# EDGAR Filing Document

**Accession Number:** 0000909994
**File Stem:** 0000940400-26-025595
**Filing Date:** 2026-6
**Character Count:** 460859
**Document Hash:** f418aced3252345c9abd822fd07cd06d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025595.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025595

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261125018

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2543751517.83

**Total Liabilities:** $3997925.79

**Net Assets:** $2539753592.04

**Cash Not Reported:** $860000.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 35.49899000 | **1-Year:** 15677.55878000 | **5-Year:** 50069.53145000 | **10-Year:** 57177.41311000 | **30-Year:** 4753.41472000

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

- **3-Month:** 1158.72784000 | **1-Year:** 51486.65744000 | **5-Year:** 190169.32524000 | **10-Year:** 125381.80494000 | **30-Year:** 86012.09776000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221944 | 1.74%                | -2.15%               | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $571683.70               | $34096249.97                               |
| Month 2  | $1248316.22              | $-65330169.76                              |
| Month 3  | $763961.85               | $10777618.86                               |

**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      | $-547299.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1                                             | VCC 2022-1 M4                                                                                                                                          | CUSIP: 92258XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3458162 | PA      | $2889807.54   | 0.11%             | 2052-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSMPS 2006-RP1 1AF1                                                                                                                                    | CUSIP: 3623413C1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    821181 | PA      | $664315.75    | 0.03%             | 2036-01-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-D A                                                                                                                                         | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4574485 | PA      | $4577886.10   | 0.18%             | 2060-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-CES1 MORTGAGE TRUST                                                            | CROSS 2025-CES1 A1A                                                                                                                                    | CUSIP: 22757WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1002849 | PA      | $1001001.67   | 0.04%             | 2060-11-25      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-1                                                         | VERUS 2022-1 B1                                                                                                                                        | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $3959440.00   | 0.16%             | 2067-01-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | SUN 5.625 03/15/31 144A                                                                                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351298.85    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                             | FREMOR 8.375 04/01/32 144A                                                                                                                             | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456234.75    | 0.02%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                                          | TNET 7.125 08/15/31 144A                                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    975000 | PA      | $967803.92    | 0.04%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                            | FKH 2022-SFR1 E2                                                                                                                                       | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3945180.80   | 0.16%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A C                                                                                                                                         | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001542 | PA      | $1327578.49   | 0.05%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2006-S5                        | NAA 2006-S5 A1                                                                                                                                         | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310317 | PA      | $646075.80    | 0.03%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    925000 | PA      | $983312.00    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indymac MBS Inc Series 2007-F2                                                            | IMSC 2007-F2 1A4                                                                                                                                       | CUSIP: 45670JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710378 | PA      | $479175.11    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                | ADNT 7.5 02/15/33 144A                                                                                                                                 | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $255736.00    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-AC2 22A1                                                                                                                                    | CUSIP: 07387UGV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2906527 | PA      | $292648.28    | 0.01%             | 2036-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-D B                                                                                                                                         | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182726 | PA      | $2167846.13   | 0.09%             | 2060-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | POST 4.5 09/15/31 144A                                                                                                                                 | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376055.36    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B4                                                                                                                                     | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608752 | PA      | $509521.75    | 0.02%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST                                                   | CSMC 2009-12R 3A1                                                                                                                                      | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7023954 | PA      | $2629178.34   | 0.10%             | 2037-10-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-22 2A16                                                                                                                                     | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3994002 | PA      | $1488587.28   | 0.06%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVESCO EXCHANGE-TRADED FUND TRUST II                                                     | INVESCO EXCHANGE-TRADED FUND TRUST II PFD ETF                                                                                                          | CUSIP: 46138E511<br>LEI: O540V2L4S174Y60FMD36 | Long             | EC               | RF                | US        |   3482215 | NS      | $38826697.25  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| APS RESECURITIZATION TRUST 2016-1                                                         | APS 2016-1 1MZ                                                                                                                                         | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13566714 | PA      | $4925755.03   | 0.19%             | 2057-07-27      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B3                                                                                                                                     | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145737 | PA      | $966760.92    | 0.04%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 XS                                                                                                                                      | CUSIP: 066941AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19086179 | PA      | $359661.87    | 0.01%             | 2064-06-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B3                                                                                                                                      | CUSIP: 06744FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2216500 | PA      | $2176343.00   | 0.09%             | 2063-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP                           | RIVENT 6.25 10/15/30 144A                                                                                                                              | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $127159.00    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL              | UNSEAM 4.625 06/01/28 144A                                                                                                                             | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084371.20   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                              | ROCKIE 6.75 03/15/33 144A                                                                                                                              | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182459.43    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A A3                                                                                                                                        | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914036 | PA      | $850434.54    | 0.03%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                          | SCRT 2018-3 BX                                                                                                                                         | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2569478 | PA      | $744425.69    | 0.03%             | 2057-08-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-1                                             | VCC 2021-1 M5                                                                                                                                          | CUSIP: 92259TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1567327 | PA      | $1190845.58   | 0.05%             | 2051-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES INC ASSET BACKED PASS-THROUGH CERTIFICATES SERIES 2005-R7  | AMSI 2005-R3 M7                                                                                                                                        | CUSIP: 03072SA54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4443116.50   | 0.17%             | 2035-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2007-12T1 A5                                                                                                                                     | CUSIP: 02150LAE7<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   1721999 | PA      | $750422.46    | 0.03%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                               | DRMT 2022-1 B1                                                                                                                                         | CUSIP: 24382JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3314000 | PA      | $2768240.54   | 0.11%             | 2067-01-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE TRUST                                                              | CHASE 2007-S2 1A9                                                                                                                                      | CUSIP: 16163EAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5213674 | PA      | $2658460.90   | 0.10%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                              | CHTR 5.125 05/01/27 144A                                                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $215761.64    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 B2                                                                                                                                         | CUSIP: 92838TAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3209030.55   | 0.13%             | 2065-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A4X                                                                                                                                    | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7872776 | PA      | $325045.66    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR4 TRUST                                                      | PROG 2022-SFR4 E1                                                                                                                                      | CUSIP: 74332XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4751000 | PA      | $4729812.92   | 0.19%             | 2041-05-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-10                                            | SAIL 2005-9 M2                                                                                                                                         | CUSIP: 86358EYG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4561028 | PA      | $4238630.99   | 0.17%             | 2035-11-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438082.88    | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                             | CRWV 9.75 10/01/31 144A                                                                                                                                | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326881.93    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A A2                                                                                                                                        | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    532000 | PA      | $497739.41    | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2023-SFR1 TRUST                                                      | PROG 2023-SFR1 E1                                                                                                                                      | CUSIP: 74334FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $917126.03    | 0.04%             | 2040-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2008-1R 2A3                                                                                                                                      | CUSIP: 02152LAF2<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   1327121 | PA      | $633428.99    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-2 | LBSBC 2007-2A M2                                                                                                                                       | CUSIP: 52521VAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2655770 | PA      | $2314481.03   | 0.09%             | 2037-06-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MORTGAGE LOAN TRUST 2007-1                                                     | LABSM 2007-1 2A1                                                                                                                                       | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195580 | PA      | $129233.09    | 0.01%             | 2037-06-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION CORP                                                       | JPMAC 2006-WMC2 A3                                                                                                                                     | CUSIP: 46628TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195932 | PA      | $91039.29     | 0.00%             | 2036-07-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                                      | PFORGE 6.75 03/15/31 144A                                                                                                                              | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $519779.01    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RASC SERIES 2005-KS10 TRUST                                                               | RASC 2005-KS10 M4                                                                                                                                      | CUSIP: 75405WAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3825000 | PA      | $3406211.08   | 0.13%             | 2035-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-12CB A10                                                                                                                                    | CUSIP: 12668BXF5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   2355978 | PA      | $847975.60    | 0.03%             | 2036-05-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M2                                                                                                                                        | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3453061 | PA      | $2898813.63   | 0.11%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2007-QS1 TRUST                                                                | RALI 2007-QS1 1A5                                                                                                                                      | CUSIP: 74922KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2213460 | PA      | $1672239.01   | 0.07%             | 2037-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                   | VSTA 2020-2 B1                                                                                                                                         | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992552.00    | 0.04%             | 2065-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR5                                   | SAMI 2006-AR5 4A1                                                                                                                                      | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2853741 | PA      | $897954.26    | 0.04%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KW 4.75 02/01/30                                                                                                                                       | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $663984.10    | 0.03%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                                | TEX 6.25 10/15/32 144A                                                                                                                                 | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330319.28    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | US BANCORP DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK                    | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     28500 | NS      | $428640.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                     | WLSC 6.625 04/15/30 144A                                                                                                                               | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386220.38    | 0.02%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-9                                                  | CSMC 2006-9 3A1                                                                                                                                        | CUSIP: 126380AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880313 | PA      | $772431.12    | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                       | CHDN 5.5 04/01/27 144A                                                                                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649393.75    | 0.03%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-SPT1 TRUST                                                                      | CSMC 2020-SPT1 B2                                                                                                                                      | CUSIP: 12659LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2174939.04   | 0.09%             | 2065-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 A2                                                                                                                                      | CUSIP: 06744FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914528 | PA      | $1929822.24   | 0.08%             | 2063-10-25      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | XYZ 6 08/15/33 144A                                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1122828.75   | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-11 MORTGAGE LOAN TRUST                                                          | COLT 2025-11 A1                                                                                                                                        | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-O            | CORP              | US        |   3635090 | PA      | $3631046.92   | 0.14%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TRUST                                                                      | GCAT 2021-NQM7 B1                                                                                                                                      | CUSIP: 36167YAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3437000 | PA      | $2984729.98   | 0.12%             | 2066-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                                         | CMLTI 2006-AR1 1A2                                                                                                                                     | CUSIP: 17307G3A4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      4698 | PA      | $1178.74      | 0.00%             | 2035-10-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-9CB 1A3                                                                                                                                     | CUSIP: 12667GEM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558445 | PA      | $497609.96    | 0.02%             | 2035-05-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                            | EFMT 2025-NQM5 A1                                                                                                                                      | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845547 | PA      | $3835385.04   | 0.15%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-9                                                           | JPMMT 2019-9 B6                                                                                                                                        | CUSIP: 46651YCA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075375 | PA      | $616641.60    | 0.02%             | 2050-05-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES 2021-SFR11 TRUST                                                             | PROG 2021-SFR11 F                                                                                                                                      | CUSIP: 74333XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2427265.75   | 0.10%             | 2039-01-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7                              | ABSHE 2006-HE1 M2                                                                                                                                      | CUSIP: 04541GVM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6070842 | PA      | $5622726.14   | 0.22%             | 2036-01-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M1                                                                                                                                        | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999392 | PA      | $924705.44    | 0.04%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYV 2004-B A2                                                                                                                                         | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431677 | PA      | $201039.03    | 0.01%             | 2039-05-28      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                                   | VFC 2.95 04/23/30                                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    325000 | PA      | $294876.14    | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A3X                                                                                                                                    | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15014209 | PA      | $265634.40    | 0.01%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSMPS 2005-RP1 1AF                                                                                                                                     | CUSIP: 36242DXG3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2145174 | PA      | $1881197.62   | 0.07%             | 2035-01-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | WELLS FARGO & COMPANY DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    122100 | NS      | $2326005.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                      | ASHWOO 6.875 08/01/33 144A                                                                                                                             | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $367943.48    | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3 02/15/49                                                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $33926289.18  | 1.34%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                                                             | ISHARES TRUST JPMORGAN USD EMG                                                                                                                         | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |   2183194 | NS      | $209149985.20 | 8.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2007-3                                                             | BSARM 2007-3 1A1                                                                                                                                       | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163093 | PA      | $147786.79    | 0.01%             | 2047-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                                  | FTAI 7 05/01/31 144A                                                                                                                                   | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310476.60    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-1                                                         | VERUS 2021-1 B1                                                                                                                                        | CUSIP: 92537QAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3162000 | PA      | $2517370.97   | 0.10%             | 2066-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2006-6                                                  | CSMC 2006-6 2A1                                                                                                                                        | CUSIP: 22942JAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6016329 | PA      | $741588.97    | 0.03%             | 2036-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSR 2007-OA2 2A1                                                                                                                                       | CUSIP: 3622NCAB2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   6963138 | PA      | $3926062.12   | 0.15%             | 2047-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A5X                                                                                                                                    | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2928154 | PA      | $83002.32     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDING COMPANY LLC                                                             | PGY 8.875 08/01/30                                                                                                                                     | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |    825000 | PA      | $640173.27    | 0.03%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                              | SAST 2006-2 M3                                                                                                                                         | CUSIP: 80556XAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4218455 | PA      | $3560743.89   | 0.14%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                      | AMSR 2023-SFR2 F1                                                                                                                                      | CUSIP: 00178YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1715359.68   | 0.07%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                                  | FTAI 7 06/15/32 144A                                                                                                                                   | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722565.90    | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMACM HOME EQUITY LOAN TRUST 2005-HE3                                                     | GMACM 2005-HE3 A3                                                                                                                                      | CUSIP: 361856EJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199868 | PA      | $194962.11    | 0.01%             | 2036-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                                    | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    800000 | PA      | $761086.70    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                            | SABHLD 11.125 07/15/30 144A                                                                                                                            | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150500.00    | 0.01%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3.375 11/15/48                                                                                                                                       | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46350000 | PA      | $35912197.38  | 1.41%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-25 1A3                                                                                                                                      | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3454339 | PA      | $1441354.91   | 0.06%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                             | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546512.76    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-1                                                               | CHNGE 2022-1 A1                                                                                                                                        | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912411 | PA      | $879437.78    | 0.03%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2007-OAR2                               | MANA 2007-OAR2 A2                                                                                                                                      | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218778 | PA      | $986204.71    | 0.04%             | 2037-04-27      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-10 LTD                                                                          | CBAM 2019-10A SUB                                                                                                                                      | CUSIP: 12482QAC8<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |  17550000 | PA      | $209196.00    | 0.01%             | 2032-04-20      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 2.875 05/15/49                                                                                                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47300000 | PA      | $33250421.88  | 1.31%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                                           | MAGLLC 4.875 05/01/29 144A                                                                                                                             | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    925000 | PA      | $905620.51    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2007-1 TRUST                                                      | BAFC 2007-1 TA5                                                                                                                                        | CUSIP: 05951FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    841692 | PA      | $789679.06    | 0.03%             | 2037-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2021-6                                                                | RCKT 2021-6 A5                                                                                                                                         | CUSIP: 74939KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7974888 | PA      | $7122837.86   | 0.28%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2006-2A B1                                                                                                                                        | CUSIP: 07324YAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571296 | PA      | $551969.65    | 0.02%             | 2036-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BRINK'S COMPANY (THE)                                                                     | BCO 6.75 06/15/32 144A                                                                                                                                 | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769443.00    | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A A1                                                                                                                                        | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4381775 | PA      | $4259572.57   | 0.17%             | 2061-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | VENLNG 8.375 06/01/31 144A                                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $677712.10    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A1                                                                                                                                      | CUSIP: 066941AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10721199 | PA      | $10795961.09  | 0.43%             | 2064-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-AHL2 A3B                                                                                                                                    | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2573674 | PA      | $1753080.51   | 0.07%             | 2037-05-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                         | TRS LUMSTRUU INDEX                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-646000.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 SA                                                                                                                                      | CUSIP: 06744FAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       304 | PA      | $277.16       | 0.00%             | 2063-10-25      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| RWLV CAPITAL INC                                                                          | RWLVCA 4.625 04/16/29 144A                                                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $625719.71    | 0.02%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERIT SECURITIES CORP                                                                     | MESC 13 M2                                                                                                                                             | CUSIP: 589962CW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1792199 | PA      | $1707069.59   | 0.07%             | 2033-12-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-3                                                | AHMA 2007-3 22A1                                                                                                                                       | CUSIP: 026935AJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655373 | PA      | $586555.58    | 0.02%             | 2037-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                             | WBD 4.054 03/15/29 *                                                                                                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267638.25    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-2                                                         | VERUS 2024-2 B2                                                                                                                                        | CUSIP: 92539UAF7<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012064.10   | 0.04%             | 2069-02-25      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES TRUST                                                        | CMSI 2008-2 1A1                                                                                                                                        | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658570 | PA      | $1434155.33   | 0.06%             | 2038-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RASC SERIES 2006-KS4 TRUST                                                                | RASC 2006-KS4 M2                                                                                                                                       | CUSIP: 75406EAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180057 | PA      | $1163493.54   | 0.05%             | 2036-06-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                              | EMBC 5 02/15/30 144A                                                                                                                                   | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    725000 | PA      | $681113.07    | 0.03%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                    | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    725000 | PA      | $791241.08    | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-AHL2 A3C                                                                                                                                    | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69157 | PA      | $47127.75     | 0.00%             | 2037-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMOTIVE PLC                                                          | TTMTIN 5.5 07/15/29 144A                                                                                                                               | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $667447.49    | 0.03%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A2                                                                                                                                      | CUSIP: 066941AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    845350 | PA      | $851236.92    | 0.03%             | 2064-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC                       | BRPCN 6.25 09/15/27 144A                                                                                                                               | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $700167.30    | 0.03%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2019-2                                             | VCC 2019-2 M5                                                                                                                                          | CUSIP: 92257NAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199899 | PA      | $173499.30    | 0.01%             | 2049-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OMF 7.125 11/15/31                                                                                                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557726.95    | 0.02%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                                       | FOUR 6.75 08/15/32 144A                                                                                                                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    675000 | PA      | $673666.20    | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM5                                                    | BARC 2025-NQM5 PT2                                                                                                                                     | CUSIP: 06745XAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18234642 | PA      | $18604752.62  | 0.73%             | 2055-10-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2006-SL1                                              | BSMF 2006-SL1 A1                                                                                                                                       | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337749 | PA      | $335867.48    | 0.01%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION TRUST 2007-WF1                                                  | HALO 2007-WF1 A3                                                                                                                                       | CUSIP: 40431KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4180124 | PA      | $1266401.88   | 0.05%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                  | VMED 5 07/15/30 144A                                                                                                                                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $547901.97    | 0.02%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                                                           | EROCN 6.5 02/15/30 144A                                                                                                                                | 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      |
| FIRSTKEY HOMES 2022-SFR1 TRUST                                                            | FKH 2022-SFR1 E1                                                                                                                                       | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3956968.40   | 0.16%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7                                                 | BRAVO 2024-NQM7 B1                                                                                                                                     | CUSIP: 105698AG9<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523548.65   | 0.06%             | 2064-10-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A M1                                                                                                                                        | CUSIP: 009692AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    827000 | PA      | $729280.11    | 0.03%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2004-6                                                             | BSARM 2005-12 23A1                                                                                                                                     | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444254 | PA      | $413207.07    | 0.02%             | 2036-02-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NSANY 4.81 09/17/30 144A                                                                                                                               | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $373567.73    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A3                                                                                                                                        | CUSIP: 009692AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $245029.62    | 0.01%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                                                      | AMSR 2023-SFR2 F2                                                                                                                                      | CUSIP: 00178YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2111580.53   | 0.08%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M2                                                                                                                                         | CUSIP: 92262XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301541 | PA      | $297733.39    | 0.01%             | 2055-10-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2005-SA5 3A                                                                                                                                      | CUSIP: 76111XZC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404626 | PA      | $168409.66    | 0.01%             | 2035-11-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 1.625 11/15/50                                                                                                                                       | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103400000 | PA      | $53291390.11  | 2.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                                               | RBIT 2021-HB1 M6                                                                                                                                       | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3581954 | PA      | $3206626.70   | 0.13%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                        | FFML 2003-FF4 M1                                                                                                                                       | CUSIP: 32027NDU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901164 | PA      | $898267.35    | 0.04%             | 2033-10-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                           | MASBRA 7 07/15/32 144A                                                                                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    950000 | PA      | $944837.51    | 0.04%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2021-3 M7                                                                                                                                          | CUSIP: 92258RAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2159690 | PA      | $1497562.61   | 0.06%             | 2051-10-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                             | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $499471.00    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                                    | OTEXCN 4.125 12/01/31 144A                                                                                                                             | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $426937.10    | 0.02%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC / RADIO SYSTEMS CORP                                                | PETSAF 9.5 10/15/29 144A                                                                                                                               | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $186641.26    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OMF 5.375 11/15/29                                                                                                                                     | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320368.13    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7                                                 | BRAVO 2024-NQM7 B2                                                                                                                                     | CUSIP: 105698AH7<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509177.60   | 0.06%             | 2064-10-25      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WCC 6.375 03/15/33 144A                                                                                                                                | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464801.85    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M1                                                                                                                                         | CUSIP: 92262XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269930 | PA      | $266697.97    | 0.01%             | 2055-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-45T1 2A2                                                                                                                                    | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032170 | PA      | $550879.59    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B2                                                                                                                                     | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823546 | PA      | $701660.96    | 0.03%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-J7                               | CWALT 2006-J7 2A1                                                                                                                                      | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353898 | PA      | $1280582.26   | 0.05%             | 2046-11-20      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-QX1                                            | CWL 2007-QX1 A1                                                                                                                                        | CUSIP: 12670EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425653 | PA      | $2256894.81   | 0.09%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2006-1                                                            | HMBT 2006-1 2A1                                                                                                                                        | CUSIP: 43739ECN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92172 | PA      | $90911.59     | 0.00%             | 2037-04-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                              | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $386597.55    | 0.02%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A C                                                                                                                                         | CUSIP: 009692AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382121 | PA      | $772984.22    | 0.03%             | 2062-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC                                                                | VSTJET 7.875 05/01/27 144A                                                                                                                             | CUSIP: 92840JAD1<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |    550000 | PA      | $550033.55    | 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        |   5267489 | PA      | $4185597.14   | 0.16%             | 2031-09-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M4                                                                                                                                         | CUSIP: 92262XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313705 | PA      | $309786.16    | 0.01%             | 2055-10-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | CZR 6.5 02/15/32 144A                                                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364370.59    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                                   | NXST 6.5 09/15/33 144A                                                                                                                                 | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403078.40    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MORGAN STANLEY DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH OF A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES K            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     38900 | NS      | $941380.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-41CB 1A4                                                                                                                                    | CUSIP: 02149CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730166 | PA      | $339146.78    | 0.01%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                                | HGVLLC 4.875 07/01/31 144A                                                                                                                             | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $416437.43    | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2007-21 1A1                                                                                                                                       | CUSIP: 17025WAA2<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |   1238850 | PA      | $527833.70    | 0.02%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2021-3 M5                                                                                                                                          | CUSIP: 92258RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3606491 | PA      | $3093549.87   | 0.12%             | 2051-10-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                     | WFMBS 2008-AR1 A2                                                                                                                                      | CUSIP: 94985QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711562 | PA      | $611212.71    | 0.02%             | 2038-03-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC                                                              | MSAC 2006-NC2 M1                                                                                                                                       | CUSIP: 617451EG0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-O            | CORP              | US        |   3576072 | PA      | $3646705.80   | 0.14%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                           | CMLTI 2006-AR3 1A2A                                                                                                                                    | CUSIP: 17306SAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38696 | PA      | $37577.96     | 0.00%             | 2036-06-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A B                                                                                                                                         | CUSIP: 009692AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605800 | PA      | $1236481.90   | 0.05%             | 2062-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M3                                                                                                                                         | CUSIP: 92262XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527697 | PA      | $521062.59    | 0.02%             | 2055-10-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                            | NRG 6 01/15/36 144A                                                                                                                                    | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $620722.94    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 M1                                                                                                                                      | CUSIP: 066941AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1498700 | PA      | $1504302.29   | 0.06%             | 2064-06-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE COMPANY                                                               | LBMLT 2006-2 1A                                                                                                                                        | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3590386 | PA      | $3160519.24   | 0.12%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                                | WMALT 2005-10 2A6                                                                                                                                      | CUSIP: 93934FGE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    534904 | PA      | $504035.98    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-SP3 TRUST                                                                | RAAC 2006-SP3 M3                                                                                                                                       | CUSIP: 74919QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1144424 | PA      | $1195621.39   | 0.05%             | 2036-08-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                       | ACRISU 6 08/01/29 144A                                                                                                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $849174.91    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-53T2 2A7                                                                                                                                    | CUSIP: 12668AKV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4198722 | PA      | $377597.82    | 0.01%             | 2035-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-OA21 A1                                                                                                                                     | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869530 | PA      | $1638056.92   | 0.06%             | 2047-03-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5                                         | GRADE 2024-RTL5 A1                                                                                                                                     | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2580198 | PA      | $2579773.56   | 0.10%             | 2030-04-25      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 1.25 05/15/50                                                                                                                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81560000 | PA      | $38243993.75  | 1.51%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                             | SATS 6.75 11/30/30                                                                                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    518562 | PA      | $526142.33    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                          | BYD 4.75 06/15/31 144A                                                                                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    925000 | PA      | $891492.86    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                       | GOINSO 5.625 06/01/29 144A                                                                                                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    722000 | PA      | $720810.00    | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                                    | MORTON 4.875 05/01/28 144A                                                                                                                             | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $410935.28    | 0.02%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTERNATIONAL INC                                                       | WLSC 4.625 08/15/28 144A                                                                                                                               | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395971.56    | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                              | MAGN 4.75 11/15/29 144A                                                                                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366379.72    | 0.01%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST 1997-2                                    | BAMH 1997-2 B1                                                                                                                                         | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5740000 | PA      | $305620.56    | 0.01%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| IRWIN HOME EQUITY LOAN TRUST 2006-3                                                       | IRWHE 2006-3 2A3                                                                                                                                       | CUSIP: 464125AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28366 | PA      | $28343.63     | 0.00%             | 2037-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2014-2R                                                                       | CSMC 2014-2R 17A3                                                                                                                                      | CUSIP: 12648EFN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1393233 | PA      | $1255892.54   | 0.05%             | 2037-04-29      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                             | DISH 5.75 12/01/28 144A                                                                                                                                | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368433.83    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYRT 2005-E A1                                                                                                                                        | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355999 | PA      | $362407.29    | 0.01%             | 2040-12-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-53T2 2A6                                                                                                                                    | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3023408 | PA      | $1494488.10   | 0.06%             | 2035-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-C                                              | OAK 2001-D A3                                                                                                                                          | CUSIP: 67087TCV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429976 | PA      | $134718.54    | 0.01%             | 2022-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                                        | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206255.60    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                | WMALT 2006-AR6 2A                                                                                                                                      | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1011450 | PA      | $590264.68    | 0.02%             | 2046-08-25      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                             | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $437378.96    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2                                                 | BRAVO 2021-NQM2 M1                                                                                                                                     | CUSIP: 10569EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2627000 | PA      | $2549273.37   | 0.10%             | 2060-03-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM2                                           | MLMI 2006-A3 3A1                                                                                                                                       | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467366 | PA      | $296121.96    | 0.01%             | 2036-05-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATIONS CORP                                                      | CNF 2000-1 A5                                                                                                                                          | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11183346 | PA      | $1231181.32   | 0.05%             | 2029-09-01      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                            | LBMLT 2006-9 2A3                                                                                                                                       | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4651430 | PA      | $1399949.75   | 0.06%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-OC3 1A1                                                                                                                                     | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453484 | PA      | $1394673.25   | 0.05%             | 2046-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                        | CIFR 7.125 11/15/30 144A                                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51825.46     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-7CB 2A1                                                                                                                                     | CUSIP: 12668BYM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200332 | PA      | $864012.08    | 0.03%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-OH2                                                           | CWALT 2007-OH2 A2A                                                                                                                                     | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-O            | CORP              | US        |    734399 | PA      | $689014.42    | 0.03%             | 2047-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2015-4R                                                                       | CSMC 2015-4R 1A4                                                                                                                                       | CUSIP: 12650BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4292991 | PA      | $2868147.39   | 0.11%             | 2036-10-27      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                            | PK 5.875 10/01/28 144A                                                                                                                                 | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698324.97    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                             | WHTCAP 7.375 11/15/30 144A                                                                                                                             | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303344.40    | 0.01%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                                            | PK 4.875 05/15/29 144A                                                                                                                                 | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778194.02    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 M5                                                                                                                                         | CUSIP: 92262XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114281 | PA      | $104119.28    | 0.00%             | 2055-10-25      | Variable      | 10.21%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 A2X                                                                                                                                    | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64677286 | PA      | $1807626.67   | 0.07%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CWHEQ HOME EQUITY LOAN TRUST SERIES 2006-C                                                | CWHEL 2006-C 2A                                                                                                                                        | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167793 | PA      | $167093.59    | 0.01%             | 2036-05-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 XS                                                                                                                                      | CUSIP: 06745KAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22290986 | PA      | $720050.12    | 0.03%             | 2064-12-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                             | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1167183.84   | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | CCL 6.125 02/15/33 144A                                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    650000 | PA      | $659528.72    | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 TRUST                                                      | PROG 2021-SFR9 F                                                                                                                                       | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2315413.68   | 0.09%             | 2040-11-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                 | GWCN 6.5 01/15/31 144A                                                                                                                                 | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $127696.75    | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                             | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    975000 | PA      | $930300.93    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | CLF 6.875 11/01/29 144A                                                                                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662372.54    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A2                                                                                                                                        | CUSIP: 009692AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481800 | PA      | $443823.42    | 0.02%             | 2062-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREEN TREE MANIFACTURED HOUSING CONTRACT PASS THROUGH CERTIFICATES                        | GT 1999-5 A6                                                                                                                                           | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2248085 | PA      | $506150.06    | 0.02%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                             | GSMBS 2025-NQM5 A1                                                                                                                                     | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-O            | CORP              | US        |   3027439 | PA      | $3008499.82   | 0.12%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-5                                                           | JPMMT 2017-5 A1B                                                                                                                                       | CUSIP: 46590YAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4742 | PA      | $4741.05      | 0.00%             | 2048-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CYH 5.25 05/15/30 144A                                                                                                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424906.16    | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                            | GPOR 6.75 09/01/29 144A                                                                                                                                | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538603.28    | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                          | PARA 4.2 05/19/32                                                                                                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218474.25    | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-65CB                                                          | CWALT 2005-63 5A1                                                                                                                                      | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59790 | PA      | $61193.17     | 0.00%             | 2035-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                                     | SSNC 5.5 09/30/27 144A                                                                                                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649429.95    | 0.03%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                                        | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672279.75    | 0.03%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2021-1R                                                   | RMLT 2021-1R B1                                                                                                                                        | CUSIP: 76090NAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2814000 | PA      | $2586527.50   | 0.10%             | 2065-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-A                                                           | AJAXM 2023-A A1                                                                                                                                        | CUSIP: 009692AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7415695 | PA      | $7055101.27   | 0.28%             | 2062-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2020-2                                                      | SGR 2020-2 B1                                                                                                                                          | CUSIP: 81882JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $161776.23    | 0.01%             | 2065-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B1                                                                                                                                      | CUSIP: 06745KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817900 | PA      | $818750.04    | 0.03%             | 2064-12-25      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS DUTCH HOLDING B BV                                                 | AXTA 7.25 02/15/31 144A                                                                                                                                | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $259597.28    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                             | SBGI 4.375 12/31/32 144A                                                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    350000 | PA      | $269759.00    | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-22R 2A1                                                                                                                                     | CUSIP: 02147LAL7<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    844548 | PA      | $415366.71    | 0.02%             | 2036-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                                   | RXO 6.375 05/15/31 144A                                                                                                                                | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173293.01    | 0.01%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                        | CFMT 2024-HB13 M4                                                                                                                                      | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1926085.60   | 0.08%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-AF2                                           | MLMI 2006-AF2 AF1                                                                                                                                      | CUSIP: 59023NAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317199 | PA      | $107465.89    | 0.00%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RE-REMIC TRUST                                                             | MSRR 2010-R5 7B                                                                                                                                        | CUSIP: 61759HBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1598949 | PA      | $2096808.36   | 0.08%             | 2037-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2020-2                                                      | SGR 2020-2 M1                                                                                                                                          | CUSIP: 81882JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257000 | PA      | $234526.51    | 0.01%             | 2065-05-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST 2005-2                                                      | MARP 2005-2 1A3                                                                                                                                        | CUSIP: 57643QAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2023272 | PA      | $1359114.22   | 0.05%             | 2035-05-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST                                                                            | BCAP 2012-RR3 1A5                                                                                                                                      | CUSIP: 05539BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372505 | PA      | $1017870.74   | 0.04%             | 2037-12-29      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| J.B. POINDEXTER & CO. INC                                                                 | JBPOIN 8.75 12/15/31 144A                                                                                                                              | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569933.65    | 0.02%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2007-NCW                                              | MABS 2007-NCW A1                                                                                                                                       | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003706 | PA      | $909982.64    | 0.04%             | 2037-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2015-1                                             | VCC 2020-1 M6                                                                                                                                          | CUSIP: 92259LAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344944 | PA      | $1035033.07   | 0.04%             | 2050-02-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL BANK                                                                    | WMHE 2007-HE2 2A3                                                                                                                                      | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4777420 | PA      | $1696992.74   | 0.07%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 XS2                                                                                                                                     | CUSIP: 066930AK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17839340 | PA      | $454219.94    | 0.02%             | 2065-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING TRUST                                                     | LABMH 2001-B M1                                                                                                                                        | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262358 | PA      | $263795.97    | 0.01%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B2                                                                                                                                      | CUSIP: 06745KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623800 | PA      | $621684.07    | 0.02%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2006-SA3 2A1                                                                                                                                     | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70232 | PA      | $36596.80     | 0.00%             | 2036-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2007-1                                              | MARM 2007-1 IM1                                                                                                                                        | CUSIP: 576431BG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17120853 | PA      | $513.63       | 0.00%             | 2047-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                           | BALTA 2006-2 11A1                                                                                                                                      | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659781 | PA      | $601058.86    | 0.02%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2005-14 1A2                                                                                                                                       | CUSIP: 362341B32<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2463906 | PA      | $1097325.75   | 0.04%             | 2035-12-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES SERIES 2007-CB6                            | CBASS 2007-CB6 A4                                                                                                                                      | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1678370 | PA      | $1117692.65   | 0.04%             | 2037-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | SUN 5.875 03/15/34 144A                                                                                                                                | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423474.76    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREEN TREE MANIFACTURED HOUSING CONTRACT PASS THROUGH CERTIFICATES                        | GT 1999-5 A5                                                                                                                                           | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992703 | PA      | $469117.85    | 0.02%             | 2030-03-01      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                  | BLURAC 7.25 07/15/32 144A                                                                                                                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $339968.20    | 0.01%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                                   | PRIMBP 8 03/15/31 144A                                                                                                                                 | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201097.60    | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2013-R7                                             | MSRR 2013-R7 1B                                                                                                                                        | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1867389 | PA      | $1724819.45   | 0.07%             | 2046-12-27      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2019-1 M4                                                                                                                                          | CUSIP: 92257CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    971032 | PA      | $876499.57    | 0.03%             | 2049-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                     | AAL 5.75 04/20/29 144A                                                                                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $625424.44    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                              | TCN 2021-SFR1 F                                                                                                                                        | CUSIP: 89614YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491927.60   | 0.06%             | 2038-07-19      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 B3                                                                                                                                      | CUSIP: 06745KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427800 | PA      | $1392877.30   | 0.05%             | 2064-12-25      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                               | STWD 3.625 07/15/26 144A                                                                                                                               | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796561.84    | 0.03%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                                             | SBGI 8.125 02/15/33 144A                                                                                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    725000 | PA      | $750788.25    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                                       | PBH 3.75 04/01/31 144A                                                                                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    475000 | PA      | $438738.69    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 SA                                                                                                                                      | CUSIP: 06745KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2600 | PA      | $1997.53      | 0.00%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2007-BR1                                   | SABR 2007-BR1 A2B                                                                                                                                      | CUSIP: 81378KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5395129 | PA      | $2161533.48   | 0.09%             | 2037-02-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | RGCARE 7 05/01/34 144A                                                                                                                                 | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292520.09    | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-45T1 2A8                                                                                                                                    | CUSIP: 02149JAX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2249486 | PA      | $363368.50    | 0.01%             | 2037-02-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006-I                                      | CWHEL 2006-RES 4T1B                                                                                                                                    | CUSIP: 23242YAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249663 | PA      | $244218.27    | 0.01%             | 2030-02-15      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2017-D B                                                                                                                                         | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1179 | PA      | $410.78       | 0.00%             | 2057-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                              | CHTR 4.5 08/15/30 144A                                                                                                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1212594.66   | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                 | WIN 8.25 10/01/31 144A                                                                                                                                 | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $661061.25    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MASTR SECOND LIEN TRUST 2006-1                                                            | MASL 2006-1 A                                                                                                                                          | CUSIP: 57644DAR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3586722 | PA      | $185835.24    | 0.01%             | 2036-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                    | XHR 6.625 05/15/30 144A                                                                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358121.75    | 0.01%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GSMSC RESECURITIZATION TRUST 2015-5R                                                      | GSMSC 2015-5R 1D                                                                                                                                       | CUSIP: 36251QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3496895 | PA      | $1988212.21   | 0.08%             | 2037-04-28      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES INC                                                                   | CCS 6.625 09/15/33 144A                                                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    725000 | PA      | $721359.78    | 0.03%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2019-1 M5                                                                                                                                          | CUSIP: 92257CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704182 | PA      | $624058.62    | 0.02%             | 2049-03-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTAINMENT INC                                                        | PRKS 5.25 08/15/29 144A                                                                                                                                | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338377.17    | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-4F                                                           | GSR 2007-4F 3A1                                                                                                                                        | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423158 | PA      | $262406.13    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                              | TCN 2021-SFR1 G                                                                                                                                        | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968000 | PA      | $962171.58    | 0.04%             | 2038-07-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3 08/15/48                                                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66000000 | PA      | $47875780.92  | 1.89%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                  | HHH 6.125 03/01/34 144A                                                                                                                                | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342954.54    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STARM MORTGAGE LOAN TRUST 2007-3                                                          | STARM 2007-2 3A3                                                                                                                                       | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204970 | PA      | $82757.73     | 0.00%             | 2037-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                                     | HBGCN 7.25 06/15/30 144A                                                                                                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620682.60    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-41CB 1A10                                                                                                                                   | CUSIP: 02149CAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008552 | PA      | $487335.37    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                                       | ASUCOR 8.375 02/01/34 144A                                                                                                                             | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $739955.93    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2019-3                                                      | SGR 2019-3 B1                                                                                                                                          | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95878.35     | 0.00%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                                    | CLDCRN 11.5 09/01/28 144A                                                                                                                              | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313102.80    | 0.01%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | NWL 8.5 06/01/28 144A                                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417986.00    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-45T1 2A7                                                                                                                                    | CUSIP: 02149JAW6<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   4498972 | PA      | $1758104.83   | 0.07%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP                                                                | GCCN 8.75 11/15/29 144A                                                                                                                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $487505.73    | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST SERIES 2003-3                                         | AABST 2003-3 M1                                                                                                                                        | CUSIP: 00764MAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111571 | PA      | $110693.34    | 0.00%             | 2034-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2019-1 M2                                                                                                                                          | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709393 | PA      | $656580.72    | 0.03%             | 2049-03-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VII CLO LTD                                                                 | CEDF 2018-7A SUB                                                                                                                                       | CUSIP: 15033AAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   9915625 | PA      | $1095180.78   | 0.04%             | 2031-01-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                          | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    825000 | PA      | $852041.85    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX5                                                | INDX 2007-FLX5 2A2                                                                                                                                     | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2132573 | PA      | $1989296.55   | 0.08%             | 2037-08-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                           | CWHL 2006-R2 AF1                                                                                                                                       | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219316 | PA      | $209165.58    | 0.01%             | 2036-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                      | ALPGEN 6.25 01/15/34 144A                                                                                                                              | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347607.61    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC                               | UNIT 6.5 02/15/29 144A                                                                                                                                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $589509.48    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                                          | MSAC 2007-NC1 A1                                                                                                                                       | CUSIP: 617505AA0<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   5338846 | PA      | $2284667.68   | 0.09%             | 2036-11-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022-SFR2                                                              | TCN 2022-SFR2 E                                                                                                                                        | CUSIP: 89616TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3985414.00   | 0.16%             | 2040-07-19      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| U.S. ACUTE CARE SOLUTIONS LLC                                                             | USACUT 9.75 05/15/29 144A                                                                                                                              | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1015914.97   | 0.04%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC                                                        | CMP 8 07/01/30 144A                                                                                                                                    | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287065.08    | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2015-1                                             | VCC 2020-1 M5                                                                                                                                          | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602151 | PA      | $456946.40    | 0.02%             | 2050-02-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                                       | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $365606.15    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2018-1 M6                                                                                                                                          | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    324287 | PA      | $294529.07    | 0.01%             | 2048-04-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-1                                             | VCC 2019-1 M3                                                                                                                                          | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    803582 | PA      | $732656.75    | 0.03%             | 2049-03-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSMPS 2005-RP3 1AF                                                                                                                                     | CUSIP: 362341LL1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2972470 | PA      | $2574600.88   | 0.10%             | 2035-09-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                  | HHH 4.125 02/01/29 144A                                                                                                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    475000 | PA      | $457354.56    | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                              | CHTR 4.25 02/01/31 144A                                                                                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $726609.79    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                          | STACR 2018-SPI2 M2                                                                                                                                     | CUSIP: 3137G1CT2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     29416 | PA      | $28812.22     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE TRUST 2018-RPL5                                                           | LMAT 2019-SL2 B                                                                                                                                        | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3534568 | PA      | $777036.28    | 0.03%             | 2059-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                          | VMED 5.5 05/15/29 144A                                                                                                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $482432.71    | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SACO I INC                                                                                | PRIME 2006-DR1 2A1                                                                                                                                     | CUSIP: 74159UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1479478 | PA      | $1390474.54   | 0.05%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 A2                                                                                                                                      | CUSIP: 06745KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417649 | PA      | $1414358.65   | 0.06%             | 2064-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST                                                              | SAST 2007-1 M1                                                                                                                                         | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8528973 | PA      | $8398012.81   | 0.33%             | 2047-01-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MORTGAGE LOAN TRUST 2007-HOA1                                                | IMSC 2007-HOA1 AXPP                                                                                                                                    | CUSIP: 45670LAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11610177 | PA      | $11184.08     | 0.00%             | 2047-07-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                               | DRMT 2021-1 B1                                                                                                                                         | CUSIP: 24380VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626000 | PA      | $1495843.42   | 0.06%             | 2065-05-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                  | SNAP 6.875 03/01/33 144A                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267722.73    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-OA3 1A2                                                                                                                                     | CUSIP: 02150TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114054 | PA      | $122232.70    | 0.00%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | POST 6.25 10/15/34 144A                                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222111.45    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-C                                              | OAK 2001-C A4                                                                                                                                          | CUSIP: 67087TCM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6795981 | PA      | $385771.83    | 0.02%             | 2031-06-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| PARADIGM PARENT LLC                                                                       | PDCO 8.75 04/17/32 144A                                                                                                                                | CUSIP: 69902PAA6<br>LEI: 254900EDT9YE5UFH3458 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473739.00    | 0.02%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                        | CFMT 2024-HB13 M2                                                                                                                                      | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1559890.08   | 0.06%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                                    | NOG 7.875 10/15/33 144A                                                                                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414557.80    | 0.02%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                                    | RMLT 2020-1 B2                                                                                                                                         | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2002541.82   | 0.08%             | 2060-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-45T1 2A5                                                                                                                                    | CUSIP: 02149JAU0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   2360139 | PA      | $1259629.96   | 0.05%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                   | EA 8.75 07/01/34 144A                                                                                                                                  | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156094.04    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                       | CSFB 2005-10 10A1                                                                                                                                      | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6037358 | PA      | $1166758.10   | 0.05%             | 2035-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4                                             | VCC 2025-P2 A                                                                                                                                          | CUSIP: 92262XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2960832 | PA      | $2927361.10   | 0.12%             | 2055-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 A3                                                                                                                                      | CUSIP: 06745KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1588040 | PA      | $1585231.54   | 0.06%             | 2064-12-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                      | ALPGEN 6.75 10/15/32 144A                                                                                                                              | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332866.95    | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                  | SNAP 6.875 03/15/34 144A                                                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169377.65    | 0.01%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2020-HB1                                                        | RBIT 2021-HB1 M4                                                                                                                                       | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3330194.35   | 0.13%             | 2031-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                        | NEENST 5.25 07/15/28 144A                                                                                                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916993.02    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                                                  | BLURAC 7 07/15/29 144A                                                                                                                                 | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $440183.13    | 0.02%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                             | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405043.36    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STARM MORTGAGE LOAN TRUST 2007-3                                                          | STARM 2007-2 4A1                                                                                                                                       | CUSIP: 78473TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126187 | PA      | $53155.18     | 0.00%             | 2037-04-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2006-1 TRUST            | WMALT 2006-1 4CB                                                                                                                                       | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2933990 | PA      | $2397850.08   | 0.09%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2003-UP3                                                    | CMLTI 2007-AHL3 A3B                                                                                                                                    | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3006968 | PA      | $2112386.34   | 0.08%             | 2045-07-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-31 2A1                                                                                                                                      | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380437 | PA      | $355703.28    | 0.01%             | 2035-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM4                                                    | BARC 2024-NQM4 M1                                                                                                                                      | CUSIP: 06745KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344600 | PA      | $1350469.04   | 0.05%             | 2064-12-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                   | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128802.01    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                        | MSM 2006-12XS A4                                                                                                                                       | CUSIP: 61749EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3822927 | PA      | $797569.67    | 0.03%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSR 2005-AR1 2A1                                                                                                                                       | CUSIP: 36242DUM3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    111563 | PA      | $110543.39    | 0.00%             | 2035-01-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 2.375 05/15/51                                                                                                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82250000 | PA      | $50847206.62  | 2.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | FFML 2006-FF4 M1                                                                                                                                       | CUSIP: 362334FV1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   4342017 | PA      | $4215523.09   | 0.17%             | 2036-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B1                                                                                                                                     | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3509146 | PA      | $3025433.84   | 0.12%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-3 TRUST                                                     | HPA 2021-3 F                                                                                                                                           | CUSIP: 43730XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3584798 | PA      | $3321504.28   | 0.13%             | 2041-01-17      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CBA COMMERCIAL ASSETS SMALL BALANCE COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES         | CBAC 2007-1A A                                                                                                                                         | CUSIP: 14984WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587806 | PA      | $534785.52    | 0.02%             | 2039-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST SERIES 2007-1                                                             | CFLX 2007-1 2A7                                                                                                                                        | CUSIP: 16165VAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10860984 | PA      | $3294940.18   | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                        | CFMT 2024-HB13 M3                                                                                                                                      | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2417454.00   | 0.10%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-D                                              | OAK 1999-C A2                                                                                                                                          | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559534 | PA      | $380993.11    | 0.02%             | 2027-08-15      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A2                                                                                                                                      | CUSIP: 066930AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982378 | PA      | $994075.37    | 0.04%             | 2065-05-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| ACUSHNET COMPANY                                                                          | GOLF 5.625 12/01/33 144A                                                                                                                               | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226045.35    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                | DVA 6.875 09/01/32 144A                                                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645119.38    | 0.03%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A3                                                                                                                                        | CUSIP: 009926AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417400 | PA      | $369431.93    | 0.01%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                    | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $428291.46    | 0.02%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 XS                                                                                                                                      | CUSIP: 06744FAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20684600 | PA      | $236979.32    | 0.01%             | 2063-10-25      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 AX1                                                                                                                                    | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  84858335 | PA      | $884690.57    | 0.03%             | 2051-12-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                         | INEGRP 7.5 04/15/29 144a                                                                                                                               | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296281.11    | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT US FINCO LLC                                                 | ISATLN 9 09/15/29 144A                                                                                                                                 | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1265624.40   | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST            | WMALT 2006-2 2CB                                                                                                                                       | CUSIP: 93934FMD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1646187 | PA      | $1106573.80   | 0.04%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| E.W. SCRIPPS COMPANY (THE)                                                                | SSP 9.875 08/15/30 144A                                                                                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426259.43    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| YALE MORTGAGE LOAN TRUST 2007-1                                                           | YMLT 2007-1 A                                                                                                                                          | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7518327 | PA      | $2282418.29   | 0.09%             | 2037-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                                       | SAN 2025-NQM6 A1                                                                                                                                       | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-O            | CORP              | US        |   2381311 | PA      | $2377783.12   | 0.09%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BCP VOYAGER MASTER FUND 2009                                                              | VOOML 2009-1 SAA7                                                                                                                                      | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23902473 | PA      | $5051202.12   | 0.20%             | 2038-02-26      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A2                                                                                                                                        | CUSIP: 009926AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782700 | PA      | $710229.81    | 0.03%             | 2063-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A3                                                                                                                                      | CUSIP: 066930AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1930038 | PA      | $1953001.07   | 0.08%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                           | ADAHEA 6.125 08/01/28 144A                                                                                                                             | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649876.89    | 0.03%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                         | OGN 5.125 04/30/31 144A                                                                                                                                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670711.83    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST                                                            | CARR 2007-FRE1 M1                                                                                                                                      | CUSIP: 144527AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7878862 | PA      | $6633753.23   | 0.26%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES                                      | WAMU 2007-OA5 2A                                                                                                                                       | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1781189 | PA      | $1511405.96   | 0.06%             | 2047-06-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| FRTKL 2021-SFR1                                                                           | FRTKL 2021-SFR1 F                                                                                                                                      | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1479741.00   | 0.06%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL REVOLVING ASSET TRUST 2005-E                                            | BAYRT 2005-E A2A                                                                                                                                       | CUSIP: 073250CB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747679 | PA      | $731977.46    | 0.03%             | 2040-12-28      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                                      | CROSIN 6.5 10/01/30 144A                                                                                                                               | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245613.89    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                             | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306571.50    | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST                                                            | CARR 2007-FRE1 A4                                                                                                                                      | CUSIP: 144527AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4884740 | PA      | $4209510.18   | 0.17%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B C                                                                                                                                         | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2022238 | PA      | $1636498.31   | 0.06%             | 2062-03-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LVLT 7 03/31/34 144A                                                                                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $544544.18    | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2005-4A M3                                                                                                                                        | CUSIP: 07324SCV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412358 | PA      | $388838.44    | 0.02%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                   | NSIT 6.625 05/15/32 144A                                                                                                                               | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644730.52    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 M1                                                                                                                                      | CUSIP: 066930AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1461700 | PA      | $1474395.74   | 0.06%             | 2065-05-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-2CB A6                                                                                                                                      | CUSIP: 12668BLF8<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   2783212 | PA      | $1072363.42   | 0.04%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | RGCARE 8.375 02/15/32 144A                                                                                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393447.75    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                            | HVMLT 2007-4 2A2                                                                                                                                       | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150381 | PA      | $1142303.90   | 0.04%             | 2037-07-19      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                                            | RALI 2006-QO5 2A1                                                                                                                                      | CUSIP: 75114HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421662 | PA      | $393101.97    | 0.02%             | 2046-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                | VMED 6.75 01/15/33 144A                                                                                                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $594157.01    | 0.02%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B B                                                                                                                                         | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1921100 | PA      | $1587015.72   | 0.06%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                           | CWHL 2007-8 1A12                                                                                                                                       | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2297066 | PA      | $919897.22    | 0.04%             | 2038-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C A1                                                                                                                                        | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9583473 | PA      | $9195053.63   | 0.36%             | 2063-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B1                                                                                                                                      | CUSIP: 066941AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028100 | PA      | $1037514.62   | 0.04%             | 2064-06-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B1                                                                                                                                      | CUSIP: 066930AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    720300 | PA      | $734573.39    | 0.03%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 A5X                                                                                                                                    | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4714315 | PA      | $131757.56    | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                      | CAPCOP 6.75 03/31/33 144A                                                                                                                              | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $457956.45    | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-RR1                                                                             | NYMT 2024-RR1 A                                                                                                                                        | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3427978 | PA      | $3407343.54   | 0.13%             | 2064-05-28      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-2CB A5                                                                                                                                      | CUSIP: 12668BLE1<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |   1761303 | PA      | $309358.97    | 0.01%             | 2036-03-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2015-R3 TRUST                                                     | BAFC 2015-R3 1A2                                                                                                                                       | CUSIP: 05990QAB9<br>LEI: 5493007QL4MZKX7JWH30 | Long             | ABS-O            | CORP              | US        |   4018706 | PA      | $3404334.12   | 0.13%             | 2036-03-27      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2005-TC1 M4                                                                                                                                      | CUSIP: 073879VJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    839440 | PA      | $842626.56    | 0.03%             | 2035-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512608.00    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LVLT 6.875 06/30/33 144A                                                                                                                               | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541816.73    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                            | SASC 2005-RF3 1A                                                                                                                                       | CUSIP: 86359DMC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675781 | PA      | $1452640.53   | 0.06%             | 2035-06-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                                   | RHP 6.5 04/01/32 144A                                                                                                                                  | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384792.00    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2006-SA2 2A1                                                                                                                                     | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6684471 | PA      | $4426743.05   | 0.17%             | 2036-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                                                    | FCFS 6.125 05/01/34 144A                                                                                                                               | CUSIP: 33767DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299287.29    | 0.01%             | 2034-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-22 M1                                                                                                                                         | CUSIP: 12666BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6545246 | PA      | $6381614.78   | 0.25%             | 2047-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B2                                                                                                                                      | CUSIP: 066930AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286000 | PA      | $283760.93    | 0.01%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2006-A TRUST                                                      | BAFC 2006-A 3A2                                                                                                                                        | CUSIP: 058927AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224612 | PA      | $203632.69    | 0.01%             | 2036-02-20      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR4                                   | SAMI 2007-AR4 GA4B                                                                                                                                     | CUSIP: 86364NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    877310 | PA      | $817509.86    | 0.03%             | 2047-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 B4                                                                                                                                     | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1184169 | PA      | $984446.26    | 0.04%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C C                                                                                                                                         | CUSIP: 009926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3807066 | PA      | $2068180.39   | 0.08%             | 2063-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR10 TRUST                                                     | PROG 2021-SFR10 F                                                                                                                                      | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2485166 | PA      | $2429522.08   | 0.10%             | 2040-12-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA1                                               | WFALT 2007-PA1 A2                                                                                                                                      | CUSIP: 94984TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3036831 | PA      | $325439.28    | 0.01%             | 2037-03-25      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-J14 A3                                                                                                                                      | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485541 | PA      | $282346.51    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP HOLDINGS INC                                                         | TIBX 6.5 03/31/29 144A                                                                                                                                 | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $851948.99    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-2CB A4                                                                                                                                      | CUSIP: 12668BLD3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    990848 | PA      | $301483.04    | 0.01%             | 2036-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                       | LIGPLL 7.25 08/15/32 144A                                                                                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $583730.33    | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                              | ZFFNGR 7.5 03/24/31 144A                                                                                                                               | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500643.78    | 0.02%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | VST 6.875 04/15/32 144A                                                                                                                                | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339291.23    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                                        | GHC 5.625 12/01/33 144A                                                                                                                                | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $717609.13    | 0.03%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                        | CFMT 2024-HB14 M2                                                                                                                                      | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |    786795 | PA      | $763317.82    | 0.03%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                                | PHIN 6.625 10/15/32 144A                                                                                                                               | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    775000 | PA      | $794010.75    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-26 M1                                                                                                                                         | CUSIP: 12668HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6224777 | PA      | $6047626.15   | 0.24%             | 2037-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B M2                                                                                                                                        | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287100 | PA      | $1150154.23   | 0.05%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-C                                              | OAK 2001-C A3                                                                                                                                          | CUSIP: 67087TCL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5947218 | PA      | $301348.52    | 0.01%             | 2031-06-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-6                                                     | BAYC 2007-6A A4A                                                                                                                                       | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-O            | CORP              | US        |   4717631 | PA      | $4249475.63   | 0.17%             | 2037-12-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1                                                                            | ACRA 2024-NQM1 M1B                                                                                                                                     | CUSIP: 00112EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2542826.50   | 0.10%             | 2064-10-25      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2007-HYB1 3A1                                                                                                                                     | CUSIP: 22239EAG1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |   1072491 | PA      | $930554.57    | 0.04%             | 2037-03-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                    | ENR 4.375 03/31/29 144A                                                                                                                                | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673379.91    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QS15 TRUST                                                               | RALI 2006-QS15 A1                                                                                                                                      | CUSIP: 74922YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330196 | PA      | $290981.36    | 0.01%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 B3                                                                                                                                      | CUSIP: 066930AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53000 | PA      | $47555.82     | 0.00%             | 2065-05-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 B5                                                                                                                                     | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414484 | PA      | $337990.05    | 0.01%             | 2051-12-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | RGCARE 9.875 08/15/30 144A                                                                                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291553.90    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2004-8                                                             | GSAA 2007-9 A3A                                                                                                                                        | CUSIP: 3622EEAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14324597 | PA      | $5390648.14   | 0.21%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                    | ENR 4.75 06/15/28 144A                                                                                                                                 | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443867.00    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST                                                                           | LXS 2007-20N A1                                                                                                                                        | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058439 | PA      | $1088918.00   | 0.04%             | 2037-12-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                           | BALTA 2006-6 1A1                                                                                                                                       | CUSIP: 073868AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2015686 | PA      | $1860538.20   | 0.07%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                                        | CFMT 2024-HB14 M3                                                                                                                                      | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |   1530387 | PA      | $1478274.11   | 0.06%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B M1                                                                                                                                        | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259300 | PA      | $239055.18    | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                                                         | ALIANT 7 01/15/31 144A                                                                                                                                 | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331692.73    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | MSAC 2006-HE4 A4                                                                                                                                       | CUSIP: 61748BAD6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |    830112 | PA      | $406539.83    | 0.02%             | 2036-06-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ATRIUM XIII LLC                                                                           | ATRM 13A SUB                                                                                                                                           | CUSIP: 04965TAC5<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |  12131250 | PA      | $929132.44    | 0.04%             | 2047-11-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C M2                                                                                                                                        | CUSIP: 009926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2264500 | PA      | $1872837.97   | 0.07%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE PUC                                                                       | PRGO 6.125 09/30/32 USD                                                                                                                                | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    950000 | PA      | $893919.51    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1                                                                            | ACRA 2024-NQM1 B1                                                                                                                                      | CUSIP: 00112EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1579000 | PA      | $1603324.02   | 0.06%             | 2064-10-25      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE TRUST 2018-RPL5                                                           | LMAT 2019-SL2 M                                                                                                                                        | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4235757 | PA      | $3765070.66   | 0.15%             | 2059-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES INC                                                   | BOAMS 2005-I 2A5                                                                                                                                       | CUSIP: 05949CHU3<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |    208380 | PA      | $197516.02    | 0.01%             | 2035-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| VCC 2025-MC1 TRUST                                                                        | VCC 2025-MC1 A1                                                                                                                                        | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2043428 | PA      | $2034362.95   | 0.08%             | 2055-05-25      | Fixed         | 8.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 SA                                                                                                                                      | CUSIP: 066930AH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        94 | PA      | $93.91        | 0.00%             | 2065-05-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSMPS 2004-4 1AF                                                                                                                                       | CUSIP: 36242DJQ7<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   2252708 | PA      | $2054805.60   | 0.08%             | 2034-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | RGCARE 5.375 01/15/29 144A                                                                                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506370.48    | 0.02%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-19                               | CWALT 2007-19 1A34                                                                                                                                     | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859337 | PA      | $411894.90    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1                                              | PATH 2023-1 F                                                                                                                                          | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2686041.90   | 0.11%             | 2040-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-10 TRUST           | WMALT 2005-10 1CB                                                                                                                                      | CUSIP: 93934FFY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    934323 | PA      | $672575.23    | 0.03%             | 2035-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                         | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395273.44    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                                                             | ISHARES TRUST MBS ETF                                                                                                                                  | CUSIP: 464288588<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |   1500000 | NS      | $142170000.00 | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B A3                                                                                                                                        | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345800 | PA      | $320622.37    | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                                 | VSTJET 9.5 06/01/28 144A                                                                                                                               | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $480166.43    | 0.02%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-C B                                                                                                                                         | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347802 | PA      | $1334615.83   | 0.05%             | 2061-01-25      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | LVLT 8.5 01/15/36 144A                                                                                                                                 | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535505.50    | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                                 | XIFR 7.25 01/15/29 144A                                                                                                                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259983.25    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA1                                               | WFALT 2007-PA1 A1                                                                                                                                      | CUSIP: 94984TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363494 | PA      | $307723.00    | 0.01%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2005-J2 3A9                                                                                                                                       | CUSIP: 12669GV81<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |   3647085 | PA      | $2258801.80   | 0.09%             | 2035-08-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                              | HNDLIN 3.875 08/15/31 144A                                                                                                                             | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    425000 | PA      | $386337.67    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA 2021-2 TRUST                                                     | HPA 2021-2 F                                                                                                                                           | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2878035 | PA      | $2840181.26   | 0.11%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                            | OTEXCN 3.875 02/15/28 144A                                                                                                                             | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $556350.97    | 0.02%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSR 2006-AR1 3A1                                                                                                                                       | CUSIP: 3623414F3<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     21479 | PA      | $26295.48     | 0.00%             | 2036-01-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                                    | VISANT 8.375 12/01/31 144A                                                                                                                             | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $711098.33    | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR3 TRUST                                                      | PROG 2022-SFR3 E2                                                                                                                                      | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548000 | PA      | $1543604.76   | 0.06%             | 2039-04-19      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TVC DSCR_21-1: A                                                                          | TVC DSCR_21-1: A                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034142 | PA      | $1912893.33   | 0.08%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B A2                                                                                                                                        | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    403400 | PA      | $376703.96    | 0.01%             | 2062-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPDR SERIES TRUST                                                                         | SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG CONVERTIBLE SECURITIES ETF                                                                               | CUSIP: 78464A359<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |   1200303 | NS      | $121278615.12 | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-C                                                           | AJAXM 2023-C M1                                                                                                                                        | CUSIP: 009926AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365300 | PA      | $320810.77    | 0.01%             | 2063-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES                                      | WMALT 2006-5 3A3                                                                                                                                       | CUSIP: 93935BAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3537238 | PA      | $716613.33    | 0.03%             | 2036-07-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | FMCN 7.25 02/15/34 144A                                                                                                                                | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $411246.40    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3.125 08/15/44                                                                                                                                       | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47350000 | PA      | $36785031.25  | 1.45%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VERDE PURCHASER LLC                                                                       | VRTV 10.5 11/30/30 144A                                                                                                                                | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131721.85    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                       | ROCSOF 9 11/28/28 144A                                                                                                                                 | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    975000 | PA      | $970174.82    | 0.04%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SECURITIES INC                                                          | DMSI 2006-PR1 CWA1                                                                                                                                     | CUSIP: 25157GCT7<br>LEI: 529900RSBMUF46QF5O69 | Long             | ABS-O            | CORP              | US        |   2906702 | PA      | $1422402.55   | 0.06%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                  | IRM 5.25 07/15/30 144A                                                                                                                                 | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643273.59    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME LOAN TRUST 2005-OPT1                                                       | SVHE 2006-OPT5 M1                                                                                                                                      | CUSIP: 83612CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11889643 | PA      | $10440137.47  | 0.41%             | 2036-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                                              | MIK 11 03/15/34 144A                                                                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168875.66    | 0.01%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-12T1 A22                                                                                                                                    | CUSIP: 02150LBG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1709614 | PA      | $713982.74    | 0.03%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | TFC V6.669 PERP N                                                                                                                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1650628.65   | 0.06%             | N/A             | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-2 TRUST                                                                         | CSMC 2017-2 CERT                                                                                                                                       | CUSIP: 12651N106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290540 | PA      | $29367.07     | 0.00%             | 2047-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-6CB 1A10                                                                                                                                    | CUSIP: 12668BUA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86246 | PA      | $70119.15     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                           | SYNH 9 10/01/30 144A                                                                                                                                   | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $576154.70    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3.375 05/15/44                                                                                                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48055000 | PA      | $38915164.38  | 1.53%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                  | JACENT 6.75 02/15/29 144a                                                                                                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392000.00    | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                                 | XIFR 8.375 01/15/31 144A                                                                                                                               | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160284.90    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                              | NCLH 6.25 03/01/30 144A                                                                                                                                | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $399062.15    | 0.02%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                          | SCRT 2017-3 BIO                                                                                                                                        | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  14501041 | PA      | $1662075.95   | 0.07%             | 2056-07-25      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-OA14 1A1                                                                                                                                    | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818013 | PA      | $2385511.07   | 0.09%             | 2046-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E B2                                                                                                                                        | CUSIP: 009740AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3041340 | PA      | $1853225.63   | 0.07%             | 2060-12-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE COMPANY                                                            | EPC 4.125 04/01/29 144A                                                                                                                                | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    782000 | PA      | $747369.13    | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-3 | LBSBC 2007-3A M2                                                                                                                                       | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3186421.56   | 0.13%             | 2037-10-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                        | FFML 2006-FF8 M1                                                                                                                                       | CUSIP: 320278AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9145230 | PA      | $7719598.71   | 0.30%             | 2036-07-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                            | AY 6.375 02/15/32 144A                                                                                                                                 | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $670899.78    | 0.03%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO4 TRUST                                                                | RALI 2005-QA12 NB4                                                                                                                                     | CUSIP: 761118NB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100297 | PA      | $972867.94    | 0.04%             | 2035-12-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                              | ZFFNGR 7.125 04/14/30 144A                                                                                                                             | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701862.70    | 0.03%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 4 11/15/52                                                                                                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36500000 | PA      | $30976523.62  | 1.22%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | METLIFE INC 4.75% DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES F | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     27600 | NS      | $529644.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                            | SASC 2007-WF1 M1                                                                                                                                       | CUSIP: 86358BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2528448 | PA      | $4856942.62   | 0.19%             | 2037-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2007-1                                                            | HEAT 2007-1 2A3                                                                                                                                        | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2054173 | PA      | $1814055.65   | 0.07%             | 2037-05-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                            | GTN 10.5 07/15/29 144A                                                                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $382206.24    | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST                                                              | CROSS 2025-H8 A1A                                                                                                                                      | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4578572 | PA      | $4565234.26   | 0.18%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                   | ZAYO 9.25 03/09/30 144A                                                                                                                                | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    451465 | PA      | $451690.73    | 0.02%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE COMPANY                                                            | EPC 5.5 06/01/28 144A                                                                                                                                  | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324333.58    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                                 | MHED 5.75 08/01/28 144A                                                                                                                                | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    950000 | PA      | $942793.11    | 0.04%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                                | BWY 7.875 04/15/30 144A                                                                                                                                | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75837.38     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                            | WHR 6.5 06/15/33                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478881.33    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                     | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454329.45    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-OA14 2A1                                                                                                                                    | CUSIP: 02146SAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546844 | PA      | $497995.41    | 0.02%             | 2046-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2006-E TRUST                                                      | BAFC 2006-E 2A1                                                                                                                                        | CUSIP: 05950DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155271 | PA      | $142669.85    | 0.01%             | 2036-06-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                              | CWHL 2006-OA5 3A1                                                                                                                                      | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488730 | PA      | $1373295.72   | 0.05%             | 2046-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                         | RMRK 2018-2A SUB                                                                                                                                       | CUSIP: 77587FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $249565.50    | 0.01%             | 2031-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                           | VGNT 6.375 04/15/34 144A                                                                                                                               | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374523.96    | 0.01%             | 2034-04-15      | Fixed         | 6.38%                 | 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        |   7862315 | PA      | $7519929.76   | 0.30%             | 2031-09-25      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | JPMMT 2007-S3 1A10                                                                                                                                     | CUSIP: 46631NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6151805 | PA      | $1570779.25   | 0.06%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WF1                                             | JPMAC 2006-WF1 A4                                                                                                                                      | CUSIP: 46628SAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99348 | PA      | $24612.34     | 0.00%             | 2036-07-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-F C                                                                                                                                         | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3146042 | PA      | $3149094.08   | 0.12%             | 2061-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                            | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392253.60    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                            | GTN 9.625 07/15/32 144A                                                                                                                                | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177925.13    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-OA2 1A1                                                                                                                                     | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3581918 | PA      | $3268063.22   | 0.13%             | 2047-03-25      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX3                                                | INDX 2007-FLX3 A2                                                                                                                                      | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123451 | PA      | $1422936.90   | 0.06%             | 2037-06-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-HE1 1M4                                                                                                                                     | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2272702 | PA      | $2246960.99   | 0.09%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                          | SCRT 2018-2 BX                                                                                                                                         | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4601653 | PA      | $1719430.79   | 0.07%             | 2057-11-26      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2007-BC2 M1                                                                                                                                        | CUSIP: 12669QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    838887 | PA      | $450494.93    | 0.02%             | 2037-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC (THE)                                                              | MIK 8.5 03/15/33 144A                                                                                                                                  | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493774.95    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                                | BWY 9.25 04/15/30 144A                                                                                                                                 | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810101.85    | 0.03%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                     | HOMES 2025-NQM5 A1                                                                                                                                     | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5287754 | PA      | $5267618.76   | 0.21%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                     | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255781.50    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                         | ILIADH 7 04/15/32 144A                                                                                                                                 | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253813.50    | 0.01%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-F B                                                                                                                                         | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224434 | PA      | $2212283.16   | 0.09%             | 2061-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LN TR 2021-4                                                             | VCC 2021-4 M6                                                                                                                                          | CUSIP: 92258DAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622988 | PA      | $2106445.16   | 0.08%             | 2051-12-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST                                                            | BAYC 2005-4A M2                                                                                                                                        | CUSIP: 07324SCU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483370 | PA      | $458925.83    | 0.02%             | 2036-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | CLF 7.625 01/15/34 144A                                                                                                                                | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404053.60    | 0.02%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANKAMERICA MANUFACTURED HOUSING CONTRACT TRUST 1998-2                                    | BAMH 1998-2 B1                                                                                                                                         | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $308993.00    | 0.01%             | 2025-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA1                                               | WFALT 2007-PA1 A9                                                                                                                                      | CUSIP: 94984TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578611 | PA      | $476197.03    | 0.02%             | 2037-03-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| MMDA OVERNIGHT SWEEP                                                                      | MMDA OVERNIGHT SWEEP                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 167482461 | NS      | $167482460.72 | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                               | TRACTD 6.5 05/01/31 144A                                                                                                                               | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297364.17    | 0.01%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                                                       | SEE 8.25 04/15/33 144A                                                                                                                                 | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204631.63    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TRUST                                                      | PROG 2022-SFR1 G                                                                                                                                       | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2923707.30   | 0.12%             | 2041-02-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                           | CMLTI 2005-2 1A1                                                                                                                                       | CUSIP: 17307GQY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64456 | PA      | $62033.66     | 0.00%             | 2035-05-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                          | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $740951.59    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| W.R. GRACE HOLDINGS LLC                                                                   | GRA 5.625 08/15/29 144A                                                                                                                                | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $667868.82    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                          | SCRT 2017-3 B                                                                                                                                          | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  10416697 | PA      | $1637890.15   | 0.06%             | 2056-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                                        | MSM 2006-4SL A1                                                                                                                                        | CUSIP: 61748HYC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145449 | PA      | $149092.43    | 0.01%             | 2036-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-69                                                            | CWALT 2005-69 A1                                                                                                                                       | CUSIP: 12668AN27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37420 | PA      | $34336.83     | 0.00%             | 2035-12-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-F A                                                                                                                                         | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5788313 | PA      | $5792117.55   | 0.23%             | 2061-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2023-4                                             | VCC 2023-4 M4                                                                                                                                          | CUSIP: 92259HAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    454422 | PA      | $431439.90    | 0.02%             | 2053-11-25      | Variable      | 10.69%                | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2006-6CB 1A2                                                                                                                                     | CUSIP: 12668BRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244688 | PA      | $187388.90    | 0.01%             | 2036-05-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                              | Barclays Mortgage Loan Trust 2026-NQM4                                                                                                                 | CUSIP: 06745WAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18806400 | PA      | $19274700.05  | 0.76%             | 2056-05-01      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3.625 08/15/43                                                                                                                                       | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41315000 | PA      | $34982185.16  | 1.38%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                 | CMC 5.75 11/15/33 144A                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225376.20    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC                                                                              | VOLT 2021-NP12 A1                                                                                                                                      | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2139893 | PA      | $2141483.71   | 0.08%             | 2051-12-26      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-OA3 2A1                                                                                                                                     | CUSIP: 12668BB77<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    340859 | PA      | $324536.80    | 0.01%             | 2036-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 XS                                                                                                                                      | CUSIP: 06744WAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20410544 | PA      | $601747.74    | 0.02%             | 2065-01-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 AX1                                                                                                                                    | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  52706016 | PA      | $793204.46    | 0.03%             | 2052-02-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-1                                                 | EFMT 2021-1 B1                                                                                                                                         | CUSIP: 31574XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2797000 | PA      | $2105349.73   | 0.08%             | 2066-02-25      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                               | UNSEAM 7.875 02/15/31 144A                                                                                                                             | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $970206.60    | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5               | ARSI 2005-W5 M1                                                                                                                                        | CUSIP: 040104QQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4736431 | PA      | $5170624.62   | 0.20%             | 2036-01-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| A&K TRAVEL GROUP HOLDINGS LTD                                                             | A&K TRAVEL GROUP HOLDINGS LTD 7.5% SNR NTS 15/05/2033 USD (144A)                                                                                       | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $200985.81    | 0.01%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                                       | NSANY 8.125 07/17/35 144A                                                                                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $422028.72    | 0.02%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP                                        | PROFUN 9.75 09/15/29 144A                                                                                                                              | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $364486.50    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA1                                               | WFALT 2007-PA1 A8                                                                                                                                      | CUSIP: 94984TAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643529 | PA      | $529501.27    | 0.02%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3 08/15/52                                                                                                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78500000 | PA      | $55087988.09  | 2.17%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                                    | EQMSRM 9 05/15/28 144A                                                                                                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336941.80    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                                 | ULTI 6.875 02/01/31 144A                                                                                                                               | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681319.39    | 0.03%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GMACM MORTGAGE LOAN TRUST 2005-AR6                                                        | GMACM 2005-AR6 2A1                                                                                                                                     | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368052 | PA      | $142842.13    | 0.01%             | 2035-11-19      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2022-SFR1 TRUST                                                      | PROG 2022-SFR1 F                                                                                                                                       | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3868287.60   | 0.15%             | 2041-02-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | BBWI 6.75 07/01/36                                                                                                                                     | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388999.25    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                            | PUBLIC STORAGE DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.900% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES O                      | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |     31500 | NS      | $482895.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-3                                                            | FHLT 2005-D M1                                                                                                                                         | CUSIP: 35729PMF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293604 | PA      | $1191873.14   | 0.05%             | 2035-11-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                      | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $582012.13    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP                                                              | BAFC 2005-F 6A1                                                                                                                                        | CUSIP: 05946XZD8<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-O            | CORP              | US        |     64573 | PA      | $58493.48     | 0.00%             | 2035-09-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES                                      | WAMU 2007-HY7 2A2                                                                                                                                      | CUSIP: 93364FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559167 | PA      | $504271.74    | 0.02%             | 2037-07-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| CSMC MORTGAGE-BACKED TRUST SERIES 2007-3                                                  | CSMC 2007-3 1A1A                                                                                                                                       | CUSIP: 12638PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2343680 | PA      | $559903.65    | 0.02%             | 2037-04-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 4.125 01/31/27                                                                                                                                       | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74000000 | PA      | $74205234.56  | 2.92%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                        | FFML 2007-FF2 A2C                                                                                                                                      | CUSIP: 32029GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3097204 | PA      | $1456232.08   | 0.06%             | 2037-03-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                              | BFH 6.75 05/15/31 144A                                                                                                                                 | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408657.60    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                           | CMLTI 2007-9 1A1                                                                                                                                       | CUSIP: 17313NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2586934 | PA      | $1184994.88   | 0.05%             | 2047-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156055.95    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                            | DIRCHA 7.75 11/15/29 144A                                                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256827.25    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                       | CSFB 2005-12 2A1                                                                                                                                       | CUSIP: 225470RT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5116126 | PA      | $2444252.37   | 0.10%             | 2036-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3.625 02/15/44                                                                                                                                       | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42400000 | PA      | $35693843.86  | 1.41%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust 2006-A15                                           | RAST 2006-A7CB 2A5                                                                                                                                     | CUSIP: 76113NAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643137 | PA      | $101973.96    | 0.00%             | 2036-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                                                       | VICTRA 8.75 09/15/29 144A                                                                                                                              | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471186.00    | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                       | ROCSOF 6.5 02/15/29 144A                                                                                                                               | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    950000 | PA      | $848254.81    | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                           | BMCAUS 6.5 08/15/32 144A                                                                                                                               | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807904.00    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                             | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129148.75    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B2                                                                                                                                      | CUSIP: 066941AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    941400 | PA      | $942423.02    | 0.04%             | 2064-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1                                          | MSAC 2007-SEA1 2A1                                                                                                                                     | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |    452766 | PA      | $443654.90    | 0.02%             | 2047-02-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM2                                                    | BARC 2025-NQM2 A1                                                                                                                                      | CUSIP: 066930AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12405923 | PA      | $12561514.46  | 0.49%             | 2065-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B1                                                                                                                                      | CUSIP: 06744WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    871700 | PA      | $872379.23    | 0.03%             | 2065-01-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                                | DKL 8.625 03/15/29 144A                                                                                                                                | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208670.80    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                                      | BEAMOB 7.25 08/01/30 144A                                                                                                                              | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    475000 | PA      | $494604.20    | 0.02%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                       | AVTR 4.625 07/15/28 144A                                                                                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443515.91    | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-7F                                                           | GSR 2006-7F 4A2                                                                                                                                        | CUSIP: 36298NAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2374550 | PA      | $540510.05    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                      | NLSN 9.29 04/15/29 144A                                                                                                                                | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758512.12    | 0.03%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                     | WAL 2021-CL2 M1                                                                                                                                        | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |   1455712 | PA      | $1526809.46   | 0.06%             | 2059-07-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| TRK 2021-INV1 TRUST                                                                       | TRK 2021-INV1 B1                                                                                                                                       | CUSIP: 89688WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3119640.38   | 0.12%             | 2056-07-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                 | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1556510.47   | 0.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES3                                                | VSTA 2025-CES3 A1                                                                                                                                      | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2403341 | PA      | $2401240.17   | 0.09%             | 2055-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-6                                             | SAIL 2005-HE1 M3                                                                                                                                       | CUSIP: 86358EUX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4397564 | PA      | $3287866.80   | 0.13%             | 2035-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CWMBS INC MORTGAGE PASS THROUGH CERTIFICATES SERIES 2003-J11                              | CWHL 2006-OA4 A1                                                                                                                                       | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9718097 | PA      | $2534850.97   | 0.10%             | 2046-04-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B2                                                                                                                                      | CUSIP: 06744WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    757900 | PA      | $757831.03    | 0.03%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                                | DKL 7.375 06/30/33 144A                                                                                                                                | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $387016.41    | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | BLDR 4.25 02/01/32 144A                                                                                                                                | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    575000 | PA      | $533391.22    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LN TR 2021-4                                                             | VCC 2021-4 M5                                                                                                                                          | CUSIP: 92258DAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1596752 | PA      | $1292112.81   | 0.05%             | 2051-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST                                                           | CWHL 2007-4 1A71                                                                                                                                       | CUSIP: 12544RDH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6402219 | PA      | $2620126.59   | 0.10%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | AAP 7.375 08/01/33 144A                                                                                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386936.25    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2004-36CB 1A1                                                                                                                                    | CUSIP: 12667FR23<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253287 | PA      | $175955.19    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                             | CWENA 5.75 01/15/34 144A                                                                                                                               | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450113.40    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | AAP 7 08/01/30 144A                                                                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412630.40    | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-79CB A1                                                                                                                                     | CUSIP: 12668BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1674776 | PA      | $789650.15    | 0.03%             | 2036-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2                                                    | RMLT 2020-2 B2                                                                                                                                         | CUSIP: 76123MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3735582.75   | 0.15%             | 2060-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-11 1AF4                                                                                                                                       | CUSIP: 12666TAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608202 | PA      | $593738.18    | 0.02%             | 2035-12-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                               | DRMT 2025-INV1 A1                                                                                                                                      | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5495383 | PA      | $5483571.29   | 0.22%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INC                                                                     | AMSIND 6.375 03/15/33 144A                                                                                                                             | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254328.00    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-4                                             | VCC 2023-4 M2                                                                                                                                          | CUSIP: 92259HAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618429 | PA      | $1653879.32   | 0.07%             | 2053-11-25      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE TRUST                                                                      | CHASE 2016-SH1 M4                                                                                                                                      | CUSIP: 16163YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1702094 | PA      | $1540814.05   | 0.06%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 B3                                                                                                                                      | CUSIP: 06744WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680300 | PA      | $1649486.15   | 0.06%             | 2065-01-25      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE CORP                                                                      | GT 1998-2 M1                                                                                                                                           | CUSIP: 393505B27<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510038 | PA      | $513171.62    | 0.02%             | 2028-12-01      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                            | GTN 5.375 11/15/31 144A                                                                                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $292871.25    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-J1                               | CWALT 2007-J1 3A4                                                                                                                                      | CUSIP: 02149MCL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68536 | PA      | $113814.80    | 0.00%             | 2036-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                      | NLSN 10.375 05/15/31 144A                                                                                                                              | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1057770.28   | 0.04%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2                                             | VCC 2021-2 M7                                                                                                                                          | CUSIP: 92259MAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1583396 | PA      | $1075248.89   | 0.04%             | 2051-08-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-9 5A3                                                                                                                                       | CUSIP: 93934FFD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270004 | PA      | $1023542.65   | 0.04%             | 2035-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST 2005-12                                            | BOAA 2006-9 A2                                                                                                                                         | CUSIP: 059494AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760694 | PA      | $638394.75    | 0.03%             | 2037-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| GAEA MTG LN TR 2025-A                                                                     | GAEA 2025-A A                                                                                                                                          | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463406 | PA      | $456508.72    | 0.02%             | 2030-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                            | SARM 2005-11 1A1                                                                                                                                       | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    741488 | PA      | $615551.02    | 0.02%             | 2035-05-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| OBX 2021-J1 TRUST                                                                         | OBX 2021-J1 A7                                                                                                                                         | CUSIP: 67113XAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $2749416.40   | 0.11%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                               | CRGYFN 7.625 04/01/32 144A                                                                                                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360386.95    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2019-MH1                                                           | CMHAT 2019-MH1 A                                                                                                                                       | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3828632 | PA      | $3681947.73   | 0.14%             | 2044-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2001-C                                              | OAK 2001-C A2                                                                                                                                          | CUSIP: 67087TCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8572117 | PA      | $389012.11    | 0.02%             | 2031-06-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                 | ENDP 8.5 04/15/31 144A                                                                                                                                 | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $742035.01    | 0.03%             | 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      | $1053749.11   | 0.04%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC/ARU FINANCE CORP                                      | ASCRES 6.625 10/15/32 144A                                                                                                                             | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $307850.10    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                                        | CAR 8.375 06/15/32 144A                                                                                                                                | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226208.03    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                        | FFML 2006-FFH1 M2                                                                                                                                      | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4480803 | PA      | $4104829.51   | 0.16%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 SA                                                                                                                                      | CUSIP: 06744WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2518 | PA      | $2411.33      | 0.00%             | 2065-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020 - NQM1                                           | NRZT 2020-NQM1 B2                                                                                                                                      | CUSIP: 64830VAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1389000 | PA      | $1177967.70   | 0.05%             | 2060-01-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285330.43    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST                    | WMHE 2007-HE1 2A3                                                                                                                                      | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750225 | PA      | $1680948.64   | 0.07%             | 2037-01-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                       | NSANY 2.75 03/09/28 144A                                                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $711202.55    | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORP                                                                      | ABK 5.1 PERP 144A                                                                                                                                      | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |    381965 | PA      | $504193.73    | 0.02%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-42CB                             | CWALT 2005-42CB A1                                                                                                                                     | CUSIP: 12667G4S9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4093593 | PA      | $2222914.19   | 0.09%             | 2035-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                                       | GPK 6.375 07/15/32 144A                                                                                                                                | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349313.09    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A1                                                                                                                                      | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4548125 | PA      | $4579771.82   | 0.18%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                           | CNXC 6.5 03/01/29                                                                                                                                      | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322286.34    | 0.01%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B C                                                                                                                                         | CUSIP: 009691AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1898099 | PA      | $1503679.94   | 0.06%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                              | UAL 5.375 03/01/31                                                                                                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295684.16    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                             | SOLEIN 7.25 02/15/33 144*                                                                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390977.12    | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST SERIES 2000-6                              | GPMH 2000-3 IA                                                                                                                                         | CUSIP: 395386AY1<br>LEI: 549300Q7KSCLUEOVXY04 | Long             | ABS-O            | CORP              | US        |   4395867 | PA      | $1205375.77   | 0.05%             | 2031-06-20      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE1 TRUST                    | WMHE 2007-HE1 2A4                                                                                                                                      | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474725 | PA      | $660681.22    | 0.03%             | 2037-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                                      | PRPM 2025-NQM5 A1A                                                                                                                                     | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4920752 | PA      | $4912896.13   | 0.19%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 2 11/15/26                                                                                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $59450156.40  | 2.34%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A B                                                                                                                                         | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2128000 | PA      | $1730853.49   | 0.07%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                         | VENTGL 6 05/01/36 144A                                                                                                                                 | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100778.31    | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A2                                                                                                                                      | CUSIP: 06744WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215736 | PA      | $1225721.29   | 0.05%             | 2065-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC / ZOOMINFO FINANCE CORP                                         | ZMINFO 3.875 02/01/29 144A                                                                                                                             | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $386436.57    | 0.02%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I LLC                                                | BSABS 2006-SD1 M3                                                                                                                                      | CUSIP: 07384YVJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4945445.66   | 0.19%             | 2036-04-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                                  | FMC 3.45 10/01/29                                                                                                                                      | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    425000 | PA      | $384590.85    | 0.02%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                         | SM 5 10/15/26 144A                                                                                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324733.89    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | UVN 8.875 04/15/33 144A                                                                                                                                | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100545.05    | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B B                                                                                                                                         | CUSIP: 009691AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873700 | PA      | $865899.52    | 0.03%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                            | CITM 2007-1 1M2                                                                                                                                        | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5921227.20   | 0.23%             | 2037-10-26      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                        | CCO 7.875 04/01/30 144A                                                                                                                                | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442487.90    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-C C                                                                                                                                         | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3016912 | PA      | $3234449.25   | 0.13%             | 2061-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B3                                                                                                                                      | CUSIP: 06745AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1424300 | PA      | $1425560.36   | 0.06%             | 2064-01-25      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2021-2                                             | VCC 2021-2 M6                                                                                                                                          | CUSIP: 92259MAV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858241 | PA      | $619323.20    | 0.02%             | 2051-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TR                                                       | VCC 2023-2 M2                                                                                                                                          | CUSIP: 92260AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962600 | PA      | $1983714.32   | 0.08%             | 2053-05-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                              | TEP 6 12/31/30 144A                                                                                                                                    | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1030436.60   | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 A                                                                                                                                       | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4642948 | PA      | $4644370.81   | 0.18%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PFSI 6.875 02/15/33 144A                                                                                                                               | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737515.20    | 0.03%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-C                                          | NCHET 2005-C M2                                                                                                                                        | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5733571 | PA      | $5160698.31   | 0.20%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HOLDING INC                                                                 | TEAPUB 9 02/15/33 144A                                                                                                                                 | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $350150.50    | 0.01%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                                                               | PSDO 7.5 06/01/31 144A                                                                                                                                 | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353494.05    | 0.01%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-N                                                       | BARC 2025-NQM7 PT2                                                                                                                                     | CUSIP: 06690AAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17865030 | PA      | $18190557.62  | 0.72%             | 2064-12-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 A3                                                                                                                                      | CUSIP: 06744FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1156026 | PA      | $1165658.63   | 0.05%             | 2063-10-25      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 A3                                                                                                                                      | CUSIP: 06744WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1157843 | PA      | $1167307.05   | 0.05%             | 2065-01-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                              | CWL 2006-18 M1                                                                                                                                         | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9471626 | PA      | $10052773.22  | 0.40%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| OAKWOOD MORTGAGE INVESTORS INC SERIES 2000-D                                              | OAK 2000-D A4                                                                                                                                          | CUSIP: 67087TBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9752270 | PA      | $995339.08    | 0.04%             | 2030-07-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                        | CCO 7.125 02/15/31 144A                                                                                                                                | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363864.20    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B SA                                                                                                                                        | CUSIP: 009691AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13340 | PA      | $13100.80     | 0.00%             | 2062-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                  | TIBX 8.25 06/30/32 144A                                                                                                                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380015.11    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 SA                                                                                                                                      | CUSIP: 06745AAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100 | PA      | $1765.01      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2005-SA3 1A                                                                                                                                      | CUSIP: 76111XVZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3787484 | PA      | $1463502.98   | 0.06%             | 2035-08-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 B                                                                                                                                       | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1206555 | PA      | $1201874.34   | 0.05%             | 2028-02-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                                     | WAL 2021-CL2 M2                                                                                                                                        | CUSIP: 95763PND9<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-O            | CORP              | US        |   2048320 | PA      | $2180139.68   | 0.09%             | 2059-07-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B6                                                                                                                                     | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820238 | PA      | $422250.64    | 0.02%             | 2052-02-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2007-5 A6                                                                                                                                        | CUSIP: 93936PAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3121488 | PA      | $2894704.48   | 0.11%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | SIRI 4 07/15/28 144A                                                                                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    675000 | PA      | $655497.50    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2021-E                                                           | AJAXM 2021-E M1                                                                                                                                        | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $2856721.20   | 0.11%             | 2060-12-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 XS                                                                                                                                      | CUSIP: 06745AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13832267 | PA      | $276309.22    | 0.01%             | 2064-01-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 SA                                                                                                                                      | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8095 | PA      | $7402.16      | 0.00%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-RPL1                                                         | BARC 2022-RPL1 C                                                                                                                                       | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1987758 | PA      | $715592.82    | 0.03%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR1                                             | NRMLT 2022-SFR1 F                                                                                                                                      | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6392449.05   | 0.25%             | 2039-02-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                              | ROCKIE 6.875 04/15/40 144A                                                                                                                             | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706918.10    | 0.03%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | CE 7.375 02/15/34                                                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287920.60    | 0.01%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-25CB A1                                                                                                                                     | CUSIP: 02147VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6561661 | PA      | $3261915.66   | 0.13%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUST                                                           | COLT 2021-2 B1                                                                                                                                         | CUSIP: 19685WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $3444120.62   | 0.14%             | 2066-08-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-2                                             | VCC 2018-2 M6                                                                                                                                          | CUSIP: 92259BAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755129 | PA      | $655078.31    | 0.03%             | 2048-10-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM1                                                    | BARC 2025-NQM1 M1                                                                                                                                      | CUSIP: 06744WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402300 | PA      | $1412659.21   | 0.06%             | 2065-01-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 A2X                                                                                                                                    | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26890800 | PA      | $762254.67    | 0.03%             | 2052-02-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2007-1                                                | ARMT 2007-1 4A1                                                                                                                                        | CUSIP: 007037AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322796 | PA      | $838133.58    | 0.03%             | 2037-03-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                        | BURLN 7.5 07/15/33 144A                                                                                                                                | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205463.75    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TDG 7.125 12/01/31 144A                                                                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    700000 | PA      | $725389.00    | 0.03%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A2                                                                                                                                      | CUSIP: 06745AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070259 | PA      | $1074187.11   | 0.04%             | 2064-01-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST                                                                  | AJAXM 2021-D C                                                                                                                                         | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2903734 | PA      | $3591868.15   | 0.14%             | 2060-03-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRINITY CDO LTD                                                                           | TRK 2022-INV1 B1                                                                                                                                       | CUSIP: 872635AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $3127541.20   | 0.12%             | 2057-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 2.75 08/15/47                                                                                                                                        | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52750000 | PA      | $36953847.92  | 1.46%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                           | ADAHEA 4.625 08/01/29 144A                                                                                                                             | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338917.53    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-2                                             | VCC 2021-2 M5                                                                                                                                          | CUSIP: 92259MAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060216 | PA      | $796016.59    | 0.03%             | 2051-08-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                        | SXC 4.875 06/30/29 144A                                                                                                                                | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368774.64    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                           | AJAXM 2022-B A1                                                                                                                                        | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6352398 | PA      | $6151614.05   | 0.24%             | 2062-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                  | DTV 8.875 02/01/30 144a                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509236.00    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                              | CMPR 7.375 09/15/32 144A                                                                                                                               | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    375000 | PA      | $379758.75    | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                                             | HE 6 10/01/33 144A                                                                                                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225750.83    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | AXL 6.375 10/15/32 144A                                                                                                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224597.93    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                                              | PHOAVI 9.25 07/15/30 144A                                                                                                                              | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $510279.00    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2006-5 1A1                                                                                                                                        | CUSIP: 362334GQ1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |   7583572 | PA      | $2094458.92   | 0.08%             | 2036-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                              | MAGN 7.25 11/15/31 144A                                                                                                                                | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374514.00    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 B3                                                                                                                                      | CUSIP: 066941AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2576400 | PA      | $2541757.21   | 0.10%             | 2064-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-HE9 M1                                                                                                                                      | CUSIP: 07389MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581740 | PA      | $593842.61    | 0.02%             | 2036-11-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $493034.73    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                         | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877455.00    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                                        | UNIT 7.5 10/15/33 144A                                                                                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526428.00    | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-20CB A9                                                                                                                                     | CUSIP: 02147MAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800489 | PA      | $1038771.74   | 0.04%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST                                            | SARM 2006-3 4A                                                                                                                                         | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1476474 | PA      | $751360.92    | 0.03%             | 2036-04-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-3                                                | ARMT 2005-3 2A1                                                                                                                                        | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2726 | PA      | $2716.75      | 0.00%             | 2035-07-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A3                                                                                                                                      | CUSIP: 06745AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817407 | PA      | $820579.78    | 0.03%             | 2064-01-25      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                     | IEP 4.375 02/01/29                                                                                                                                     | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $504030.74    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-24CB A13                                                                                                                                    | CUSIP: 02146TAN7<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    873183 | PA      | $334971.03    | 0.01%             | 2036-08-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 M1                                                                                                                                      | CUSIP: 06744FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1619270.54   | 0.06%             | 2063-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| KEHE DISTRIBUTORS LLC                                                                     | KEHEFO 7.125 04/30/33 144A                                                                                                                             | CUSIP: 487930AA7<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278409.27    | 0.01%             | 2033-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | JPMMT 2007-A5 2A1                                                                                                                                      | CUSIP: 46632BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553026 | PA      | $355129.60    | 0.01%             | 2037-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| COLT 2022-1 MORTGAGE LOAN TRUST                                                           | COLT 2022-1 B1                                                                                                                                         | CUSIP: 19688HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2354000 | PA      | $2132938.68   | 0.08%             | 2066-12-27      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                   | MERIDI 6.25 04/30/31 144A                                                                                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124971.55    | 0.00%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV5                                                        | JPMMT 2021-INV5 B6                                                                                                                                     | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416980 | PA      | $742322.87    | 0.03%             | 2051-12-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC                                                                     | BXC 6 11/15/29 144A                                                                                                                                    | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267072.14    | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                         | VENTGL 3.875 11/01/33 144A                                                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $757501.39    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4                                         | GRADE 2024-RTL4 A1                                                                                                                                     | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21704 | PA      | $21597.12     | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | MINAU 9.25 10/01/28 144A                                                                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    425000 | PA      | $441103.48    | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | AXL 7.75 10/15/33 144A                                                                                                                                 | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $366122.87    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-11 A7                                                                                                                                       | CUSIP: 93934FJB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947153 | PA      | $1691445.50   | 0.07%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2023-B                                                           | AJAXM 2023-B A                                                                                                                                         | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5221369 | PA      | $5203675.54   | 0.20%             | 2062-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 M1                                                                                                                                      | CUSIP: 06745AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1243200 | PA      | $1248984.36   | 0.05%             | 2064-01-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM3                                                    | BARC 2026-NQM3 PT2                                                                                                                                     | CUSIP: 06749CAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14041959 | PA      | $14236080.73  | 0.56%             | 2066-01-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-2                                             | VCC 2018-2 M5                                                                                                                                          | CUSIP: 92259BAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391185 | PA      | $354933.59    | 0.01%             | 2048-10-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                             | LGIH 7 11/15/32 144A                                                                                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311468.18    | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD                                                                          | TOUCAN 9.5 05/15/30 144A                                                                                                                               | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    425000 | PA      | $372428.73    | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                 | CWALT 2006-24CB A15                                                                                                                                    | CUSIP: 02146TAQ0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    900130 | PA      | $433219.67    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                          | PARA 5.5 05/15/33                                                                                                                                      | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226567.37    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                                        | BK V4.625 PERP F                                                                                                                                       | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    630000 | PA      | $627867.83    | 0.02%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO I LTD                                                                          | RMRK 2017-1A SUB                                                                                                                                       | CUSIP: 77587VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $539700.00    | 0.02%             | 2030-10-23      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2022-SFR1                                                              | TCN 2022-SFR1 E2                                                                                                                                       | CUSIP: 89616QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1587316.16   | 0.06%             | 2039-04-19      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR7                                   | SAMI 2006-AR4 4A1                                                                                                                                      | CUSIP: 86360QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161824 | PA      | $160733.62    | 0.01%             | 2036-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020-R1                                                          | AOMT 2020-R1 B2                                                                                                                                        | CUSIP: 034651AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3324000 | PA      | $2989248.93   | 0.12%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B2                                                                                                                                      | CUSIP: 06745AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    663800 | PA      | $669949.31    | 0.03%             | 2064-01-25      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TDG 6 01/15/33 144A                                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757169.74    | 0.03%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 B1                                                                                                                                      | CUSIP: 06745AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    724200 | PA      | $731104.45    | 0.03%             | 2064-01-25      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALTERNATIVE LOAN TRUST                                                    | BOAA 2006-7 A4                                                                                                                                         | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375628 | PA      | $836362.19    | 0.03%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                            | CITM 2007-1 2M2                                                                                                                                        | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3766500 | PA      | $3656749.09   | 0.14%             | 2037-10-26      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                                 | ARI 4.625 06/15/29 144A                                                                                                                                | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624859.56    | 0.02%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC                   | AQUARI 7.875 11/01/29 144A                                                                                                                             | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $890698.00    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                        | BLCOCN 8.375 10/01/28 144A                                                                                                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $464625.00    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROMARK WM-R LTD                                                                           | RMRK 2018-1A F                                                                                                                                         | CUSIP: 77587CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $1452741.00   | 0.06%             | 2031-04-21      | Floating      | 12.04%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-OA4 TRUST          | WAMU 2007-OA4 2A                                                                                                                                       | CUSIP: 93364CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4988740 | PA      | $4294755.85   | 0.17%             | 2047-05-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-24CB A14                                                                                                                                    | CUSIP: 02146TAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873183 | PA      | $156131.73    | 0.01%             | 2036-08-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                  | HILCRP 6 02/01/31 144A                                                                                                                                 | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $518856.19    | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-RM5                                           | MLMI 2006-RM5 A2D                                                                                                                                      | CUSIP: 59023FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6744136 | PA      | $955740.52    | 0.04%             | 2037-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2006-15CB A1                                                                                                                                     | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535715 | PA      | $732074.95    | 0.03%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-4 TRUST            | WMALT 2005-11 A1                                                                                                                                       | CUSIP: 93934FHV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    957117 | PA      | $834580.61    | 0.03%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                        | VISIO 2022-1 B1                                                                                                                                        | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1992553.20   | 0.08%             | 2057-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2004-W11              | ARSI 2005-W1 A2                                                                                                                                        | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5754342 | PA      | $4892043.21   | 0.19%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                             | PRIHEA 9.375 09/01/29 144A                                                                                                                             | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $725881.92    | 0.03%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATIONS                                                               | MIDCON 8 08/15/32 144A                                                                                                                                 | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    700000 | PA      | $658789.81    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP                                                               | GSAA 2006-7 AF2                                                                                                                                        | CUSIP: 362334NB6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    314652 | PA      | $106163.08    | 0.00%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-RF3                             | SASC 2006-RF3 1A2                                                                                                                                      | CUSIP: 863592AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13186781 | PA      | $7043602.84   | 0.28%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-2                                               | DRMT 2025-CES1 A1A                                                                                                                                     | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2639741 | PA      | $2634818.97   | 0.10%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TDG 6.375 05/31/33 144A                                                                                                                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730574.53    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                       | BPL 6.75 02/01/30 144A                                                                                                                                 | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284483.38    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                             | BXMT 7.75 12/01/29 144A                                                                                                                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $477332.55    | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                  | DTV 5.875 08/15/27 144A                                                                                                                                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $544403.65    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                                             | SMYREA 6 11/01/28 144A                                                                                                                                 | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349714.02    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                            | CWALT 2005-55CW 2A3                                                                                                                                    | CUSIP: 12668AUP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328788 | PA      | $973038.84    | 0.04%             | 2035-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GLOBAL X FUNDS                                                                            | GLOBAL X FUNDS US PFD ETF                                                                                                                              | CUSIP: 37954Y657<br>LEI: 5493003RA4QUTSYF1N15 | Long             | EC               | RF                | US        |   1001871 | NS      | $19125717.39  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY                                                            | GT 5.25 07/15/31                                                                                                                                       | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636279.40    | 0.03%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE TRUST                                                              | CHASE 2007-S6 1A1                                                                                                                                      | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3546731 | PA      | $1378708.85   | 0.05%             | 2037-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-A                                                           | AJAXM 2022-A M3                                                                                                                                        | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88700 | PA      | $73850.01     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                                   | GCILLC 4.75 10/15/28 144A                                                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    725000 | PA      | $709341.89    | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2004-A                                            | POPLR 2005-3 M2                                                                                                                                        | CUSIP: 73316PDT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955985 | PA      | $2528366.50   | 0.10%             | 2035-07-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2006-2                                                | AHMA 2006-2 1A1                                                                                                                                        | CUSIP: 02660XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970563 | PA      | $926464.51    | 0.04%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 MORTGAGE LOAN TRUST                                                        | COLT 2024-INV4 B1                                                                                                                                      | CUSIP: 19688QAE1<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511064.75   | 0.06%             | 2069-05-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 A                                                                                                                                       | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4991619 | PA      | $4995330.76   | 0.20%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                    | HARMID 7.5 09/01/28 144A                                                                                                                               | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603953.40    | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC                                             | RFMSI 2005-SA4 2A1                                                                                                                                     | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1666132 | PA      | $910508.32    | 0.04%             | 2035-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                        | APLD 9.25 12/15/30 144A                                                                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $752419.40    | 0.03%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-HE10 22A                                                                                                                                    | CUSIP: 07389RAR7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2196450 | PA      | $2229396.26   | 0.09%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| MASTER ASSET SECURITIZATION TRUST                                                         | MASTR 2007-1 1A4                                                                                                                                       | CUSIP: 55292AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4163747 | PA      | $670103.40    | 0.03%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SACO I INC                                                                                | PRIME 2006-DR1 2A2                                                                                                                                     | CUSIP: 74159UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865514 | PA      | $734986.95    | 0.03%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                                   | RHP 5.75 03/15/34 144A                                                                                                                                 | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74550.59     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                             | BLD 5.625 01/31/34 144A                                                                                                                                | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202596.20    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                               | TENINC 8 11/17/28 144A                                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303564.60    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC                                                            | RALI 2005-QA10 A21                                                                                                                                     | CUSIP: 761118GC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4689617 | PA      | $1653316.06   | 0.07%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2018-2                                             | VCC 2018-2 M4                                                                                                                                          | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1044577 | PA      | $962486.07    | 0.04%             | 2048-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BAYVIEW COMMERCIAL ASSET TRUST 2007-5                                                     | BAYC 2007-5A A4                                                                                                                                        | CUSIP: 07325WAE2<br>LEI: 549300I4K1GWFS0CTQ34 | Long             | ABS-O            | CORP              | US        |   4764760 | PA      | $2730636.06   | 0.11%             | 2037-10-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 B                                                                                                                                       | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1259623 | PA      | $1261164.36   | 0.05%             | 2051-11-25      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                     | QUIKHO 6.75 03/01/33 144A                                                                                                                              | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278867.81    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR8 TRUST                                                      | PROG 2021-SFR8 F                                                                                                                                       | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3463400.85   | 0.14%             | 2038-10-19      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                            | RCM 6.875 11/15/31 144A                                                                                                                                | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296970.48    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                     | BSABS 2006-AC2 22A3                                                                                                                                    | CUSIP: 07387UGX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2906527 | PA      | $292648.28    | 0.01%             | 2036-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-West                                                                            | CSMC 2021-JR1 PT2                                                                                                                                      | CUSIP: 12657XAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    357049 | PA      | $147671.58    | 0.01%             | 2060-07-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 TRUST                                                                      | CSMC 2021-NQM2 B1                                                                                                                                      | CUSIP: 12662EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3289850 | PA      | $2598770.29   | 0.10%             | 2066-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2021-N                                                       | BARC 2021-NPL1 C                                                                                                                                       | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2427440 | PA      | $3483376.76   | 0.14%             | 2051-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                                                    | BARC 2024-NQM1 A1                                                                                                                                      | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1569226 | PA      | $1575914.58   | 0.06%             | 2064-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                      | T 3 02/15/47                                                                                                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47550000 | PA      | $35090414.06  | 1.38%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER INC                                                                          | AITWOR 8.75 04/30/34 144A                                                                                                                              | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100591.80    | 0.00%             | 2034-04-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Gadsden Med Clinic                                                                        | GSAMP 2007-HS1 M5                                                                                                                                      | CUSIP: 362429AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3216758 | PA      | $3214788.21   | 0.13%             | 2037-02-25      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT MORTGAGE LOAN TRUST 2005-1                                                     | MHL 2004-1 B1                                                                                                                                          | CUSIP: 61913PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455286 | PA      | $430406.87    | 0.02%             | 2034-11-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUST 2020-SH1                                                  | SHMLT 2020-SH1 B2                                                                                                                                      | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2301683.42   | 0.09%             | 2050-01-28      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                     | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152366.70    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                 | GWCN 8.25 08/01/32 144A                                                                                                                                | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    375000 | PA      | $383679.38    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                        | BURLN 6.25 04/15/28 144A                                                                                                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487350.00    | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST                                                                      | GCAT 2020-NQM2 B1                                                                                                                                      | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1889315.80   | 0.07%             | 2065-04-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                             | PRAA 5 10/01/29 144A                                                                                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $996852.89    | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                                         | FLXJET 8.875 12/15/29 144A                                                                                                                             | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1029740.40   | 0.04%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 SA                                                                                                                                      | CUSIP: 066941AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1813 | PA      | $1512.62      | 0.00%             | 2064-06-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2025-NQM4                                                    | BARC 2025-NQM4 PT2                                                                                                                                     | CUSIP: 06744XAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17905975 | PA      | $18423088.41  | 0.73%             | 2065-07-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM3                                                    | BARC 2024-NQM3 A3                                                                                                                                      | CUSIP: 066941AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1475028 | PA      | $1485304.09   | 0.06%             | 2064-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-HY12                                                          | CWALT 2007-9T1 1A8                                                                                                                                     | CUSIP: 02150JAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777382 | PA      | $364735.50    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST 2008-3                                                       | MARS 2008-3 A1                                                                                                                                         | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    892086 | PA      | $281206.37    | 0.01%             | 2037-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B1                                                                                                                                      | CUSIP: 06744FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963000 | PA      | $970766.02    | 0.04%             | 2063-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                         | SM 8.625 11/01/30 144A                                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $396665.63    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES TRUST                                                        | CMSI 2007-9 1A1                                                                                                                                        | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1403922 | PA      | $1338869.36   | 0.05%             | 2037-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2005-31                                                   | CWHL 2005-31 2A3                                                                                                                                       | CUSIP: 126694UN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678238 | PA      | $634589.72    | 0.02%             | 2036-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-INV7                                                        | JPMMT 2021-INV7 B5                                                                                                                                     | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250593 | PA      | $206937.39    | 0.01%             | 2052-02-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CWMBS INC                                                                                 | CWHL 2005-J3 2A4                                                                                                                                       | CUSIP: 12669G4V0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     97504 | PA      | $85669.73     | 0.00%             | 2035-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                                   | STX 9.625 12/01/32 144a                                                                                                                                | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    631125 | PA      | $701888.00    | 0.03%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3                                                    | BARC 2023-NQM3 B2                                                                                                                                      | CUSIP: 06744FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810100 | PA      | $815518.92    | 0.03%             | 2063-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

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

**Signature:** Matthew A. Rizzi

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

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