-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                  | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    425000 | PA      | $445615.05    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375528.15    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5758524 | PA      | $5693201.20   | 0.24%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243200 | PA      | $1254150.23   | 0.05%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                               | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $288673.83    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                         | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    425000 | PA      | $423820.71    | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391185 | PA      | $340784.39    | 0.01%             | 2048-10-26      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                          | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263901.00    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    425000 | PA      | $398473.33    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919189 | PA      | $447681.04    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                      | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    675000 | PA      | $654441.26    | 0.03%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626342.72    | 0.03%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                         | Romark CLO Ltd                                                                   | CUSIP: 77587VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $722800.00    | 0.03%             | 2030-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                               | Angel Oak Mortgage Trust 2020-R1                                                 | CUSIP: 034651AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3324000 | PA      | $2979600.69   | 0.12%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                         | Structured Asset Mortgage Investments II Trust 2006-AR4                          | CUSIP: 86360QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220452 | PA      | $218677.99    | 0.01%             | 2036-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663800 | PA      | $673653.58    | 0.03%             | 2064-01-25      | Variable      | 8.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406353.20    | 0.02%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724200 | PA      | $736371.92    | 0.03%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo                         | Banc of America Alternative Loan Trust 2006-7                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3442434 | PA      | $902458.78    | 0.04%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3766500 | PA      | $3714086.89   | 0.15%             | 2037-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                               | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $529374.84    | 0.02%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2576400 | PA      | $2485375.02   | 0.10%             | 2064-06-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                 | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $721000.00    | 0.03%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                     | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $470250.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891672 | PA      | $167941.05    | 0.01%             | 2036-08-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                               | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $449739.93    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                         | Merrill Lynch Mortgage Investors Trust Series 2006-RM5                           | CUSIP: 59023FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6826443 | PA      | $1015814.38   | 0.04%             | 2037-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2006-15CB                                                 | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531057 | PA      | $704241.34    | 0.03%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FHV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020383 | PA      | $876301.50    | 0.04%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                            | Visio 2022-1 Trust                                                               | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990957.00   | 0.08%             | 2057-08-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                 | Argent Mortgage Loan Trust 2005-W1                                               | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6126407 | PA      | $5124213.44   | 0.21%             | 2035-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                        | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474455.70    | 0.02%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1633922.42   | 0.07%             | 2063-10-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                               | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $604923.00    | 0.03%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                               | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534760.28    | 0.02%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                 | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322266 | PA      | $113585.99    | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                          | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    725000 | PA      | $739015.70    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                    | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287012.28    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                 | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $474222.15    | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                  | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $544025.57    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365703 | PA      | $981810.60    | 0.04%             | 2035-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                 | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    700000 | PA      | $638093.82    | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                         | Chase Mortgage Finance Trust Series 2007-S6                                      | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3545279 | PA      | $1403519.05   | 0.06%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                     | Tricon Residential 2022-SFR1 Trust                                               | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1590287.52   | 0.07%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    675000 | PA      | $658713.74    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Popular ABS Mortgage Pass-Thro                         | Popular ABS Mortgage Pass-Through Trust 2005-3                                   | CUSIP: 73316PDT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955985 | PA      | $2539611.07   | 0.11%             | 2035-07-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                          | American Home Mortgage Assets Trust 2006-2                                       | CUSIP: 02660XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003694 | PA      | $938757.75    | 0.04%             | 2046-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                       | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAE1<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1518414.00   | 0.06%             | 2069-05-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5898001 | PA      | $5896015.11   | 0.25%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                 | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606573.00    | 0.03%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692843 | PA      | $948092.55    | 0.04%             | 2035-09-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2006-HE10                           | CUSIP: 07389RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300205 | PA      | $2369150.35   | 0.10%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru                         | MASTR Asset Securitization Trust 2007-1                                          | CUSIP: 55292AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4163747 | PA      | $690531.57    | 0.03%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                          | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200811.20    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                         | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 Trust  | CUSIP: 93934FJB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074595 | PA      | $1780854.31   | 0.07%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                            | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299181.51    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                              | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992518.70    | 0.04%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                         | RALI Series 2005-QA10 Trust                                                      | CUSIP: 761118GC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4747982 | PA      | $1742720.10   | 0.07%             | 2035-09-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2018-2                                    | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1044577 | PA      | $924807.98    | 0.04%             | 2048-10-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1212650 | PA      | $1213452.43   | 0.05%             | 2051-11-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                         | Bayview Commercial Asset Trust 2007-5                                            | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-MBS          | CORP              | US        |   4976332 | PA      | $2740525.92   | 0.11%             | 2037-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                 | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    425000 | PA      | $446323.97    | 0.02%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                  | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286153.45    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3428724.95   | 0.14%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2021-JR1 Trust                                                              | CUSIP: 12657XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888243 | PA      | $333776.90    | 0.01%             | 2060-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo                         | Velocity Commercial Capital Loan Trust 2022-1                                    | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675904 | PA      | $3151315.31   | 0.13%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                         | WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust                    | CUSIP: 93364CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5202955 | PA      | $4488539.49   | 0.19%             | 2047-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                    | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321734.66    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC 2021-NQM2                                                                   | CUSIP: 12662EAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3289850 | PA      | $2636417.03   | 0.11%             | 2066-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1948385 | PA      | $1959764.05   | 0.08%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2431419 | PA      | $3318886.39   | 0.14%             | 2051-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                        | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47550000 | PA      | $36706370.86  | 1.53%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                            | GSAMP Trust 2007-HSBC1                                                           | CUSIP: 362429AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3566000 | PA      | $3570408.29   | 0.15%             | 2047-02-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS                         | Spruce Hill Mortgage Loan Trust 2020-SH1                                         | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2311536.43   | 0.10%             | 2050-01-28      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                       | MortgageIT Trust 2004-1                                                          | CUSIP: 61913PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485862 | PA      | $458536.82    | 0.02%             | 2034-11-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                   | FirstKey Homes 2020-SFR2 Trust                                                   | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2703306.30   | 0.11%             | 2037-10-19      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                  | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155581.80    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                         | Structured Asset Securities Corp Mortgage Loan Trust Series 2006-RF3             | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13253978 | PA      | $7240779.36   | 0.30%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                               | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695261.00    | 0.03%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                   | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1897100.40   | 0.08%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                               | Ajax Mortgage Loan Trust 2022-A                                                  | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88700 | PA      | $72415.19     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                  | Bread Financial Holdings Inc                                                     | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    850000 | PA      | $907284.90    | 0.04%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                   | Prime Mortgage Trust 2006-DR1                                                    | CUSIP: 74159UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929930 | PA      | $796754.64    | 0.03%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                         | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2906592 | PA      | $315343.43    | 0.01%             | 2036-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                   | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $381578.63    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                 | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $444115.67    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                          | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909740.30    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                      | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1034639.78   | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                  | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $714899.93    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                         | Alternative Loan Trust 2007-9T1                                                  | CUSIP: 02150JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    777374 | PA      | $357027.94    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2024-NQM3                                           | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110 | PA      | $2039.26      | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2025-NQM4                                           | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19636929 | PA      | $20177270.67  | 0.84%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                           | MASTR Resecuritization Trust 2008-3                                              | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911618 | PA      | $277767.70    | 0.01%             | 2037-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                           | Barclays Mortgage Loan Trust 2023-NQM3                                           | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    963000 | PA      | $974951.12    | 0.04%             | 2063-10-25      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                  | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335998.98    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                          | Citicorp Mortgage Securities Trust Series 2007-9                                 | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439010 | PA      | $1373147.62   | 0.06%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust 2005-31                                          | CUSIP: 126694UN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705060 | PA      | $639646.99    | 0.03%             | 2036-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust 2021-INV7                                             | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254359 | PA      | $211355.68    | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                 | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    450000 | PA      | $470078.61    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-26

**Name of Applicant:** Old Westbury Funds Inc

**Signature:** Matthew A. Rizzi

**Name of Signer:** Matthew A. Rizzi

**Title:** Vice President & Treasurer (Principal Financial Officer)