# EDGAR Filing Document

**Accession Number:** 0001032423
**File Stem:** 0000910472-26-008517
**Filing Date:** 2026-6
**Character Count:** 800762
**Document Hash:** 96843631caeb8a1bc554fdcaa5e03693
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-008517.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000910472-26-008517

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DIAMOND HILL FUNDS
- **CENTRAL INDEX KEY:** 0001032423

**ORGANIZATION NAME:**
- **EIN:** 316547095
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08061
- **FILM NUMBER:** 261047151

**BUSINESS ADDRESS:**
- **STREET 1:** 325 JOHN H. MCCONNELL BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-255-3333

**MAIL ADDRESS:**
- **STREET 1:** 325 JOHN H. MCCONNELL BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BSG FUNDS
- **DATE OF NAME CHANGE:** 19970206

## Series and Classes Contracts Data

### Diamond Hill Core Bond Fund (Series ID: S000055044)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000173086 | Diamond Hill Core Bond Fund Investor | DHRAX           |
| C000173087 | Diamond Hill Core Bond Fund Class I  | DHRIX           |
| C000173088 | Diamond Hill Core Bond Fund Class Y  | DHRYX           |

## Nport-Ex

**Diamond Hill Small Cap Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.0%** | **Shares** | **Fair Value** |
| **Consumer Discretionary - 6.9%** |  |  |
| American Eagle Outfitters, Inc. | 82332 | $1374944 |
| Century Communities, Inc. <sup>(a)</sup> | 30589 | 1755197 |
| Green Brick Partners, Inc. <sup>(b)</sup> | 9543 | 615046 |
| Johnson Outdoors, Inc., Class A | 19618 | 912433 |
| Red Rock Resorts, Inc., Class A <sup>(a)</sup> | 191465 | 10216572 |
| Rocky Brands, Inc. | 25411 | 983914 |
|  |  | 15858106 |
| **Consumer Staples - 6.3%** |  |  |
| Mama's Creations, Inc. <sup>(a)(b)</sup> | 214769 | 3294556 |
| Oil-Dri Corp. of America <sup>(a)</sup> | 92320 | 6009109 |
| Utz Brands, Inc. | 667234 | 5284493 |
|  |  | 14588158 |
| **Energy - 4.2%** |  |  |
| Centrus Energy Corp., Class A <sup>(a)(b)</sup> | 6189 | 1074348 |
| Magnolia Oil & Gas Corp., Class A <sup>(a)</sup> | 271453 | 8569771 |
|  |  | 9644119 |
| **Financials - 17.1%** |  |  |
| Bank OZK | 216568 | 9938305 |
| BOK Financial Corp. <sup>(a)</sup> | 3120 | 399547 |
| First Western Financial, Inc. <sup>(b)</sup> | 69941 | 1719150 |
| International General Insurance Holdings Ltd. <sup>(a)</sup> | 365408 | 8852009 |
| Live Oak Bancshares, Inc. | 142102 | 4699313 |
| MVB Financial Corp. <sup>(a)</sup> | 52471 | 1302855 |
| Silvercrest Asset Management Group, Inc., Class A | 114997 | 1545560 |
| Triumph Financial, Inc. <sup>(b)</sup> | 184932 | 11033043 |
|  |  | 39489782 |
| **Health Care - 14.3%** |  |  |
| Astrana Health, Inc. <sup>(a)(b)</sup> | 455798 | 11176167 |
| Avanos Medical, Inc. <sup>(a)(b)</sup> | 361617 | 5066254 |
| Mesa Laboratories, Inc. <sup>(a)</sup> | 112678 | 9962989 |
| UFP Technologies, Inc. <sup>(a)(b)</sup> | 34718 | 6721405 |
|  |  | 32926815 |
| **Industrials - 22.1%** |  |  |
| Allegiant Travel Co. <sup>(a)(b)</sup> | 53476 | 4333695 |
| Allient, Inc. | 12703 | 750620 |

---

**Diamond Hill Small Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.0% (Continued)** | **Shares** | **Fair Value** |
| **Industrials - 22.1% (Continued)** |  |  |
| Asure Software, Inc. <sup>(a)(b)</sup> | 113873 | $979308 |
| AZZ, Inc. | 18891 | 2363831 |
| Cimpress plc <sup>(b)</sup> | 13504 | 985792 |
| Concrete Pumping Holdings, Inc. <sup>(a)(b)</sup> | 238382 | 1702047 |
| Ducommun, Inc. <sup>(b)</sup> | 74020 | 9030440 |
| Energy Recovery, Inc. <sup>(a)(b)</sup> | 72780 | 732895 |
| ESAB Corp. | 44185 | 4270922 |
| Fortune Brands Innovations, Inc. <sup>(a)</sup> | 50921 | 1984391 |
| FTAI Infrastructure, Inc. <sup>(a)</sup> | 911166 | 4501160 |
| Graham Corp. <sup>(b)</sup> | 64481 | 5088841 |
| Helios Technologies, Inc. | 19011 | 1230202 |
| Hurco Cos., Inc. <sup>(a)(b)</sup> | 57471 | 845398 |
| LSI Industries, Inc. | 88661 | 1649095 |
| Miller Industries, Inc. | 12549 | 571607 |
| Perma-Fix Environmental Services, Inc. <sup>(a)(b)</sup> | 187040 | 1999458 |
| Proficient Auto Logistics, Inc. <sup>(a)(b)</sup> | 523648 | 3550333 |
| Thermon Group Holdings, Inc. <sup>(b)</sup> | 54925 | 2768220 |
| Transcat, Inc. <sup>(a)(b)</sup> | 24106 | 1770586 |
|  |  | 51108841 |
| **Information Technology - 0.6%** |  |  |
| Knowles Corp. <sup>(a)(b)</sup> | 53491 | 1373649 |
| **Materials - 8.5%** |  |  |
| Ashland, Inc. | 45544 | 2532702 |
| Core Molding Technologies, Inc. <sup>(a)(b)</sup> | 94209 | 2110282 |
| Taseko Mines Ltd. <sup>(a)(b)</sup> | 557201 | 3593946 |
| Titan America SA | 298659 | 4473912 |
| United States Lime & Minerals, Inc. | 52660 | 6877923 |
|  |  | 19588765 |
| **Real Estate - 13.1%** |  |  |
| Alexandria Real Estate Equities, Inc. | 41954 | 1947505 |
| Centerspace <sup>(a)</sup> | 95275 | 5473549 |
| CubeSmart | 126804 | 4647367 |
| Curbline Properties Corp. <sup>(a)</sup> | 156760 | 4042840 |
| Ryman Hospitality Properties, Inc. <sup>(a)</sup> | 117403 | 10832775 |

---

**Diamond Hill Small Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.0% (Continued)** | **Shares** | **Fair Value** |
| **Real Estate - 13.1% (Continued)** |  |  |
| Strawberry Fields REIT, Inc. | 277089 | $3297359 |
|  |  | 30241395 |
| **Utilities - 1.9%** |  |  |
| UGI Corp. <sup>(a)</sup> | 122631 | 4466221 |
| **Total Common Stocks (Cost $173,792,542)** |  | $219285851 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 16.8%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 10840111 | $10840111 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 28060532 | 28060532 |
| **Total Registered Investment Companies (Cost $38,900,643)** |  | $38900643 |
| **Total Investment Securities - 111.8% (Cost $212,693,185)** |  | $258186494 |
| **Liabilities in Excess of Other Assets - (11.8)%** |  | (27223031) |
| **Net Assets - 100.0%** |  | $230963463 |

---

<sup>(a)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $63,000,573.

<sup>(b)</sup> Non-income producing security.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $35,271,035.

plc - Public Limited Company

REIT - Real Estate Investment Trust

SA - Societe Anonyme

**Diamond Hill Small-Mid Cap Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.8%** | **Shares** | **Fair Value** |
| **Communication Services - 2.4%** |  |  |
| IAC, Inc. <sup>(a)(b)</sup> | 236866 | $9481746 |
| Liberty Media Corp. - Liberty Formula One - Series C <sup>(b)</sup> | 115210 | 9795154 |
|  |  | 19276900 |
| **Consumer Discretionary - 3.2%** |  |  |
| NVR, Inc. <sup>(b)</sup> | 1100 | 7248813 |
| Red Rock Resorts, Inc., Class A | 353389 | 18856837 |
|  |  | 26105650 |
| **Consumer Staples - 5.5%** |  |  |
| General Mills, Inc. | 391223 | 14561320 |
| Post Holdings, Inc. <sup>(a)(b)</sup> | 297822 | 29442683 |
|  |  | 44004003 |
| **Energy - 3.7%** |  |  |
| Antero Resources Corp. <sup>(b)</sup> | 383659 | 16282488 |
| Coterra Energy, Inc. | 381245 | 13396949 |
|  |  | 29679437 |
| **Financials - 13.8%** |  |  |
| Brown & Brown, Inc. <sup>(a)</sup> | 162315 | 10584561 |
| Equitable Holdings, Inc. | 342394 | 12706241 |
| First Horizon Corp. | 225764 | 5138389 |
| LPL Financial Holdings, Inc. <sup>(a)</sup> | 52226 | 15711148 |
| Pinnacle Financial Partners, Inc. | 81656 | 7033848 |
| RenaissanceRe Holdings Ltd. | 40714 | 12101422 |
| Rocket Cos., Inc., Class A <sup>(b)</sup> | 996136 | 14194938 |
| Triumph Financial, Inc. <sup>(b)</sup> | 203797 | 12158529 |
| Webster Financial Corp. | 132249 | 9180726 |
| Willis Towers Watson plc | 40008 | 11630326 |
|  |  | 110440128 |
| **Health Care - 15.5%** |  |  |
| Avantor, Inc. <sup>(a)(b)</sup> | 704535 | 5523554 |
| Cooper Cos., Inc. (The) <sup>(b)</sup> | 93583 | 6691185 |
| Humana, Inc. | 96846 | 16792128 |
| ICON plc <sup>(a)(b)</sup> | 83976 | 9292784 |
| Illumina, Inc. <sup>(a)(b)</sup> | 126607 | 15605579 |
| Labcorp Holdings, Inc. | 47218 | 12598235 |
| Revvity, Inc. <sup>(a)</sup> | 164558 | 14416926 |

---

**Diamond Hill Small-Mid Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.8% (Continued)** | **Shares** | **Fair Value** |
| **Health Care - 15.5% (Continued)** |  |  |
| Solventum Corp. <sup>(b)</sup> | 195582 | $12771505 |
| Teleflex, Inc. <sup>(a)</sup> | 133700 | 15991857 |
| Waystar Holding Corp. <sup>(a)(b)</sup> | 609673 | 14699216 |
|  |  | 124382969 |
| **Industrials - 25.4%** |  |  |
| Booz Allen Hamilton Holding Corp. <sup>(a)</sup> | 77171 | 6021653 |
| Builders FirstSource, Inc. <sup>(b)</sup> | 63593 | 5235612 |
| Energy Recovery, Inc. <sup>(b)</sup> | 355698 | 3581879 |
| ESAB Corp. | 98080 | 9480413 |
| Fortune Brands Innovations, Inc. <sup>(a)</sup> | 336586 | 13116756 |
| FTI Consulting, Inc. <sup>(a)(b)</sup> | 79935 | 14130110 |
| Gates Industrial Corp. plc <sup>(b)</sup> | 947721 | 21427972 |
| Generac Holdings, Inc. <sup>(b)</sup> | 30983 | 6051909 |
| Huntington Ingalls Industries, Inc. | 72938 | 27709146 |
| Regal Rexnord Corp. | 179441 | 33602122 |
| Rentokil Initial plc - ADR <sup>(a)</sup> | 243234 | 7657006 |
| SS&C Technologies Holdings, Inc. | 196485 | 13276491 |
| Toro Co. (The) | 113079 | 10566102 |
| TransUnion <sup>(a)</sup> | 193147 | 13363841 |
| WESCO International, Inc. <sup>(a)</sup> | 65151 | 17826617 |
|  |  | 203047629 |
| **Information Technology - 6.3%** |  |  |
| Ciena Corp. <sup>(b)</sup> | 19809 | 7690448 |
| GoDaddy, Inc., Class A <sup>(b)</sup> | 133182 | 11010156 |
| Teledyne Technologies, Inc. <sup>(a)(b)</sup> | 18740 | 11337887 |
| VeriSign, Inc. | 41573 | 10325070 |
| Wix.com Ltd. <sup>(a)(b)</sup> | 108434 | 9766650 |
|  |  | 50130211 |
| **Materials - 4.7%** |  |  |
| Ashland, Inc. | 236138 | 13131634 |
| Knife River Corp. <sup>(a)(b)</sup> | 181800 | 14843970 |
| Taseko Mines Ltd. <sup>(b)</sup> | 1497897 | 9661436 |
|  |  | 37637040 |
| **Real Estate - 13.4%** |  |  |
| Alexandria Real Estate Equities, Inc. | 112231 | 5209763 |

---

**Diamond Hill Small-Mid Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 95.8% (Continued)** | **Shares** | **Fair Value** |
| **Real Estate - 13.4% (Continued)** |  |  |
| CubeSmart | 709748 | $26012264 |
| Invitation Homes, Inc. | 432633 | 10750930 |
| Lamar Advertising Co., Class A | 64918 | 8222514 |
| Mid-America Apartment Communities, Inc. | 157326 | 19212651 |
| Rexford Industrial Realty, Inc. <sup>(a)</sup> | 236540 | 7741954 |
| Ryman Hospitality Properties, Inc. | 147521 | 13611763 |
| SBA Communications Corp., Class A | 94763 | 16309660 |
|  |  | 107071499 |
| **Utilities - 1.9%** |  |  |
| UGI Corp. <sup>(a)</sup> | 411909 | 15001726 |
| **Total Common Stocks (Cost $681,109,243)** |  | $766777192 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 10.5%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 32863517 | $32863517 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 51094761 | 51094761 |
| **Total Registered Investment Companies (Cost $83,958,278)** |  | $83958278 |
| **Total Investment Securities - 106.3% (Cost $765,067,521)** |  | $850735470 |
| **Liabilities in Excess of Other Assets - (6.3)%** |  | (50587019) |
| **Net Assets - 100.0%** |  | $800148451 |

---

<sup>(a)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $133,553,240.

<sup>(b)</sup> Non-income producing security.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $82,097,813.

ADR - American Depositary Receipt

plc - Public Limited Company

**Diamond Hill Mid Cap Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 97.1%** | **Shares** | **Fair Value** |
| **Communication Services - 1.5%** |  |  |
| Liberty Media Corp. - Liberty Formula One - Series C <sup>(a)</sup> | 12727 | $1082050 |
| **Consumer Discretionary - 3.0%** |  |  |
| MGM Resorts International <sup>(a)(b)</sup> | 16071 | 594788 |
| Red Rock Resorts, Inc., Class A | 28860 | 1539970 |
|  |  | 2134758 |
| **Consumer Staples - 7.5%** |  |  |
| General Mills, Inc. | 29714 | 1105955 |
| Kimberly-Clark Corp. | 7516 | 725069 |
| Post Holdings, Inc. <sup>(a)</sup> | 23641 | 2337149 |
| Sysco Corp. | 17079 | 1218245 |
|  |  | 5386418 |
| **Energy - 3.6%** |  |  |
| Antero Resources Corp. <sup>(a)</sup> | 33665 | 1428743 |
| Diamondback Energy, Inc. | 5910 | 1168939 |
|  |  | 2597682 |
| **Financials - 13.4%** |  |  |
| American International Group, Inc. | 44603 | 3356376 |
| Equitable Holdings, Inc. | 30564 | 1134230 |
| Hartford Insurance Group, Inc. (The) | 5885 | 795829 |
| LPL Financial Holdings, Inc. <sup>(b)</sup> | 4673 | 1405779 |
| Rocket Cos., Inc., Class A <sup>(a)</sup> | 97933 | 1395545 |
| Webster Financial Corp. | 1290 | 89552 |
| Willis Towers Watson plc | 4797 | 1394488 |
|  |  | 9571799 |
| **Health Care - 17.0%** |  |  |
| Avantor, Inc. <sup>(a)</sup> | 49961 | 391694 |
| Boston Scientific Corp. <sup>(a)</sup> | 12235 | 767746 |
| Cooper Cos., Inc. (The) <sup>(a)</sup> | 8237 | 588945 |
| Humana, Inc. | 10061 | 1744477 |
| ICON plc <sup>(a)</sup> | 7447 | 824085 |
| Illumina, Inc. <sup>(a)</sup> | 11066 | 1363995 |
| Labcorp Holdings, Inc. | 4085 | 1089919 |
| Revvity, Inc. <sup>(b)</sup> | 14469 | 1267629 |
| Solventum Corp. <sup>(a)</sup> | 11435 | 746706 |

---

**Diamond Hill Mid Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 97.1% (Continued)** | **Shares** | **Fair Value** |
| **Health Care - 17.0% (Continued)** |  |  |
| Teleflex, Inc. | 9940 | $1188923 |
| Waystar Holding Corp. <sup>(a)</sup> | 54180 | 1306280 |
| Zoetis, Inc. | 7839 | 926648 |
|  |  | 12207047 |
| **Industrials - 26.1%** |  |  |
| Carrier Global Corp. | 13766 | 775163 |
| Ferguson Enterprises, Inc. | 4707 | 1097955 |
| Fortune Brands Innovations, Inc. | 25562 | 996151 |
| FTI Consulting, Inc. <sup>(a)(b)</sup> | 5678 | 1003700 |
| Huntington Ingalls Industries, Inc. | 5687 | 2160491 |
| Johnson Controls International plc | 6530 | 855103 |
| L3Harris Technologies, Inc. | 4775 | 1648091 |
| Parker-Hannifin Corp. | 2194 | 1964157 |
| Regal Rexnord Corp. | 15838 | 2965824 |
| Rentokil Initial plc - ADR <sup>(b)</sup> | 18960 | 596861 |
| SS&C Technologies Holdings, Inc. | 17645 | 1192273 |
| Toro Co. (The) | 7656 | 715377 |
| TransUnion | 16652 | 1152152 |
| WESCO International, Inc. | 5729 | 1567569 |
|  |  | 18690867 |
| **Information Technology - 7.0%** |  |  |
| Ciena Corp. <sup>(a)</sup> | 2365 | 918164 |
| GoDaddy, Inc., Class A <sup>(a)</sup> | 11783 | 974101 |
| Teledyne Technologies, Inc. <sup>(a)</sup> | 1740 | 1052717 |
| VeriSign, Inc. | 4744 | 1178220 |
| Wix.com Ltd. <sup>(a)</sup> | 9506 | 856205 |
|  |  | 4979407 |
| **Materials - 5.1%** |  |  |
| Ashland, Inc. | 21130 | 1175039 |
| Freeport-McMoRan, Inc. | 22696 | 1334071 |
| Martin Marietta Materials, Inc. | 1921 | 1130854 |
|  |  | 3639964 |
| **Real Estate - 11.3%** |  |  |
| CubeSmart | 47999 | 1759163 |
| Extra Space Storage, Inc. | 8662 | 1135848 |

---

**Diamond Hill Mid Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Common Stocks - 97.1% (Continued)** | **Shares** | **Fair Value** |
| **Real Estate - 11.3% (Continued)** |  |  |
| Lamar Advertising Co., Class A | 5840 | $739694 |
| Mid-America Apartment Communities, Inc. | 9288 | 1134251 |
| Ryman Hospitality Properties, Inc. | 10716 | 988765 |
| SBA Communications Corp., Class A | 8849 | 1523001 |
| Ventas, Inc. | 9513 | 777973 |
|  |  | 8058695 |
| **Utilities - 1.6%** |  |  |
| UGI Corp. | 32274 | 1175419 |
| **Total Common Stocks (Cost $56,065,478)** |  | $69524106 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 5.3%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 2313447 | $2313447 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 1495620 | 1495620 |
| **Total Registered Investment Companies (Cost $3,809,067)** |  | $3809067 |
| **Total Investment Securities - 102.4% (Cost $59,874,545)** |  | $73333173 |
| **Liabilities in Excess of Other Assets - (2.4)%** |  | (1727310) |
| **Net Assets - 100.0%** |  | $71605863 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $3,124,034.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $1,611,880.

ADR - American Depositary Receipt

plc - Public Limited Company

**Diamond Hill Large Cap Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 100.4%** | **Shares** | **Fair Value** |
| **Communication Services - 2.5%** |  |  |
| Walt Disney Co. (The) | 1034876 | $99741349 |
| **Consumer Discretionary - 5.9%** |  |  |
| Amazon.com, Inc. <sup>(a)</sup> | 297274 | 61913256 |
| CarMax, Inc. <sup>(a)</sup> | 751627 | 31252651 |
| General Motors Co. | 570318 | 42488691 |
| NVR, Inc. <sup>(a)</sup> | 7436 | 49001976 |
| Starbucks Corp. <sup>(b)</sup> | 545880 | 48905389 |
|  |  | 233561963 |
| **Consumer Staples - 9.1%** |  |  |
| Colgate-Palmolive Co. | 1847685 | 157478192 |
| General Mills, Inc. <sup>(b)</sup> | 1355908 | 50466896 |
| Kimberly-Clark Corp. <sup>(b)</sup> | 836202 | 80668407 |
| Sysco Corp. | 995594 | 71015720 |
|  |  | 359629215 |
| **Energy - 7.7%** |  |  |
| ConocoPhillips | 1015579 | 134056428 |
| Diamondback Energy, Inc. | 525562 | 103950908 |
| EQT Corp. | 1041685 | 66292833 |
|  |  | 304300169 |
| **Financials - 23.7%** |  |  |
| American International Group, Inc. | 2245142 | 168946935 |
| Aon plc, Class A | 438721 | 141610364 |
| Bank of America Corp. | 1768481 | 86213449 |
| Berkshire Hathaway, Inc., Class B <sup>(a)</sup> | 392748 | 188204842 |
| Capital One Financial Corp. | 539083 | 98344912 |
| Equitable Holdings, Inc. | 2209724 | 82002858 |
| KeyCorp | 2193904 | 43987775 |
| MetLife, Inc. | 875948 | 61947043 |
| Visa, Inc., Class A | 201383 | 60865998 |
|  |  | 932124176 |
| **Health Care - 15.3%** |  |  |
| Abbott Laboratories | 1670859 | 171547093 |
| Cooper Cos., Inc. (The) <sup>(a)</sup> | 1016760 | 72698340 |
| Labcorp Holdings, Inc. | 197128 | 52595722 |

---

**Diamond Hill Large Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Common Stocks - 100.4% (Continued)** | **Shares** | **Fair Value** |
| **Health Care - 15.3% (Continued)** |  |  |
| Medtronic plc | 598387 | $51850233 |
| Pfizer, Inc. | 1889362 | 53053285 |
| Solventum Corp. <sup>(a)</sup> | 525202 | 34295691 |
| Thermo Fisher Scientific, Inc. | 137282 | 67478221 |
| Zoetis, Inc. | 843013 | 99652567 |
|  |  | 603171152 |
| **Industrials - 15.9%** |  |  |
| Builders FirstSource, Inc. <sup>(a)(b)</sup> | 441579 | 36355199 |
| Carrier Global Corp. | 1016326 | 57229317 |
| Deere & Co. | 110298 | 62130863 |
| Dover Corp. | 204217 | 42569034 |
| FedEx Corp. | 147343 | 52480630 |
| Ferguson Enterprises, Inc. <sup>(b)</sup> | 226171 | 52756647 |
| L3Harris Technologies, Inc. | 143673 | 49588736 |
| Regal Rexnord Corp. <sup>(b)</sup> | 215018 | 40264271 |
| SS&C Technologies Holdings, Inc. <sup>(b)</sup> | 439704 | 29710799 |
| Union Pacific Corp. | 336089 | 81541913 |
| Waste Management, Inc. | 526459 | 120975014 |
|  |  | 625602423 |
| **Information Technology - 12.6%** |  |  |
| Accenture plc, Class A | 319083 | 63270968 |
| Adobe, Inc. <sup>(a)</sup> | 290456 | 70604044 |
| Microsoft Corp. | 276519 | 102359038 |
| Salesforce, Inc. | 490898 | 91635930 |
| Texas Instruments, Inc. | 646254 | 125463752 |
| Wix.com Ltd. <sup>(a)(b)</sup> | 478079 | 43060575 |
|  |  | 496394307 |
| **Materials - 2.9%** |  |  |
| Martin Marietta Materials, Inc. | 95651 | 56307831 |
| Nucor Corp. | 353711 | 59812530 |
|  |  | 116120361 |

---

**Diamond Hill Large Cap Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Common Stocks - 100.4% (Continued)** | **Shares** | **Fair Value** |
| **Real Estate - 4.8%** |  |  |
| Extra Space Storage, Inc. | 676820 | $88751407 |
| SBA Communications Corp., Class A | 574860 | 98939155 |
|  |  | 187690562 |
| **Total Common Stocks (Cost $3,451,261,334)** |  | $3958335677 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 2.8%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 65467154 | $65467154 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 44173486 | 44173486 |
| **Total Registered Investment Companies (Cost $109,640,640)** |  | $109640640 |
| **Total Investment Securities - 103.2% (Cost $3,560,901,974)** |  | $4067976317 |
| **Liabilities in Excess of Other Assets - (3.2)%** |  | (127026604) |
| **Net Assets - 100.0%** |  | $3940949713 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $55,541,948.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $11,641,072.

plc - Public Limited Company

**Diamond Hill Select Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 97.0%** | **Shares** | **Fair Value** |
| **Consumer Discretionary - 9.6%** |  |  |
| CarMax, Inc. <sup>(a)</sup> | 320068 | $13308428 |
| Red Rock Resorts, Inc., Class A <sup>(b)</sup> | 471445 | 25156305 |
| Starbucks Corp. | 180303 | 16153346 |
|  |  | 54618079 |
| **Consumer Staples - 5.9%** |  |  |
| Colgate-Palmolive Co. | 223893 | 19082400 |
| Kimberly-Clark Corp. | 149477 | 14420046 |
|  |  | 33502446 |
| **Energy - 7.9%** |  |  |
| Antero Resources Corp. <sup>(a)</sup> | 503805 | 21381484 |
| Diamondback Energy, Inc. | 119113 | 23559360 |
|  |  | 44940844 |
| **Financials - 25.2%** |  |  |
| American International Group, Inc. | 494050 | 37177263 |
| Aon plc, Class A | 39176 | 12645229 |
| Berkshire Hathaway, Inc., Class B <sup>(a)</sup> | 70381 | 33726575 |
| Capital One Financial Corp. | 138355 | 25240103 |
| Equitable Holdings, Inc. | 308418 | 11445392 |
| KeyCorp | 503961 | 10104418 |
| Rocket Cos., Inc., Class A <sup>(a)</sup> | 947601 | 13503314 |
|  |  | 143842294 |
| **Health Care - 9.3%** |  |  |
| Abbott Laboratories | 254365 | 26115655 |
| Solventum Corp. <sup>(a)</sup> | 185261 | 12097543 |
| Zoetis, Inc. | 124818 | 14754736 |
|  |  | 52967934 |
| **Industrials - 18.5%** |  |  |
| Builders FirstSource, Inc. <sup>(a)</sup> | 88628 | 7296743 |
| Cimpress plc <sup>(a)(b)</sup> | 529936 | 38685328 |
| Regal Rexnord Corp. | 140152 | 26244864 |
| Union Pacific Corp. | 55673 | 13507383 |
| Waste Management, Inc. | 85973 | 19755736 |
|  |  | 105490054 |
| **Information Technology - 14.7%** |  |  |
| Adobe, Inc. <sup>(a)</sup> | 70065 | 17031400 |

---

**Diamond Hill Select Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 97.0% (Continued)** | **Shares** | **Fair Value** |
| **Information Technology - 14.7% (Continued)** |  |  |
| Salesforce, Inc. | 147822 | $27593933 |
| Texas Instruments, Inc. | 91494 | 17762645 |
| Wix.com Ltd. <sup>(a)</sup> | 237780 | 21416845 |
|  |  | 83804823 |
| **Materials - 3.8%** |  |  |
| Ashland, Inc. <sup>(b)</sup> | 389061 | 21635682 |
| **Real Estate - 2.1%** |  |  |
| SBA Communications Corp., Class A | 69401 | 11944606 |
| **Total Common Stocks (Cost $493,531,055)** |  | $552746762 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 5.5%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 13291402 | $13291402 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 18006568 | 18006568 |
| **Total Registered Investment Companies (Cost $31,297,970)** |  | $31297970 |
| **Total Investment Securities - 102.5% (Cost $524,829,025)** |  | $584044732 |
| **Liabilities in Excess of Other Assets - (2.5)%** |  | (14214255) |
| **Net Assets - 100.0%** |  | $569830477 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $37,951,556.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $20,001,711.

plc - Public Limited Company

**Diamond Hill Long-Short Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.5%** | **Shares** | **Fair Value** |
| **Communication Services - 9.5%** |  |  |
| Alphabet, Inc., Class A | 321857 | $92553199 |
| Meta Platforms, Inc., Class A | 146589 | 83867965 |
| Walt Disney Co. (The) | 327895 | 31602520 |
|  |  | 208023684 |
| **Consumer Discretionary - 4.7%** |  |  |
| Amazon.com, Inc. <sup>(a)(b)</sup> | 248652 | 51786752 |
| Lear Corp. | 167697 | 20304753 |
| TJX Cos., Inc. (The) <sup>(b)</sup> | 134416 | 21466235 |
| Ulta Beauty, Inc. <sup>(a)(b)</sup> | 19522 | 10204345 |
|  |  | 103762085 |
| **Consumer Staples - 4.4%** |  |  |
| BellRing Brands, Inc. <sup>(a)</sup> | 2074680 | 33381601 |
| Constellation Brands, Inc., Class A | 193786 | 29067900 |
| Sysco Corp. | 471915 | 33661697 |
|  |  | 96111198 |
| **Energy - 3.8%** |  |  |
| Chevron Corp. | 154154 | 31894463 |
| Coterra Energy, Inc. | 105653 | 3712646 |
| Diamondback Energy, Inc. | 242223 | 47909287 |
|  |  | 83516396 |
| **Financials - 19.6%** |  |  |
| American International Group, Inc. | 1095229 | 82415982 |
| Aon plc, Class A | 164037 | 52947863 |
| Bank of America Corp. | 546845 | 26658694 |
| Berkshire Hathaway, Inc., Class B <sup>(a)</sup> | 58824 | 28188461 |
| Capital One Financial Corp. | 209130 | 38151586 |
| Citigroup, Inc. | 756106 | 85749981 |
| Fidelity National Information Services, Inc. | 577175 | 27075279 |
| Hartford Insurance Group, Inc. (The) | 165349 | 22360145 |
| Morgan Stanley | 33691 | 5544528 |
| Truist Financial Corp. | 813491 | 37396181 |
| Visa, Inc., Class A | 74077 | 22389032 |
|  |  | 428877732 |
| **Health Care - 13.3%** |  |  |
| Abbott Laboratories | 499692 | 51303378 |

---

**Diamond Hill Long-Short Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.5% (Continued)** | **Shares** | **Fair Value** |
| **Health Care - 13.3% (Continued)** |  |  |
| Becton, Dickinson and Co. | 93361 | $14679150 |
| Cooper Cos., Inc. (The) <sup>(a)</sup> | 475425 | 33992887 |
| HCA Healthcare, Inc. | 28596 | 13532771 |
| Labcorp Holdings, Inc. | 90084 | 24035312 |
| Medtronic plc | 384976 | 33358170 |
| Perrigo Co. plc <sup>(c)</sup> | 1852395 | 19894722 |
| Pfizer, Inc. | 815376 | 22895758 |
| Solventum Corp. <sup>(a)</sup> | 559733 | 36550565 |
| Zoetis, Inc. | 344150 | 40681972 |
|  |  | 290924685 |
| **Industrials - 12.2%** |  |  |
| Booz Allen Hamilton Holding Corp. | 594075 | 46355672 |
| Builders FirstSource, Inc. <sup>(a)(b)</sup> | 537973 | 44291317 |
| Dover Corp. <sup>(b)</sup> | 170440 | 35528218 |
| ESAB Corp. <sup>(b)</sup> | 236645 | 22874106 |
| Johnson Controls International plc <sup>(b)</sup> | 52070 | 6818566 |
| L3Harris Technologies, Inc. <sup>(b)</sup> | 111010 | 38315102 |
| Parker-Hannifin Corp. <sup>(b)</sup> | 42006 | 37605451 |
| SS&C Technologies Holdings, Inc. | 507570 | 34296505 |
|  |  | 266084937 |
| **Information Technology - 18.5%** |  |  |
| Adobe, Inc. <sup>(a)</sup> | 171840 | 41770867 |
| Gartner, Inc. <sup>(a)</sup> | 186705 | 29562870 |
| Microsoft Corp. | 263851 | 97669725 |
| Salesforce, Inc. <sup>(c)</sup> | 233280 | 43546378 |
| SentinelOne, Inc., Class A <sup>(a)</sup> | 3435535 | 44249691 |
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 267019 | 90239071 |
| Texas Instruments, Inc. | 123441 | 23964836 |
| VeriSign, Inc. | 133275 | 33100179 |
|  |  | 404103617 |
| **Materials - 2.1%** |  |  |
| Ashland, Inc. | 522479 | 29055057 |
| Freeport-McMoRan, Inc. | 287201 | 16881675 |
|  |  | 45936732 |

---

**Diamond Hill Long-Short Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.5% (Continued)** | **Shares** | **Fair Value** |
| **Real Estate - 1.5%** |  |  |
| Extra Space Storage, Inc. | 255409 | $33491782 |
| **Utilities - 0.9%** |  |  |
| Dominion Energy, Inc. | 302990 | 18730842 |
| **Total Common Stocks (Cost $1,417,025,008)** |  | $1979563690 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 12.2%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(d)</sup> | 221182322 | $221182322 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(d)(e)</sup> | 45135099 | 45135099 |
| **Total Registered Investment Companies (Cost $266,317,421)** |  | $266317421 |
| **Total Investment Securities - 102.7% (Cost $1,683,342,429)** |  | $2245881111 |
| **Segregated Cash With Custodian - 31.0%** |  | 678868445 |
| **Investments Sold Short - (32.0)% (Proceeds $680,998,794)** |  | (700162437) |
| **Liabilities in Excess of Other Assets - (1.7)%** |  | (37251230) |
| **Net Assets - 100.0%** |  | $2187335889 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of the shares have been pledged as collateral for open short positions.

<sup>(c)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $44,992,644.

<sup>(d)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(e)</sup> This security was purchased using cash collateral held from securities on loan.

ADR - American Depositary Receipt

plc - Public Limited Company

**Diamond Hill Long-Short Fund**

**Schedule of Investments Sold Short**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 32.0%** | **Shares** | **Fair Value** |
| **Consumer Discretionary - 9.8%** |  |  |
| Acushnet Holdings Corp. | 299862 | $28031100 |
| Boot Barn Holdings, Inc. | 76265 | 11162145 |
| Brinker International, Inc. | 134985 | 19271808 |
| Cheesecake Factory, Inc. (The) | 336217 | 18407881 |
| Choice Hotels International, Inc. | 92387 | 9562054 |
| eBay, Inc. | 342298 | 31155964 |
| GameStop Corp., Class A | 378088 | 8711148 |
| Garmin Ltd. | 128177 | 29738346 |
| Royal Caribbean Cruises Ltd. | 71905 | 19786818 |
| United Parks and Resorts, Inc. | 109280 | 3569085 |
| Williams-Sonoma, Inc. | 144360 | 26321159 |
| YETI Holdings, Inc. | 237015 | 8672379 |
|  |  | 214389887 |
| **Consumer Staples - 0.9%** |  |  |
| Clorox Co. (The) | 38620 | 4002191 |
| Sprouts Farmers Market, Inc. | 87126 | 6720028 |
| WD-40 Co. | 45672 | 9314348 |
|  |  | 20036567 |
| **Energy - 1.0%** |  |  |
| Frontline plc | 641615 | 22366699 |
| **Financials - 2.6%** |  |  |
| Affirm Holdings, Inc., Class A | 212705 | 9746143 |
| Bank of Hawaii Corp. | 430205 | 31942721 |
| Coinbase Global, Inc., Class A | 44075 | 7695936 |
| First Financial Bankshares, Inc. | 40857 | 1203239 |
| Palomar Holdings, Inc. | 48106 | 5748667 |
|  |  | 56336706 |
| **Health Care - 2.7%** |  |  |
| Doximity, Inc., Class A | 237935 | 5543886 |
| Medpace Holdings, Inc. | 68425 | 32857001 |
| ResMed, Inc. | 91580 | 20557878 |
|  |  | 58958765 |
| **Industrials - 6.9%** |  |  |
| Blue Bird Corp. | 503700 | 28605123 |

---

**Diamond Hill Long-Short Fund**

**Schedule of Investments Sold Short (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Common Stocks - 32.0% (Continued)** | **Shares** | **Fair Value** |
| **Industrials - 6.9% (Continued)** |  |  |
| Core & Main, Inc., Class A | 429988 | $21241407 |
| Federal Signal Corp. | 250800 | 27121512 |
| Matson, Inc. | 238160 | 39043950 |
| Mueller Industries, Inc. | 112675 | 12484390 |
| Powell Industries, Inc. | 40765 | 22057126 |
|  |  | 150553508 |
| **Information Technology - 5.4%** |  |  |
| Akamai Technologies, Inc. | 105115 | 12072458 |
| Alarm.com Holdings, Inc. | 157054 | 6783162 |
| Badger Meter, Inc. | 66817 | 10179570 |
| F5, Inc. | 65087 | 18831622 |
| International Business Machines Corp. | 161070 | 39041757 |
| Pure Storage, Inc., Class A | 238690 | 14092258 |
| Samsara, Inc., Class A | 88421 | 2802061 |
| Teradata Corp. | 544045 | 13943873 |
|  |  | 117746761 |
| **Materials - 1.0%** |  |  |
| MP Materials Corp. | 179090 | 8642883 |
| NewMarket Corp. | 22195 | 14225885 |
|  |  | 22868768 |
| **Real Estate - 0.9%** |  |  |
| eXp World Holdings, Inc. | 568241 | 3403764 |
| Host Hotels & Resorts, Inc. | 832145 | 15943898 |
|  |  | 19347662 |
| **Utilities - 0.8%** |  |  |
| Ormat Technologies, Inc. | 156872 | 17557114 |
| **Total Investments Sold Short - 32.0% (Proceeds $680,998,794)** |  | $700162437 |

---

Percentages disclosed are based on total net assets of the Fund at March 31, 2026.

**Diamond Hill International Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.8%** | **Shares** | **Fair Value** |
| **Australia - 2.6%** | **Australia - 2.6%** | **Australia - 2.6%** |
| Whitehaven Coal Ltd. | 676860 | $4367400 |
| **Austria - 0.9%** | **Austria - 0.9%** | **Austria - 0.9%** |
| BAWAG Group AG | 10080 | 1532374 |
| **Canada - 11.5%** | **Canada - 11.5%** | **Canada - 11.5%** |
| Agnico Eagle Mines Ltd. | 12479 | 2532518 |
| Canadian Natural Resources Ltd. <sup>(a)</sup> | 118012 | 5755648 |
| Franco-Nevada Corp. | 15388 | 3809453 |
| Imperial Oil Ltd. | 36929 | 4836086 |
| North West Co., Inc. (The) <sup>(a)</sup> | 67756 | 2655446 |
|  |  | 19589151 |
| **China - 3.7%** | **China - 3.7%** | **China - 3.7%** |
| Alibaba Group Holding Ltd. | 185700 | 2910834 |
| Tencent Holdings Ltd. | 53563 | 3378441 |
|  |  | 6289275 |
| **Cyprus - 1.5%** | **Cyprus - 1.5%** | **Cyprus - 1.5%** |
| Theon International plc <sup>(a)</sup> | 68163 | 2463916 |
| **France - 4.3%** | **France - 4.3%** | **France - 4.3%** |
| Safran SA | 11920 | 3900412 |
| Veolia Environnement SA | 91438 | 3482364 |
|  |  | 7382776 |
| **Germany - 2.9%** | **Germany - 2.9%** | **Germany - 2.9%** |
| Evotec SE <sup>(b)</sup> | 215817 | 1096797 |
| Krones AG | 28001 | 3803231 |
|  |  | 4900028 |
| **India - 1.1%** | **India - 1.1%** | **India - 1.1%** |
| HDFC Bank Ltd. - ADR | 45145 | 1123208 |
| Hindustan Aeronautics Ltd. | 21059 | 791718 |
|  |  | 1914926 |
| **Ireland - 3.0%** | **Ireland - 3.0%** | **Ireland - 3.0%** |
| AIB Group plc | 474052 | 5060349 |

---

**Diamond Hill International Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.8% (Continued)** | **Shares** | **Fair Value** |
| **Japan - 8.8%** | **Japan - 8.8%** | **Japan - 8.8%** |
| Hikari Tsushin, Inc. | 5000 | $1271992 |
| Hitachi Ltd. | 120700 | 3540615 |
| Max Co. Ltd. <sup>(a)</sup> | 445200 | 4560908 |
| SWCC Corp. <sup>(a)</sup> | 28300 | 2279758 |
| Toyo Suisan Kaisha Ltd. | 47000 | 3305144 |
|  |  | 14958417 |
| **Korea (Republic of) - 3.2%** | **Korea (Republic of) - 3.2%** | **Korea (Republic of) - 3.2%** |
| Samsung C&T Corp. | 6033 | 1076671 |
| Samsung Electronics Co. Ltd. | 23433 | 2790888 |
| SK hynix, Inc. | 2695 | 1557017 |
|  |  | 5424576 |
| **Mexico - 2.2%** | **Mexico - 2.2%** | **Mexico - 2.2%** |
| Wal-Mart de Mexico SAB de CV | 1161287 | 3786723 |
| **Singapore - 2.5%** | **Singapore - 2.5%** | **Singapore - 2.5%** |
| Singapore Exchange Ltd. | 272858 | 4162357 |
| **Sweden - 1.1%** | **Sweden - 1.1%** | **Sweden - 1.1%** |
| Spotify Technology SA <sup>(b)</sup> | 3843 | 1863509 |
| **Switzerland - 6.3%** | **Switzerland - 6.3%** | **Switzerland - 6.3%** |
| Compagnie Financiere Richemont SA, Class A | 19463 | 3436636 |
| Novartis AG - ADR | 24822 | 3791560 |
| Roche Holding AG | 8699 | 3471821 |
|  |  | 10700017 |
| **Taiwan Province of China - 5.8%** | **Taiwan Province of China - 5.8%** | **Taiwan Province of China - 5.8%** |
| Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 28960 | 9787032 |
| **United Kingdom - 23.8%** | **United Kingdom - 23.8%** | **United Kingdom - 23.8%** |
| British American Tobacco plc | 84579 | 4910397 |
| Bunzl plc | 113486 | 3416435 |
| Compass Group plc | 130363 | 3637130 |
| Diageo plc | 35470 | 659622 |
| Glencore plc | 779919 | 5906814 |
| Hikma Pharmaceuticals plc | 51999 | 873339 |

---

**Diamond Hill International Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Common Stocks - 90.8% (Continued)** | **Shares** | **Fair Value** |
| **United Kingdom - 23.8% (Continued)** | **United Kingdom - 23.8% (Continued)** | **United Kingdom - 23.8% (Continued)** |
| Howden Joinery Group plc | 308746 | $3270062 |
| Imperial Brands plc | 65803 | 2668081 |
| Melrose Industries plc | 301165 | 2040687 |
| NatWest Group plc | 375964 | 2785030 |
| Rentokil Initial plc - ADR <sup>(a)</sup> | 40033 | 1260239 |
| Smith & Nephew plc | 86332 | 1367801 |
| Tesco plc | 437176 | 2747575 |
| Unilever plc | 64093 | 3618516 |
| Wise plc, Class A <sup>(b)</sup> | 104083 | 1253346 |
|  |  | 40415074 |
| **United States - 5.6%** | **United States - 5.6%** | **United States - 5.6%** |
| Aurinia Pharmaceuticals, Inc. <sup>(b)</sup> | 92212 | 1366582 |
| CNH Industrial NV | 261804 | 2879844 |
| Ferguson Enterprises, Inc. | 5616 | 1307632 |
| uniQure NV <sup>(b)</sup> | 33333 | 544994 |
| Willis Towers Watson plc | 11878 | 3452935 |
|  |  | 9551987 |
| **Total Common Stocks (Cost $120,063,166)** |  | $154149887 |

---

---

| | | |
|:---|:---|:---|
| **Preferred Stocks - 2.6%** | **Shares** | **Fair Value** |
| **Brazil - 2.6%** | **Brazil - 2.6%** | **Brazil - 2.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Itausa SA (Cost $3,716,704) | 1645632 | $4422623 |

---

**Diamond Hill International Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 15.7%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(c)</sup> | 10480507 | $10480507 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(c)(d)</sup> | 16086619 | 16086619 |
| **Total Registered Investment Companies (Cost $26,567,126)** |  | $26567126 |
| **Total Investment Securities - 109.1% (Cost $150,346,996)** |  | $185139636 |
| **Liabilities in Excess of Other Assets - (9.1)%** |  | (15428385) |
| **Net Assets - 100.0%** |  | $169711251 |

---

<sup>(a)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $14,693,603.

<sup>(b)</sup> Non-income producing security.

<sup>(c)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(d)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $2,813,233.

ADR - American Depositary Receipt

AG - Aktiengesellschaft

NV - Naamloze Vennootschap

plc - Public Limited Company

SA - Societe Anonyme

SAB de CV - Societe Anonima Bursatil de Capital Variable

SE - Societe Europaea

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 3.6%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 1.7%** |  |  |  |  |
| American Express Co. | 2.550% | 03/04/27 | $500000 | $492747 |
| American Express Co. | 5.043% | 07/26/28 | 500000 | 504304 |
| American Express Co. <sup>(a)</sup> | 4.009% | 02/09/29 | 3000000 | 2980839 |
| Capital One Financial Corp. | 1.878% | 11/02/27 | 1000000 | 983476 |
| Citibank NA | 4.876% | 11/19/27 | 1750000 | 1755675 |
| Fifth Third Bancorp | 1.707% | 11/01/27 | 1200000 | 1181147 |
| Goldman Sachs Group, Inc. (The) | 4.148% | 01/21/29 | 19700000 | 19578441 |
| HSBC Holdings plc | 5.597% | 05/17/28 | 4000000 | 4044935 |
| JPMorgan Chase & Co. | 1.470% | 09/22/27 | 3800000 | 3747999 |
| JPMorgan Chase & Co. | 3.625% | 12/01/27 | 14326000 | 14165434 |
| Key Bank NA | 5.850% | 11/15/27 | 2000000 | 2042058 |
| Key Bank NA | 4.390% | 12/14/27 | 1600000 | 1601225 |
| Morgan Stanley | 4.133% | 10/18/29 | 7760000 | 7669971 |
| Royal Bank of Canada | 4.522% | 10/18/28 | 500000 | 500555 |
| Toronto-Dominion Bank (The) | 4.861% | 01/31/28 | 2925000 | 2948538 |
| Truist Financial Corp. | 4.144% | 01/27/29 | 2700000 | 2685516 |
| US Bancorp | 6.787% | 10/26/27 | 900000 | 911984 |
| Wells Fargo & Co., Series Q | 3.196% | 06/17/27 | 1500000 | 1495734 |
| Wells Fargo & Co. | 4.182% | 01/23/30 | 20500000 | 20318366 |
|  |  |  |  | 89608944 |
| **Brokerage Asset Managers Exchanges - 0.2%** |  |  |  |  |
| Citadel Finance, LLC <sup>(b)</sup> | 4.750% | 02/14/29 | 7900000 | 7740301 |
| **Communications - 0.1%** |  |  |  |  |
| American Tower Corp. | 5.200% | 02/15/29 | 4135000 | 4205086 |
| **Consumer Cyclical - 0.3%** |  |  |  |  |
| Ford Motor Credit Co., LLC | 5.850% | 05/17/27 | 5000000 | 5036834 |
| General Motors Financial Co. | 5.400% | 05/08/27 | 5000000 | 5044028 |
| General Motors Financial Co. | 5.050% | 04/04/28 | 2000000 | 2017363 |
| Hyundai Capital America <sup>(b)</sup> | 5.650% | 06/26/26 | 900000 | 902429 |
| Volkswagen Group America <sup>(b)</sup> | 4.900% | 08/14/26 | 800000 | 801194 |
|  |  |  |  | 13801848 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 3.6% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Electric - 0.2%** | **Electric - 0.2%** | **Electric - 0.2%** | | |
| NYSEG Storm Funding, LLC, Series 2025-A | 4.713% | 05/01/31 | $11402107 | $11476474 |
| **Energy - 0.0% <sup>(c)</sup>** |  |  |  |  |
| Energy Transfer, LP <sup>(a)</sup> | 6.050% | 12/01/26 | 500000 | 504603 |
| Energy Transfer, LP | 5.500% | 06/01/27 | 1000000 | 1009267 |
|  |  |  |  | 1513870 |
| **Insurance - 0.9%** |  |  |  |  |
| Jackson National Life Global Funding <sup>(b)</sup> | 5.550% | 07/02/27 | 3150000 | 3178852 |
| Jackson National Life Insurance Co. <sup>(b)</sup> | 8.150% | 03/15/27 | 2525000 | 2593085 |
| Lincoln Financial Global Funding <sup>(b)</sup> | 4.625% | 05/28/28 | 6560000 | 6560949 |
| Met Tower Global Funding <sup>(b)</sup> | 4.000% | 01/14/29 | 750000 | 742138 |
| New York Life Global Funding <sup>(a)(b)</sup> | 4.700% | 01/29/29 | 10000000 | 10084784 |
| Northwestern Mutual Global Funding <sup>(b)</sup> | 4.400% | 03/30/29 | 10000000 | 10023877 |
| Pricoa Global Funding <sup>(a)(b)</sup> | 4.400% | 08/27/27 | 1000000 | 1003793 |
| Principal Life Global Funding II <sup>(b)</sup> | 4.600% | 08/19/27 | 500000 | 501416 |
| Protective Life Global Funding <sup>(a)(b)</sup> | 4.161% | 01/15/29 | 9600000 | 9498687 |
| RGA Global Funding <sup>(a)(b)</sup> | 2.000% | 11/30/26 | 800000 | 787727 |
|  |  |  |  | 44975308 |
| **Technology - 0.2%** |  |  |  |  |
| Broadcom, Inc. | 5.050% | 07/12/27 | 2510000 | 2535741 |
| Oracle Corp. <sup>(a)</sup> | 2.300% | 03/25/28 | 7247000 | 6903193 |
|  |  |  |  | 9438934 |
| **Transportation - 0.0% <sup>(c)</sup>** |  |  |  |  |
| Alaska Airlines Pass-Through Trust, Series 2020-1B, Class A <sup>(b)</sup> | 4.800% | 02/15/29 | 284432 | 284470 |
| American Airlines Pass-Through Trust, Series 2016-2, Class AA | 3.200% | 12/15/29 | 1169000 | 1138912 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | 5.875% | 04/15/29 | 390728 | 397255 |
|  |  |  |  | 1820637 |
| **Total Corporate Credit (Cost $185,140,128)** |  |  |  | $184581402 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 3.9%** | **ABS-Other - 3.9%** | **ABS-Other - 3.9%** | | |
| ACHD Trust, Series 2025-DS1, Class A <sup>(b)</sup> | 5.978% | 01/09/34 | $5366218 | $5374417 |
| ACHD Trust, Series 2025-DS1, Class B <sup>(b)</sup> | 9.380% | 01/09/34 | 1300000 | 1313426 |
| AMDR ABS Trust, Series 2025-1A, Class A <sup>(b)</sup> | 6.378% | 12/19/33 | 3328026 | 3337032 |
| AMDR ABS Trust, Series 2025-1A, Class B <sup>(b)</sup> | 9.691% | 12/19/33 | 7625000 | 7773954 |
| Cascade Funding Mortgage Trust, Series 2021-GRN1, Class B <sup>(b)</sup> | 1.830% | 03/20/41 | 2432493 | 2409497 |
| DailyPay Securitization Trust, Series 2025-1A, Class A <sup>(b)</sup> | 5.630% | 06/25/28 | 20000000 | 20049994 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A <sup>(b)(d)</sup> | 4.450% | 01/25/28 | 8850000 | 8744726 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class A <sup>(b)(d)</sup> | 3.620% | 07/25/28 | 9900000 | 9499094 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A <sup>(b)</sup> | 3.850% | 10/25/28 | 14280000 | 13733033 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2023-1, Class A <sup>(b)</sup> | 5.520% | 02/22/55 | 7757732 | 7220620 |
| Helios Issuer, LLC, Series 2022-C, Class C <sup>(b)</sup> | 6.000% | 11/22/49 | 3926840 | 1821649 |
| Loanpal Solar Loan Ltd., Series 2021-1GS, Class A <sup>(b)</sup> | 2.290% | 01/20/48 | 1859557 | 1538875 |
| Loanpal Solar Loan Ltd., Series 2021-2GS, Class A <sup>(b)</sup> | 2.220% | 03/20/48 | 1466387 | 1154605 |
| Mosaic Solar Loans, LLC, Series 2017-1A, Class A <sup>(b)</sup> | 4.450% | 06/20/42 | 2829598 | 2774117 |
| Mosaic Solar Loans, LLC, Series 2017-2, Class B <sup>(b)</sup> | 4.770% | 06/22/43 | 240652 | 216993 |
| Mosaic Solar Loans, LLC, Series 2020-1A, Class B <sup>(b)</sup> | 3.100% | 04/20/46 | 732759 | 628912 |
| Mosaic Solar Loans, LLC, Series 2023-1A, Class A <sup>(b)</sup> | 5.320% | 06/20/53 | 4344365 | 4018202 |
| Mosaic Solar Loans, LLC, Series 2023-2A, Class C <sup>(b)(e)</sup> | 8.180% | 09/22/53 | 11000000 | 1901944 |
| MVW Own Trust, Series 2021-1W, Class D <sup>(b)</sup> | 3.170% | 01/22/41 | 710830 | 689878 |
| OHS Issuer, LLC, Series 2026-1, Class A2 <sup>(b)</sup> | 5.750% | 01/15/61 | 18859271 | 18490044 |
| PowerPay Issuance Trust, Series 2024-1A, Class A <sup>(b)</sup> | 6.530% | 02/18/39 | 2957482 | 3014457 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 3.9% (Continued)** |  |  |  |  |
| PowerPay Issuance Trust, Series 2025-1A, Class A <sup>(b)</sup> | 5.230% | 11/18/41 | $24393394 | $24326534 |
| Redaptive EAAS Issuer, LLC, Series 2025-1, Class A <sup>(b)</sup> | 5.940% | 03/25/42 | 12523723 | 12495885 |
| Renew Financial, LLC, Series 2017-1, Class A <sup>(b)</sup> | 3.670% | 09/20/52 | 738758 | 688853 |
| Stream Innovations Issuer Trust, Series 2024-1A, Class A <sup>(b)</sup> | 6.270% | 07/15/44 | 5159963 | 5311543 |
| US Bank Credit-Linked Notes, Series 2025-SUP2, Class B2 <br> (1\* SOFR30A + 135) <sup>(b)(d)</sup> | 5.012% | 09/25/32 | 16451121 | 16451071 |
| US Bank NA, Series 2025-SUP2, Class B1 <sup>(b)</sup> | 4.818% | 09/25/32 | 9377139 | 9280582 |
| US Bank NA, Series 2025-SUP2, Class D (1\* SOFR30A + 220) <sup>(b)(d)</sup> | 5.862% | 09/25/32 | 3886577 | 3890172 |
| US Bank NA, Series 2025-SUP2, Class R (1\* SOFR30A + 650) <sup>(b)(d)</sup> | 10.162% | 09/25/32 | 14394731 | 14513578 |
|  |  |  |  | 202663687 |
| **Agency CMBS - 0.4%** |  |  |  |  |
| Farmer Mac Agricultural Real Estate, Series 2025-2, Class A1 <sup>(b)</sup> | 5.290% | 11/25/35 | 22756004 | 23003021 |
| **Agency MBS CMO - 2.8%** |  |  |  |  |
| FHLMC, Series 2979, Class FP (1\* SOFR + 45) <sup>(d)</sup> | 4.237% | 05/15/35 | 189957 | 189071 |
| FHLMC, Series 3121, Class FM (1\* SOFR + 40) <sup>(d)</sup> | 4.187% | 03/15/36 | 134631 | 133860 |
| FHLMC, Series 5545, Class MV | 5.250% | 04/25/36 | 14178171 | 14279929 |
| FHLMC, Series 4613, Class AF (1\* SOFR + 110) <sup>(d)</sup> | 4.873% | 11/15/37 | 1703160 | 1698068 |
| FHLMC, Series 3925, Class FL (1\* SOFR + 45) <sup>(d)</sup> | 4.237% | 01/15/41 | 6942 | 6938 |
| FHLMC, Series 4314, Class PF (1\* SOFR + 40) <sup>(d)</sup> | 4.187% | 07/15/43 | 34366 | 34265 |
| FHLMC, Series 5391, Class EA | 5.500% | 05/25/49 | 3187409 | 3208647 |
| FHLMC, Series 5171, Class UK | 2.000% | 12/25/51 | 1163171 | 599230 |
| FHLMC, Pool #QH-5181 | 6.000% | 11/01/53 | 8431713 | 8682019 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 2.8% (Continued)** |  |  |  |  |
| FNMA, Series 2013-97, Class ZB | 3.500% | 09/25/33 | $8178482 | $7992644 |
| FNMA, Series 2006-56, Class DC (1\* SOFR + 65) <sup>(d)</sup> | 4.432% | 07/25/36 | 257840 | 253000 |
| FNMA, Series 2006-108, Class FD (1\* SOFR + 38) <sup>(d)</sup> | 4.156% | 11/25/36 | 120871 | 119839 |
| FNMA, Series 2010-136, Class FA (1\* SOFR + 50) <sup>(d)</sup> | 4.276% | 12/25/40 | 135228 | 134172 |
| FNMA, Series 2011-127, Class ZU | 3.500% | 12/25/41 | 3353264 | 3159748 |
| FNMA, Series 2012-33, Class F (1\* SOFR + 52) | 4.296% | 04/25/42 | 71436 | 71043 |
| FNMA, Series 2013-34, Class GP | 3.000% | 05/25/42 | 1515225 | 1451743 |
| FNMA, Series 2023-14, Class G | 6.000% | 06/25/48 | 3622009 | 3676845 |
| FNMA, Series 2017-28, Class LK | 4.000% | 03/25/53 | 352666 | 351643 |
| GNMA, Series 2023-81, Class MV | 5.500% | 05/20/34 | 8054944 | 8118374 |
| GNMA, Series 2023-81, Class QV | 5.500% | 05/20/34 | 5510357 | 5594181 |
| GNMA, Series 2023-133, Class GV | 6.000% | 07/20/34 | 3287556 | 3353623 |
| GNMA, Series 2023-154, Class V | 6.500% | 07/20/34 | 10407979 | 10608889 |
| GNMA, Series 2023-154, Class VA | 6.000% | 08/20/34 | 7508326 | 7601488 |
| GNMA, Series 2023-167, Class VC | 6.500% | 08/20/34 | 7535591 | 7662486 |
| GNMA, Series 2024-20, Class KV | 6.000% | 12/20/34 | 5483672 | 5570069 |
| GNMA, Series 2024-43, Class NV | 6.000% | 01/20/35 | 15094125 | 15388901 |
| GNMA, Series 2024-42, Class DV | 6.000% | 01/20/35 | 6795357 | 6871079 |
| GNMA, Series 2023-67, Class AC | 6.000% | 05/20/53 | 2748211 | 2810841 |
| GNMA, Series 2023-151, Class BZ | 6.500% | 10/20/53 | 4484932 | 4627283 |
| GNMA, Series 2024-184, Class PA | 6.500% | 09/20/54 | 3212966 | 3302192 |
| GNMA, Series 2024-144, Class DB | 6.500% | 09/20/54 | 5070524 | 5178445 |
| GNMA, Series 2025-004, Class MA | 6.000% | 01/20/62 | 11747583 | 11969021 |
| GNMA, Series 2012-H29, Class SA (1\* TSFR1M + 63) <sup>(d)</sup> | 4.298% | 10/20/62 | 121991 | 122003 |
| GNMA, Series 2012-H23, Class SA (1\* TSFR1M + 64) <sup>(d)</sup> | 4.313% | 10/20/62 | 221470 | 221590 |
| GNMA, Series 2016-H11, Class FD (1\* TSFR12M + 112) <sup>(d)</sup> | 5.075% | 05/20/66 | 16838 | 16991 |
|  |  |  |  | 145060160 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO Derivatives - 0.0% <sup>(c)</sup>** |  |  |  |  |
| FHLMC, Series 237, Class S14 (IO) (-1\* SOFR + 660) <sup>(d)</sup> | 2.827% | 05/15/36 | $288518 | $30574 |
| FNMA, Series 2012-148, Class IA (IO) | 4.000% | 01/25/28 | 166849 | 1656 |
| FNMA, Series 301, Class (PO) | 0.000% | 04/25/29 | 56243 | 53110 |
| FNMA, Series 2010-44, Class CS (IO) (-1\* SOFR + 655) <sup>(d)</sup> | 2.774% | 05/25/40 | 228032 | 21064 |
| FNMA, Series 2014-45, Class IO (IO) | 4.000% | 08/25/44 | 342989 | 58100 |
|  |  |  |  | 164504 |
| **Agency MBS Passthrough - 9.9%** |  |  |  |  |
| FHLMC, Pool #QH-5484 | 1.500% | 11/01/31 | 18539249 | 17461082 |
| FHLMC, Pool #SC-0118 | 2.500% | 01/01/41 | 1713283 | 1550120 |
| FHLMC, Pool #G6-0257 | 5.500% | 06/01/41 | 256017 | 264253 |
| FHLMC, Pool #RB5392 | 5.500% | 03/01/46 | 11414136 | 11532040 |
| FHLMC, Pool #84-1354 | 3.480% | 11/01/48 | 2951319 | 3067980 |
| FHLMC, Pool #QG-9457 | 6.500% | 08/01/53 | 7512841 | 7875371 |
| FHLMC, Pool #841741 (1\* SOFR30A + 217) <sup>(d)</sup> | 5.536% | 04/01/54 | 10126162 | 10246352 |
| FHLMC, Pool #QI6079 | 6.000% | 05/01/54 | 6973371 | 7136171 |
| FHLMC, Pool #QX8788 | 6.000% | 03/01/55 | 27341023 | 27964233 |
| FNMA, Pool #AL8682 | 2.000% | 07/01/31 | 3705246 | 3543212 |
| FNMA, Pool #CA8542 | 2.500% | 01/01/41 | 1848640 | 1660370 |
| FNMA, Pool #MA6009 | 5.500% | 03/01/46 | 38356905 | 38745326 |
| FNMA, Pool #BP6608 | 2.205% | 08/01/50 | 1783028 | 1767565 |
| FNMA, Pool #BM7138 | 1.694% | 10/01/51 | 6150268 | 5885841 |
| FNMA, Pool #FS4736 | 6.500% | 05/01/53 | 31152225 | 32289951 |
| FNMA, Pool #FS5590 | 5.500% | 07/01/53 | 18221979 | 18406361 |
| FNMA, Pool #DA1518 | 6.000% | 10/01/53 | 15231134 | 15557107 |
| FNMA, Pool #DC7023 | 6.000% | 12/01/54 | 8644015 | 8813119 |
| FNMA, Pool #DC9695 | 6.000% | 01/01/55 | 8641189 | 8828525 |
| FNMA, Pool #FNBM7863 | 5.358% | 10/01/55 | 11842700 | 11927013 |
| FNMA, Pool #DF3843 (1\* SOFR30A + 231) <sup>(d)</sup> | 5.504% | 11/01/55 | 12800798 | 12999329 |
| FNMA, Pool #BM7901 (1\* SOFR30A + 220) <sup>(d)</sup> | 5.200% | 12/01/55 | 33160894 | 33596167 |
| GNMA, Pool #CM7497C | 5.000% | 08/20/52 | 3106051 | 3064000 |
| GNMA, Pool #MA9367 | 8.000% | 12/20/53 | 2238811 | 2309492 |
| GNMA, Pool #787960 | 7.000% | 11/20/54 | 2526410 | 2566751 |
| GNMA, Pool #787873 | 7.000% | 03/20/55 | 6465001 | 6674711 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS Passthrough - 9.9% (Continued)** |  |  |  |  |
| GNMA, Pool #788003 | 7.000% | 06/20/55 | $4976654 | $5137999 |
| GNMA, Pool #DL7645 | 7.500% | 08/20/55 | 1472069 | 1594703 |
| GNMA, Pool #DL7644 | 7.500% | 09/20/55 | 29536445 | 31945421 |
| GNMA, Pool #788268 (1\* H15T1Y + 153) <sup>(d)</sup> | 5.494% | 10/20/55 | 15972543 | 16177399 |
| GNMA, Pool #G2DM6320 | 7.500% | 11/20/55 | 7079603 | 7651236 |
| GNMA, Pool #DP4295 | 7.500% | 12/20/55 | 2261980 | 2430395 |
| GNMA, Pool #DP0885 | 7.500% | 01/20/56 | 13395600 | 14505657 |
| GNMA, Pool #DQ2955 | 7.500% | 02/20/56 | 3759583 | 4072806 |
| GNMA, Pool #CW0334C | 7.000% | 07/20/63 | 1330305 | 1387820 |
| GNMA, Pool #CW0526C | 7.000% | 08/20/63 | 1136003 | 1185117 |
| GNMA, Series 2023-112, Class ET | 7.000% | 08/20/63 | 11757843 | 12067592 |
| GNMA, Pool #DH9776 | 7.000% | 03/20/65 | 33664359 | 35119927 |
| GNMA, Pool #DJ1033 | 7.000% | 04/20/65 | 76541980 | 79851467 |
|  |  |  |  | 508859981 |
| **Auto Loan - 7.5%** |  |  |  |  |
| ACM Auto Trust, Series 2024-2A, Class A <sup>(b)</sup> | 6.060% | 02/20/29 | 53952 | 53967 |
| ACM Auto Trust, Series 2025-3A, Class A <sup>(b)</sup> | 5.010% | 01/22/30 | 8653023 | 8644669 |
| ACM Auto Trust, Series 2024-2A, Class B <sup>(b)</sup> | 9.210% | 08/20/31 | 2900000 | 2928059 |
| ACM Auto Trust, Series 2025-1A, Class B <sup>(b)</sup> | 7.870% | 11/20/31 | 11400000 | 11487397 |
| ACM Auto Trust, Series 2025-2A, Class B <sup>(b)</sup> | 7.250% | 02/20/32 | 2400000 | 2410823 |
| AgoraCapital Auto Securities Trust, Series 2025-1A, Class B <sup>(b)</sup> | 7.270% | 11/25/32 | 5950000 | 5994523 |
| Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G <sup>(b)</sup> | 10.219% | 06/15/33 | 4615243 | 4637245 |
| Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class G <sup>(b)</sup> | 10.783% | 09/15/33 | 4545693 | 4567366 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class A <sup>(b)</sup> | 6.460% | 04/17/28 | 1450532 | 1455834 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2022-2A, Class C <sup>(b)</sup> | 9.840% | 03/15/29 | 5700000 | 5918757 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B <sup>(b)</sup> | 6.870% | 06/17/30 | 2200000 | 2236526 |
| CPS Auto Trust, Series 2024-D, Class A <sup>(b)</sup> | 4.910% | 06/15/28 | 1390567 | 1390898 |
| FinBe USA Trust, Series 2025-1A, Class A <sup>(b)</sup> | 5.700% | 12/15/28 | 7392690 | 7392919 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 7.5% (Continued)** |  |  |  |  |
| First Help Financial, LLC, Series 2023-1A, Class B <sup>(b)</sup> | 6.770% | 05/15/29 | $5000000 | $5031345 |
| First Help Financial, LLC, Series 2025-2A, Class A2 <sup>(b)</sup> | 5.750% | 05/15/30 | 6000000 | 6023993 |
| First Help Financial, LLC, Series 2023-1A, Class C <sup>(b)</sup> | 7.880% | 07/15/30 | 12907000 | 12974972 |
| First Help Financial, LLC, Series 2023-2, Class D <sup>(b)</sup> | 9.503% | 10/15/30 | 4500000 | 4613656 |
| Flagship Credit Auto Trust, Series 2023-1, Class C <sup>(b)</sup> | 5.430% | 05/15/29 | 15250000 | 15275599 |
| Flagship Credit Auto Trust, Series 2023-3, Class B <sup>(b)</sup> | 5.640% | 07/16/29 | 4500000 | 4512293 |
| Huntington National Bank (The), Series 2025-2, Class B1 <sup>(b)</sup> | 4.835% | 09/20/33 | 25731145 | 25774929 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class A1 <sup>(b)</sup> | 4.176% | 01/15/27 | 6863360 | 6863300 |
| Lendbuzz Securitization Trust, Series 2024-3A, Class A2 <sup>(b)</sup> | 4.970% | 10/15/29 | 9896877 | 9904556 |
| Lendbuzz Securitization Trust, Series 2025-2A, Class A2 <sup>(b)</sup> | 5.180% | 05/15/30 | 2740859 | 2750491 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class A2 <sup>(b)</sup> | 4.680% | 07/15/30 | 11458390 | 11447491 |
| Lendbuzz Securitization Trust, Series 2025-1A, Class A2 <sup>(b)</sup> | 5.100% | 10/15/30 | 13519938 | 13551177 |
| Merchants Fleet Funding, LLC, Series 2023-1A, Class D <sup>(b)</sup> | 8.200% | 05/20/36 | 5700000 | 5744881 |
| Merchants Fleet Funding, LLC, Series 2023-1A, Class E <sup>(b)</sup> | 10.800% | 05/20/36 | 9640000 | 9737924 |
| Merchants Fleet Funding, LLC, Series 2024-1A, Class E <sup>(b)</sup> | 9.350% | 04/02/37 | 3000000 | 3036049 |
| Merchants Fleet Funding, LLC, Series 2025-1A, Class E <sup>(b)</sup> | 8.480% | 01/20/39 | 5400000 | 5407149 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2024-3A, Class C <sup>(b)</sup> | 6.460% | 03/25/33 | 5001769 | 5028846 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 7.5% (Continued)** |  |  |  |  |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class A <sup>(b)</sup> | 5.415% | 06/27/33 | $40268020 | $40349325 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class B <sup>(b)</sup> | 6.020% | 06/27/33 | 18122826 | 18176790 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class C <sup>(b)</sup> | 6.675% | 06/27/33 | 21975000 | 22116033 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-4A, Class E <sup>(b)</sup> | 10.739% | 04/25/34 | 11250000 | 11291312 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class D <sup>(b)</sup> | 6.012% | 06/26/34 | 10000000 | 9990084 |
| Research-Driven Pagaya Motor Asset Trust I, Series 26-R1A, Class B <sup>(b)</sup> | 6.211% | 07/25/35 | 10000000 | 10006958 |
| Research-Driven Pagaya Motor Asset Trust I, Series 26-R1A, Class D <sup>(b)</sup> | 7.720% | 07/25/35 | 16500000 | 16224937 |
| Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class G <sup>(b)</sup> | 11.049% | 01/16/34 | 2750000 | 2727403 |
| Tricolor Auto Securitization Trust, Series 2024-1A, Class A <sup>(b)(e)(f)</sup> | 6.610% | 10/15/27 | 875485 | 871983 |
| Tricolor Auto Securitization Trust, Series 2024-2A, Class A <sup>(b)(e)(f)</sup> | 6.360% | 12/15/27 | 1080422 | 1062379 |
| Tricolor Auto Securitization Trust, Series 2024-2A, Class B <sup>(b)(e)(f)</sup> | 6.570% | 02/15/28 | 5750000 | 5479750 |
| Tricolor Auto Securitization Trust, Series 2024-2A, Class C <sup>(b)(e)(f)</sup> | 6.930% | 04/17/28 | 2500000 | 2150000 |
| Tricolor Auto Securitization Trust, Series 2024-2A, Class D <sup>(b)(e)(f)</sup> | 7.610% | 08/15/28 | 6000000 | 1110000 |
| Tricolor Auto Securitization Trust, Series 2024-3A, Class B <sup>(b)(e)(f)</sup> | 5.360% | 09/15/28 | 2875000 | 2449500 |
| Tricolor Auto Securitization Trust, Series 2024-3A, Class D <sup>(b)(e)(f)</sup> | 6.340% | 04/16/29 | 2930000 | 263700 |
| United Auto Credit Securitization Trust, Series 2026-1, Class A <sup>(b)</sup> | 4.750% | 06/12/28 | 11876933 | 11871469 |
| US Bank NA, Series 2023-1, Class B <sup>(b)</sup> | 6.789% | 08/25/32 | 394948 | 398284 |
| Veros Auto Receivables Trust, Series 2026-1, Class A <sup>(b)</sup> | 4.530% | 08/15/28 | 15255341 | 15251695 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 7.5% (Continued)** |  |  |  |  |
| Veros Auto Receivables Trust, Series 2026-1, Class B <sup>(b)</sup> | 4.840% | 05/15/29 | $4500000 | $4497390 |
|  |  |  |  | 383086626 |
| **CRE/CLO - 4.1%** |  |  |  |  |
| A10 Securitization, Series 2025-FL6, Class B <br> (1\* TSFR1M + 239) <sup>(b)(d)</sup> | 6.052% | 05/15/42 | 5063000 | 5069141 |
| A10 Securitization, Series 2025-FL6, Class C <br> (1\* TSFR1M + 279) <sup>(b)(d)</sup> | 6.451% | 05/15/42 | 6750000 | 6758896 |
| A10 Securitization, Series 2025-FL6, Class D <br> (1\* TSFR1M + 339) <sup>(b)(d)</sup> | 7.050% | 05/15/42 | 5719000 | 5726949 |
| A10 Securitization, Series 2025-FL6, Class E <br> (1\* TSFR1M + 404) <sup>(b)(d)</sup> | 7.700% | 05/15/42 | 2125000 | 2127913 |
| Arbor Realty Collateralized Loan, Series 2021-FL4, Class E <br> (1\* TSFR1M + 351) <sup>(b)(d)</sup> | 7.174% | 11/15/36 | 8000000 | 8000288 |
| Arbor Realty Collateralized Loan, Series 2022-FL1, Class C <br> (1\* SOFR30A + 230) <sup>(b)(d)</sup> | 5.972% | 01/15/37 | 2600000 | 2599576 |
| Arbor Realty Collateralized Loan, Series 2022-FL1, Class D <br> (1\* SOFR30A + 300) <sup>(b)(d)</sup> | 6.672% | 01/15/37 | 8000000 | 7996336 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL4, Class A <br> (1\* TSFR1M + 146) <sup>(b)(d)</sup> | 5.124% | 11/15/36 | 1983643 | 1983663 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL4, Class C <br> (1\* TSFR1M + 241) <sup>(b)(d)</sup> | 6.074% | 11/15/36 | 24469000 | 24469710 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2021-FL4, Class D <br> (1\* TSFR1M + 301) <sup>(b)(d)</sup> | 6.674% | 11/15/36 | 26214900 | 26215739 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B <br> (1\* TSFR1M + 319) <sup>(b)(d)</sup> | 6.862% | 01/18/41 | 6500000 | 6500390 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class C <br> (1\* TSFR1M + 369) <sup>(b)(d)</sup> | 7.362% | 01/18/41 | 9500000 | 9500570 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **CRE/CLO - 4.1% (Continued)** |  |  |  |  |
| Arbor Realty Commercial Real Estate Notes, Series 2025-FL1, Class C <br> (1\* TSFR1M + 269) <sup>(b)(d)</sup> | 6.368% | 08/20/42 | $5388000 | $5383776 |
| BXMT Ltd., Series 2020-FL2, Class B <br> (1\* TSFR1M + 151) <sup>(b)(d)</sup> | 5.193% | 02/15/38 | 5250000 | 5233877 |
| BXMT Ltd., Series 2020-FL2, Class D <br> (1\* TSFR1M + 206) <sup>(b)(d)</sup> | 5.743% | 02/15/38 | 2920000 | 2876501 |
| BXMT Ltd., Series 2021-FL4, Class D <br> (1\* TSFR1M + 236) <sup>(b)(d)</sup> | 6.037% | 05/15/38 | 9945000 | 9594220 |
| BXMT Ltd., Series 2021-FL4, Class A <br> (1\* TSFR1M + 116) <sup>(b)(d)</sup> | 4.837% | 05/17/38 | 18186234 | 18176741 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class B <br> (1\* TSFR1M + 249) <sup>(b)(d)</sup> | 6.171% | 08/18/41 | 4500000 | 4503568 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class C <br> (1\* TSFR1M + 294) <sup>(b)(d)</sup> | 6.620% | 08/18/41 | 8500000 | 8506698 |
| MF1 Multifamily Housing Mortgage Loan Trust, Series 2024-FL15, Class D <br> (1\* TSFR1M + 404) <sup>(b)(d)</sup> | 7.718% | 08/18/41 | 7500000 | 7498080 |
| MF1 Multifamily Housing Mortgage Trust, Series 2026-FL21, Class A <br> (1\* TSFR1M + 135) <sup>(b)(d)</sup> | 5.014% | 02/18/41 | 32500000 | 32556127 |
| PFP III, Series 2024-11, Class D <br> (1\* TSFR1M + 409) <sup>(b)(d)</sup> | 7.757% | 09/17/39 | 6000000 | 5946138 |
| PFP III, Series 2025-12, Class B <br> (1\* TSFR1M + 204) <sup>(b)(d)</sup> | 5.708% | 12/18/42 | 5000000 | 4998815 |
|  |  |  |  | 212223712 |
| **Credit Cards - 3.3%** |  |  |  |  |
| Avant Credit Card Master Trust, Series 2024-1A, Class E <sup>(b)</sup> | 13.150% | 04/15/30 | 5000000 | 5174986 |
| Continental Finance Credit Card ABS Master Trust, Series 2025-A, Class D <sup>(b)</sup> | 8.360% | 12/17/35 | 7500000 | 7418957 |
| Continental Finance Credit Card ABS Master Trust, Series 2025-A, Class E <sup>(b)</sup> | 11.440% | 12/17/35 | 7000000 | 6941213 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Credit Cards - 3.3% (Continued)** |  |  |  |  |
| Continental Finance Credit Card, LLC, Series 2024-A, Class D <sup>(b)</sup> | 9.420% | 12/15/32 | $6500000 | $6548199 |
| Continental Finance Credit Card, LLC, Series 2024-A, Class E <sup>(b)</sup> | 12.760% | 12/15/32 | 19728000 | 20047201 |
| Genesis Sales Finance Master Trust, Series 2024-B, Class C <sup>(b)</sup> | 6.610% | 12/20/32 | 23333000 | 23308465 |
| Genesis Sales Finance Master Trust, Series 2024-B, Class D <sup>(b)</sup> | 7.040% | 12/20/32 | 5500000 | 5435683 |
| Genesis Sales Finance Master Trust, Series 2024-B, Class E <sup>(b)</sup> | 9.800% | 12/20/32 | 20000000 | 19702410 |
| Genesis Sales Finance Master Trust, Series 2024-B, Class F <sup>(b)</sup> | 13.370% | 12/20/32 | 20167000 | 19643844 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class B <sup>(b)</sup> | 7.430% | 07/20/29 | 5250000 | 5267918 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class C <sup>(b)</sup> | 10.420% | 07/20/29 | 11000000 | 11038191 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class D <sup>(b)</sup> | 14.130% | 07/20/29 | 16000000 | 16106192 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class C <sup>(b)</sup> | 7.320% | 08/15/29 | 11000000 | 11030092 |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class E <sup>(b)</sup> | 13.690% | 08/15/29 | 5000000 | 5030212 |
| Mission Lane Credit Card Master Trust, Series 2024-B, Class E <sup>(b)</sup> | 12.190% | 01/15/30 | 5910000 | 5912308 |
|  |  |  |  | 168605871 |
| **Equipment - 1.3%** |  |  |  |  |
| CPF IV, LLC, Series 2023-2, Class A <sup>(b)</sup> | 7.480% | 03/15/32 | 999064 | 1003812 |
| CPF IV, LLC, Series 2023-2, Class C <sup>(b)</sup> | 7.560% | 03/15/32 | 7000000 | 7074373 |
| Crockett Partners Equipment Co., Series 2024-2A, Class B <sup>(b)</sup> | 6.780% | 01/20/31 | 2648485 | 2681949 |
| Crockett Partners Equipment Co., Series 2024-2A, Class C <sup>(b)</sup> | 10.160% | 01/20/31 | 1533333 | 1593129 |
| Dext ABS, Series 2023-2, Class D <sup>(b)</sup> | 8.300% | 05/15/34 | 2120000 | 2224893 |
| NMEF Funding, LLC, Series 2022-B, Class C <sup>(b)</sup> | 8.540% | 06/15/29 | 9500000 | 9609385 |
| NMEF Funding, LLC, Series 2023-A, Class C <sup>(b)</sup> | 8.040% | 06/17/30 | 4500000 | 4642219 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Equipment - 1.3% (Continued)** |  |  |  |  |
| NMEF Funding, LLC, Series 2025-B, Class E <sup>(b)</sup> | 7.660% | 01/18/33 | $3500000 | $3548836 |
| Stellar Jay Ireland DAC, Series 2021-1, Class A <sup>(b)</sup> | 3.967% | 10/15/41 | 4010117 | 3973964 |
| Stellar Jay Ireland DAC, Series 2021-1, Class B <sup>(b)</sup> | 5.926% | 10/15/41 | 1490233 | 1480146 |
| US Bank Credit-Linked Notes, Series 2026-RVM1, Class C <sup>(b)</sup> | 5.595% | 12/25/46 | 9065000 | 8931137 |
| US Bank Credit-Linked Notes, Series 2026-RVM1, Class E <sup>(b)</sup> | 7.880% | 12/25/46 | 8145000 | 8043204 |
| VFI ABS, LLC, Series 2025-1A, Class A <sup>(b)</sup> | 4.780% | 06/24/30 | 11916770 | 11953946 |
|  |  |  |  | 66760993 |
| **HECM - 6.4%** |  |  |  |  |
| Boston Lending Trust, Series 2022-1, Class M2 <sup>(b)</sup> | 2.750% | 02/25/62 | 1120571 | 1062783 |
| Boston Lending Trust, Series 2022-3, Class A <sup>(b)</sup> | 3.500% | 07/25/62 | 3974469 | 3899638 |
| Brean Asset Backed Securities Trust, Series 2022-RM4, Class M1 <sup>(b)</sup> | 3.000% | 07/25/62 | 1558325 | 1395774 |
| Brean Asset Backed Securities Trust, Series 2022-RM5, Class A <sup>(b)</sup> | 4.500% | 09/25/62 | 6343950 | 6213746 |
| Brean Asset Backed Securities Trust, Series 2023-SRM1, Class M3 <sup>(b)</sup> | 4.000% | 09/25/63 | 4418480 | 3966160 |
| Brean Asset Backed Securities Trust, Series 2023-SRM1, Class M2 <sup>(b)</sup> | 4.000% | 09/25/63 | 5246945 | 4956228 |
| Brean Asset Backed Securities Trust, Series 2024-RM8, Class M2 <sup>(b)</sup> | 4.500% | 05/25/64 | 1627732 | 1468512 |
| Brean Asset Backed Securities Trust, Series 2024-RM8, Class M1 <sup>(b)</sup> | 4.500% | 05/25/64 | 1627732 | 1513882 |
| Brean Asset Backed Securities Trust, Series 2024-RM8, Class A1 <sup>(b)</sup> | 4.500% | 05/25/64 | 9473622 | 9315920 |
| Brean Asset Backed Securities Trust, Series 2024-RM9, Class A1 <sup>(b)</sup> | 5.000% | 09/25/64 | 8374842 | 8287319 |
| Brean Asset Backed Securities Trust, Series 2025-RM10, Class A1 <sup>(b)</sup> | 5.000% | 01/25/65 | 15630325 | 15462741 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 6.4% (Continued)** |  |  |  |  |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class A2 <sup>(b)</sup> | 4.500% | 03/25/78 | $2000000 | $1937727 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class M1 <sup>(b)</sup> | 4.500% | 03/25/78 | 4300195 | 4032033 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class A1 <sup>(b)</sup> | 4.500% | 03/25/78 | 6005241 | 5907968 |
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class M4 <sup>(b)</sup> | 4.250% | 04/25/33 | 15490000 | 15140902 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M4 <sup>(b)</sup> | 3.000% | 05/25/34 | 15000000 | 14396170 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M3 <sup>(b)(d)</sup> | 3.000% | 05/25/34 | 4500000 | 4337867 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M1 <sup>(b)</sup> | 3.000% | 05/25/34 | 7850000 | 7651033 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class A <sup>(b)</sup> | 3.000% | 05/25/34 | 9504005 | 9404489 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M2 <sup>(b)</sup> | 3.000% | 05/25/34 | 4500000 | 4376266 |
| Cascade Funding Mortgage Trust, Series 2024-HB14, Class M4 <sup>(b)</sup> | 3.000% | 06/25/34 | 8500000 | 8109422 |
| Cascade Funding Mortgage Trust, Series 2024-HB14, Class M1 <sup>(b)</sup> | 3.000% | 06/25/34 | 7500000 | 7287230 |
| Cascade Funding Mortgage Trust, Series 2024-HB14, Class A <sup>(b)</sup> | 3.000% | 06/25/34 | 15980749 | 15789937 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M2 <sup>(b)</sup> | 4.000% | 08/25/34 | 5750000 | 5611627 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M4 <sup>(b)</sup> | 4.000% | 08/25/34 | 6000000 | 5733064 |
| Cascade Funding Mortgage Trust, Series 2022-AB2, Class M3 <sup>(b)</sup> | 2.000% | 02/25/52 | 5156133 | 4945929 |
| Cascade Funding Mortgage Trust, Series 2022-AB2, Class M2 <sup>(b)</sup> | 2.000% | 02/25/52 | 4342007 | 4188753 |
| Ocwen Loan Investment Trust, Series 2023-HB1, Class M3 <sup>(b)(d)</sup> | 3.000% | 06/25/36 | 9000000 | 8939435 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 6.4% (Continued)** |  |  |  |  |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class A <sup>(b)</sup> | 3.000% | 02/25/37 | $2972106 | $2930427 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class M1 <sup>(b)</sup> | 3.000% | 02/25/37 | 2500000 | 2440125 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class M4 <sup>(b)</sup> | 3.000% | 02/25/37 | 5700000 | 5398662 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class A <sup>(b)</sup> | 3.000% | 11/25/38 | 10655589 | 10387311 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M2 <sup>(b)</sup> | 3.000% | 11/25/38 | 6750000 | 6260527 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M4 <sup>(b)</sup> | 3.000% | 11/25/38 | 13200000 | 11007733 |
| Ocwen Loan Investment Trust, Series 2026-HB1, Class A <sup>(b)</sup> | 3.000% | 03/25/39 | 25000000 | 24213600 |
| Ocwen Loan Investment Trust, Series 2026-HB1, Class M3 <sup>(b)(d)</sup> | 3.000% | 03/25/39 | 9000000 | 8125721 |
| Onity Loan Investment Trust, Series 2024-HB2, Class M4 <sup>(b)</sup> | 5.000% | 08/25/37 | 3650000 | 3490126 |
| Onity Loan Investment Trust, Series 2025-HB1, Class M4 <sup>(b)</sup> | 3.000% | 06/25/38 | 2500000 | 2176556 |
| Onity Loan Investment Trust, Series 2025-HB1, Class A <sup>(b)</sup> | 3.000% | 06/25/38 | 8726168 | 8552918 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M3 <sup>(b)</sup> | 3.690% | 11/25/31 | 3000000 | 2865862 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 <sup>(b)</sup> | 4.704% | 11/25/31 | 6850000 | 6507897 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class AB <sup>(b)</sup> | 1.744% | 10/25/50 | 2336321 | 2184132 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class M2 <sup>(b)</sup> | 3.630% | 10/25/50 | 1000000 | 865885 |
| RMF Proprietary Issuance Trust, Series 2021-2, Class A <sup>(b)</sup> | 2.125% | 09/25/61 | 11831482 | 11272201 |
| RMF Proprietary Issuance Trust, Series 2021-2, Class M2 <sup>(b)</sup> | 2.125% | 09/25/61 | 2750147 | 2503654 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 6.4% (Continued)** |  |  |  |  |
| RMF Proprietary Issuance Trust, Series 2022-1, Class A <sup>(b)</sup> | 3.000% | 01/25/62 | $2686172 | $2571180 |
| RMF Proprietary Issuance Trust, Series 2022-2, Class A <sup>(b)</sup> | 3.750% | 06/25/62 | 7288537 | 6912206 |
| RMF Proprietary Issuance Trust, Series 2022-2, Class M1 <sup>(b)</sup> | 3.750% | 06/25/62 | 3400000 | 3166062 |
| RMF Proprietary Issuance Trust, Series 2022-2, Class M3 <sup>(b)</sup> | 3.750% | 06/25/62 | 2600000 | 2352236 |
| RMF Proprietary Issuance Trust, Series 2022-3, Class M1 <sup>(b)</sup> | 4.000% | 08/25/62 | 5900000 | 5607554 |
| RMF Proprietary Issuance Trust, Series 2022-3, Class M3 <sup>(b)</sup> | 4.000% | 08/25/62 | 5800000 | 5292647 |
| RMF Proprietary Issuance Trust II, Series 2022-1, Class M1 <sup>(b)</sup> | 3.000% | 01/25/62 | 1600000 | 1499519 |
| RMF Proprietary Issuance Trust III, Series 2022-1, Class M2 <sup>(b)</sup> | 3.000% | 01/25/62 | 4000000 | 3685281 |
|  |  |  |  | 327602577 |
| **Hospitality - 1.4%** |  |  |  |  |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class B <br> (1\* TSFR1M + 255) <sup>(b)(d)</sup> | 6.224% | 08/15/42 | 7400000 | 7400108 |
| BX Trust, Series 2026-CSMO, Class A (1\* TSFR1M + 140) <sup>(b)(d)</sup> | 5.060% | 02/15/42 | 7850000 | 7849962 |
| FS Trust, Series 2026-HULA, Class A (1\* TSFR1M + 145) <sup>(b)(d)</sup> | 5.120% | 03/15/41 | 32000000 | 31989990 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class A <br> (1\* TSFR1M + 139) <sup>(b)(d)</sup> | 5.065% | 03/15/42 | 12667500 | 12659583 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class D <br> (1\* TSFR1M + 285) <sup>(b)(d)</sup> | 6.523% | 03/15/42 | 5620000 | 5605950 |
| MCR Mortgage Trust, Series 2024-TWA, Class D <sup>(b)</sup> | 7.402% | 06/12/39 | 9000000 | 9045195 |
|  |  |  |  | 74550788 |
| **Industrial - 1.1%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2025-VLT6, Class D <br> (1\* TSFR1M + 259) <sup>(b)(d)</sup> | 6.264% | 03/15/30 | 8900000 | 8799875 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Industrial - 1.1% (Continued)** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2025-VLT6, Class C <br> (1\* TSFR1M + 219) <sup>(b)(d)</sup> | 5.865% | 03/15/42 | $5750000 | $5692500 |
| BX Trust, Series 2025-VLT7, Class D (1\* TSFR1M + 325) <sup>(b)(d)</sup> | 6.930% | 07/15/27 | 14450000 | 14341625 |
| BX Trust, Series VOLT-2025, Class A (1\* SOFR30A + 2) <sup>(b)(d)</sup> | 5.700% | 12/15/44 | 25800000 | 25719375 |
|  |  |  |  | 54553375 |
| **Laboratory - 3.0%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-BIO2, Class D <sup>(b)(d)</sup> | 7.713% | 08/13/41 | 14750000 | 14234198 |
| Commercial Mortgage Trust, Series 2020-CX, Class B <sup>(b)</sup> | 2.446% | 11/10/46 | 2950000 | 2438328 |
| Life Financial Services Trust, Series 2021-BMR, Class D <br> (1\* TSFR1M + 151) <sup>(b)(d)</sup> | 5.187% | 03/15/38 | 18981900 | 17653167 |
| Life Financial Services Trust, Series 2021-BMR, Class E <br> (1\* TSFR1M + 186) <sup>(b)(d)</sup> | 5.537% | 03/15/38 | 28910000 | 26163550 |
| Life Financial Services Trust, Series 2021-BMR, Class F <br> (1\* TSFR1M + 246) <sup>(b)(d)</sup> | 6.137% | 03/15/38 | 14195300 | 12530191 |
| Life Financial Services Trust, Series 2021-BMR, Class G <br> (1\* TSFR1M + 306) <sup>(b)(d)</sup> | 6.736% | 03/15/38 | 10990000 | 9590973 |
| Life Financial Services Trust, Series 2022-BMR2, Class A1 <br> (1\* TSFR1M + 130) <sup>(b)(d)</sup> | 4.968% | 05/15/39 | 40895000 | 39463675 |
| Life Financial Services Trust, Series 2022-BMR2, Class B <br> (1\* TSFR1M + 179) <sup>(b)(d)</sup> | 5.466% | 05/15/39 | 11000000 | 10092500 |
| Life Financial Services Trust, Series 2022-BMR2, Class C <br> (1\* TSFR1M + 209) <sup>(b)(d)</sup> | 5.766% | 05/15/39 | 16750000 | 14907500 |
| Life Financial Services Trust, Series 2022-BMR2, Class D <br> (1\* TSFR1M + 254) <sup>(b)(d)</sup> | 6.214% | 05/15/39 | 5715000 | 4686300 |
|  |  |  |  | 151760382 |
| **Multifamily - 5.4%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class B <br> (1\* TSFR1M + 214) <sup>(b)(d)</sup> | 5.813% | 08/15/39 | 5550407 | 5555611 |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class D <br> (1\* TSFR1M + 309) <sup>(b)(d)</sup> | 6.762% | 08/15/39 | 25150284 | 25150284 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Multifamily - 5.4% (Continued)** |  |  |  |  |
| FREMF Mortgage Trust, Series 2019-KF62, Class B (1\* SOFR + 205) <sup>(b)(d)</sup> | 5.833% | 04/25/26 | $1270013 | $1270395 |
| FREMF Mortgage Trust, Series 2018-KF45, Class B (1\* SOFR + 195) <sup>(b)(d)</sup> | 5.744% | 12/25/26 | 1125038 | 1180093 |
| FREMF Mortgage Trust, Series 2018-KF43, Class B (1\* SOFR + 215) <sup>(b)(d)</sup> | 5.535% | 01/25/28 | 2254710 | 2194927 |
| FREMF Mortgage Trust, Series 2018-KF48, Class B (1\* SOFR + 205) <sup>(b)(d)</sup> | 5.844% | 06/25/28 | 4142895 | 3965978 |
| FREMF Mortgage Trust, Series 2018-KF50, Class B (1\* SOFR + 190) <sup>(b)(d)</sup> | 5.694% | 07/25/28 | 2503081 | 2419838 |
| FREMF Mortgage Trust, Series 2019-KF57, Class B (1\* SOFR + 225) <sup>(b)(d)</sup> | 6.044% | 01/25/29 | 2955419 | 2839462 |
| FREMF Mortgage Trust, Series 2019-KF59, Class B (1\* SOFR + 235) <sup>(b)(d)</sup> | 6.133% | 02/25/29 | 2045713 | 1970625 |
| FREMF Mortgage Trust, Series 2019-KF67, Class B (1\* SOFR + 225) <sup>(b)(d)</sup> | 6.033% | 08/25/29 | 2437586 | 2326235 |
| MultiFamily Connecticut Avenue, Series 2020-01, Class M-10 <sup>(b)(d)</sup> | 7.526% | 03/25/50 | 22607375 | 22943416 |
| MultiFamily Connecticut Avenue, Series 2020-01, Class CE <br> (1\* SOFR + 750) <sup>(b)(d)</sup> | 11.276% | 03/25/50 | 14063000 | 14522049 |
| MultiFamily Connecticut Avenue, Series 2024-01, Class M7 <br> (1\* SOFR30A + 275) <sup>(b)(d)</sup> | 6.412% | 07/25/54 | 20410151 | 20638828 |
| MultiFamily Connecticut Avenue, Series 2025-01, Class M1 <br> (1\* SOFR30A + 240) <sup>(b)(d)</sup> | 6.062% | 05/25/55 | 18336064 | 18606769 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN2, Class M2 <br> (1\* SOFR30A + 335) <sup>(b)(d)</sup> | 7.212% | 07/25/41 | 40192620 | 40192669 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN2, Class B1 <br> (1\* SOFR30A + 550) <sup>(b)(d)</sup> | 9.162% | 07/25/41 | 16504000 | 16504102 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Multifamily - 5.4% (Continued)** |  |  |  |  |
| MultiFamily Structured Credit Risk Notes, Series 2024-MN8, Class M1 <br> (1\* SOFR30A + 285) <sup>(b)(d)</sup> | 6.512% | 05/25/44 | $6240363 | $6277485 |
| MultiFamily Structured Credit Risk Notes, Series 2024-MN9, Class M1 <br> (1\* SOFR30A + 245) <sup>(b)(d)</sup> | 6.112% | 10/25/44 | 9502804 | 9581088 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-1 <br> (1\* SOFR30A + 205) <sup>(b)(d)</sup> | 5.712% | 02/25/45 | 14594248 | 14466163 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-2 <br> (1\* SOFR30A + 285) <sup>(b)(d)</sup> | 6.512% | 02/25/45 | 10250000 | 10300298 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class B1 <br> (1\* SOFR30A + 495) <sup>(b)(d)</sup> | 8.612% | 02/25/45 | 4010000 | 4058871 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN12, Class M1 <sup>(b)</sup> | 5.412% | 11/25/45 | 19936736 | 19922500 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN1, Class M-1 <br> (1\* SOFR + 200) <sup>(b)(d)</sup> | 5.662% | 01/25/51 | 1862058 | 1858724 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN3, Class M-1 <br> (1\* SOFR + 230) <sup>(b)(d)</sup> | 5.962% | 11/25/51 | 6715891 | 6720886 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN3, Class B1 <br> (1\* SOFR + 685) <sup>(b)(d)</sup> | 10.512% | 11/25/51 | 13500000 | 14282461 |
| MultiFamily Structured Credit Risk Notes, Series 2022-MN4, Class M-1 <br> (1\* SOFR + 425) <sup>(b)(d)</sup> | 7.912% | 05/25/52 | 8199502 | 8354107 |
| MultiFamily Structured Credit Risk Notes, Series 2022-MN4, Class M2 <br> (1\* SOFR30A + 650) <sup>(b)(d)</sup> | 10.162% | 05/25/52 | 1650000 | 1813588 |
|  |  |  |  | 279917452 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Non-Agency MBS 2.0 - 3.7%** |  |  |  |  |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M3 <br> (1\* SOFR + 155) <sup>(d)</sup> | 5.212% | 02/25/50 | $1768330 | $1724914 |
| GS Mortgage-Backed Securities Trust, Series 2026-R1, Class A1 <sup>(b)</sup> | 5.534% | 04/25/63 | 20000000 | 20032432 |
| GS Mortgage-Backed Securities Trust, Series 2026-R1, Class A3 <sup>(b)</sup> | 5.937% | 04/25/63 | 11500000 | 11519501 |
| GS Mortgage-Backed Securities Trust, Series 2025-DSC1, Class A1 <sup>(b)</sup> | 4.974% | 06/25/65 | 18423151 | 18326192 |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 <sup>(b)</sup> | 5.013% | 07/25/65 | 13161812 | 13091053 |
| GS Mortgage-Backed Securities Trust, Series 2025-DSC2, Class A1 <sup>(b)</sup> | 5.148% | 01/25/66 | 14207134 | 14165702 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M1 <br> (1\* SOFR + 130) <sup>(b)(d)</sup> | 4.962% | 03/25/51 | 3459544 | 3452777 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M3 <br> (1\* SOFR + 180) <sup>(b)(d)</sup> | 5.462% | 03/25/51 | 1142717 | 1137017 |
| Redwood Funding Trust, Series 2025-RR1, Class A1 <sup>(b)</sup> | 6.767% | 06/27/28 | 31342638 | 31360158 |
| Redwood Funding Trust, Series 2025-2, Class A <sup>(b)</sup> | 7.112% | 05/27/55 | 2791544 | 2791647 |
| Redwood Funding Trust, Series 2026-1, Class A <sup>(b)</sup> | 5.934% | 09/27/56 | 19640458 | 19630952 |
| Redwood Funding Trust, Series 2025-3, Class A <sup>(b)</sup> | 6.231% | 12/27/56 | 16021412 | 16025481 |
| Redwood Funding Trust, Series 2025-3, Class B <sup>(b)</sup> | 7.749% | 12/27/56 | 4275000 | 4293220 |
| REMIC Funding Trust, Series 2024-2, Class A1 <sup>(b)</sup> | 7.112% | 09/27/28 | 23339433 | 23244278 |
| REMIC Funding Trust, Series 2024-2, Class A2 <sup>(b)</sup> | 8.806% | 09/27/28 | 7438848 | 7400404 |
|  |  |  |  | 188195728 |
| **Non-Performing Loan - 1.1%** |  |  |  |  |
| Builders Capital Loan Acquisition Trust, Series 2024-NPL1, Class A1-B <sup>(b)</sup> | 8.996% | 11/25/29 | 10000000 | 9945123 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Non-Performing Loan - 1.1% (Continued)** |  |  |  |  |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 <sup>(b)</sup> | 7.118% | 01/25/30 | $22834780 | $22960326 |
| Saluda Grade Alternative Mortgage Trust, Series 2022-NPL1, Class A2 <sup>(b)</sup> | 9.047% | 01/25/30 | 7785000 | 7800554 |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 <sup>(b)</sup> | 7.774% | 05/25/30 | 15757634 | 15876699 |
|  |  |  |  | 56582702 |
| **Non-QM - 2.4%** |  |  |  |  |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A3 <sup>(d)</sup> | 6.409% | 08/25/34 | 3021 | 2993 |
| COLT Funding, LLC, Series 2024-7, Class A1 <sup>(b)</sup> | 5.538% | 12/26/69 | 7237845 | 7260994 |
| COLT Funding, LLC, Series 2025-6, Class A1 <sup>(b)</sup> | 5.529% | 08/25/70 | 26995579 | 27105087 |
| GCAT, Series 2023-NQM4, Class A1 <sup>(b)</sup> | 4.250% | 05/25/67 | 14166383 | 13359361 |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1 <sup>(b)</sup> | 5.006% | 10/25/65 | 41446723 | 41288007 |
| GS Mortgage-Bakced Securities Trust, Series 2025-NQM2, Class A1 <sup>(b)</sup> | 5.648% | 06/25/65 | 18907427 | 19012161 |
| Verus Securitization Trust, Series 2026-2, Class A1 <sup>(b)</sup> | 4.590% | 02/25/71 | 14898723 | 14752143 |
|  |  |  |  | 122780746 |
| **Office - 1.9%** |  |  |  |  |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class A <sup>(b)</sup> | 2.627% | 01/15/32 | 6100000 | 5536909 |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class D <sup>(b)(e)</sup> | 3.289% | 01/15/32 | 9000000 | 5310000 |
| COLEM Mortgage Trust, Series 2022-HLNE, Class B <sup>(b)</sup> | 2.461% | 04/12/42 | 4800000 | 4467456 |
| COLEM Mortgage Trust, Series 2022-HLNE, Class D <sup>(b)</sup> | 2.461% | 04/12/42 | 3360000 | 2908820 |
| Drop Mortgage Trust, Series 2021-FILE, Class A (1\* TSFR1M + 126) <sup>(b)(d)</sup> | 4.937% | 10/15/43 | 13425000 | 13357875 |
| Drop Mortgage Trust, Series 2021-FILE, Class B (1\* TSFR1M + 181) <sup>(b)(d)</sup> | 5.487% | 10/15/43 | 19400000 | 19254500 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Office - 1.9% (Continued)** |  |  |  |  |
| JP Morgan Chase Commercial Mortgage Trust, Series 2025-BMS, Class A <br> (1\* TSFR1M + 160) <sup>(b)(d)</sup> | 5.274% | 01/15/42 | $8000000 | $7980000 |
| JP Morgan Chase Commercial Mortgage Trust, Series 2025-BMS, Class C <br> (1\* TSFR1M + 240) <sup>(b)(d)</sup> | 6.073% | 01/15/42 | 4680000 | 4668300 |
| JP Morgan Chase Commercial Mortgage Trust, Series 2025-BMS, Class D <br> (1\* TSFR1M + 315) <sup>(b)(d)</sup> | 6.823% | 01/15/42 | 9200000 | 9153364 |
| NYT Mortgage Trust, Series 2019-NYT, Class D (1\* TSFR1M + 230) <sup>(b)(d)</sup> | 5.720% | 12/15/35 | 2000000 | 1870010 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class B <sup>(b)</sup> | 6.013% | 09/15/40 | 6500000 | 6422172 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class C <sup>(b)</sup> | 6.692% | 09/15/40 | 12500000 | 12337546 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class D <sup>(b)</sup> | 8.623% | 09/15/40 | 4285000 | 4248560 |
|  |  |  |  | 97515512 |
| **Residential Transition Loan - 6.5%** |  |  |  |  |
| AlphaFlow Transitional Mortgage Co., Series 2021-WL1, Class A1 <sup>(b)</sup> | 3.280% | 12/31/26 | 1749571 | 1331861 |
| AlphaFlow Transitional Mortgage Co., Series 2021-WL1, Class A2 <sup>(b)(e)</sup> | 7.610% | 12/31/26 | 90966 | 3389 |
| Anchor Mortgage Trust, Series 2025-RTL1, Class A1 <sup>(b)</sup> | 5.718% | 05/25/40 | 9400000 | 9389047 |
| Colony American Finance Ltd., Series 2026-R1, Class A1 <sup>(b)</sup> | 6.773% | 03/25/36 | 23175000 | 23148627 |
| Colony American Finance Ltd., Series 2026-R1, Class A2 <sup>(b)</sup> | 10.054% | 03/25/36 | 2085000 | 2080897 |
| Easy STG Mortgage Loan Trust, Series 2025-RTL1, Class A2 <sup>(b)</sup> | 8.299% | 05/25/40 | 5450000 | 5504366 |
| Fidelis Mortgage Trust, Series 25-RTL1, Class A1 <sup>(b)</sup> | 5.880% | 02/27/40 | 26000000 | 26139006 |
| Fidelis Mortgage Trust, Series 2025-RTL2, Class B <sup>(b)</sup> | 8.400% | 07/25/40 | 4488000 | 4524347 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Residential Transition Loan - 6.5% (Continued)** |  |  |  |  |
| Homeward Opportunities Funding Trust, Series 2024-RRTL2, Class A1 <sup>(b)</sup> | 5.989% | 09/25/39 | $20477881 | $20488200 |
| Homeward Opportunities Funding Trust, Series 2024-RRTL2, Class A-2 <sup>(b)</sup> | 6.369% | 09/25/39 | 7000000 | 7002814 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A1 <sup>(b)</sup> | 7.390% | 03/25/29 | 26500000 | 26521855 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class M <sup>(b)</sup> | 12.404% | 03/25/29 | 1800000 | 1812983 |
| LHOME Mortgage Trust, Series 2024-RTL3, Class A2 <sup>(b)</sup> | 6.894% | 05/25/29 | 30000000 | 30133989 |
| LHOME Mortgage Trust, Series 2024-RTL3, Class M <sup>(b)</sup> | 10.728% | 05/25/29 | 1750000 | 1773898 |
| LHOME Mortgage Trust, Series 2024-RTL4, Class A2 <sup>(b)</sup> | 6.092% | 07/25/39 | 9500000 | 9530874 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A1 <sup>(b)</sup> | 5.652% | 01/25/40 | 34000000 | 34113812 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class M2 <sup>(b)</sup> | 8.379% | 01/25/40 | 3750000 | 3813591 |
| LHOME Mortgage Trust, Series 2026-RTL1, Class A1 <sup>(b)</sup> | 4.908% | 01/25/41 | 6500000 | 6475087 |
| LHOME Mortgage Trust, Series 2026-RTL1, Class A2 <sup>(b)</sup> | 5.211% | 01/25/41 | 6000000 | 5968975 |
| ROC Mortgage Trust, Series 2025-RTL1, Class M2 <sup>(b)</sup> | 8.539% | 02/25/40 | 9800000 | 9820169 |
| ROC Securities Trust, Series 2021-RTL1, Class A2 <sup>(b)</sup> | 3.351% | 08/25/26 | 2398837 | 2396037 |
| ROC Securities Trust, Series 2021-RTL1, Class M <sup>(b)</sup> | 5.682% | 08/25/26 | 6745000 | 6344688 |
| ROC Securities Trust, Series 2025-RTL1, Class A1 <sup>(b)</sup> | 5.625% | 02/25/40 | 25000000 | 25060983 |
| ROC Securities Trust, Series 2025-RTL1, Class M1 <sup>(b)</sup> | 6.990% | 02/25/40 | 7700000 | 7729034 |
| TVC Mortgage Trust, Series 2024-RRTL1, Class A1 <sup>(b)</sup> | 5.545% | 07/25/39 | 29000000 | 29059781 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Residential Transition Loan - 6.5% (Continued)** |  |  |  |  |
| TVC Mortgage Trust, Series 2024-RRTL1, Class A2 <sup>(b)</sup> | 5.956% | 07/25/39 | $5400000 | $5415975 |
| TVC Mortgage Trust, Series 2024-RRTL1, Class M2 <sup>(b)</sup> | 9.398% | 07/25/39 | 8750000 | 8709595 |
| TVC Mortgage Trust, Series 2026-RRTL1, Class A1 <sup>(b)</sup> | 4.964% | 04/25/40 | 18000000 | 17910121 |
| TVC Mortgage Trust, Series 2026-RRTL1, Class A2 <sup>(b)</sup> | 5.315% | 04/25/40 | 2349000 | 2332214 |
|  |  |  |  | 334536215 |
| **Second Lien - 4.9%** |  |  |  |  |
| Achieve Mortgage, Series 2024-HE2, Class A <sup>(b)</sup> | 5.350% | 10/25/39 | 10538993 | 10556411 |
| Achieve Mortgage, Series 2025-HE1, Class A <sup>(b)</sup> | 5.920% | 03/25/55 | 11572479 | 11710580 |
| HTAP Trust, Series 2024-1, Class A <sup>(b)</sup> | 7.000% | 04/25/37 | 10098869 | 10108150 |
| HTAP Trust, Series 2024-2, Class A <sup>(b)</sup> | 6.500% | 04/25/42 | 39651716 | 39336882 |
| Point Securitization Trust, Series 2023-1, Class A1 <sup>(b)</sup> | 6.500% | 11/25/53 | 5504994 | 5509485 |
| Point Securitization Trust, Series 2024-1, Class A1 <sup>(b)</sup> | 6.500% | 06/25/54 | 6267415 | 6265575 |
| Point Securitization Trust, Series 2025-1, Class A1 <sup>(b)</sup> | 6.250% | 06/25/55 | 5878307 | 5877363 |
| Point Securitization Trust, Series 2025-2, Class A1 <sup>(b)</sup> | 5.750% | 09/25/55 | 14766952 | 14550834 |
| Point Securitization Trust, Series 2025-2, Class B1 <sup>(b)</sup> | 7.000% | 09/25/55 | 4800000 | 4185344 |
| Point Securitization Trust, Series 2026-1, Class A1 <sup>(b)</sup> | 5.250% | 02/25/56 | 13500000 | 13154130 |
| Point Securitization Trust, Series 2026-1, Class B1 <sup>(b)</sup> | 7.000% | 02/25/56 | 1900000 | 1646835 |
| Splitero Trust, Series 2025-1, Class A1 <sup>(b)</sup> | 5.750% | 12/25/55 | 7800000 | 7661435 |
| Unlock HEA Trust, Series 2024-1, Class A <sup>(b)</sup> | 7.000% | 04/25/39 | 10041780 | 10007532 |
| Unlock HEA Trust, Series 2024-2, Class A <sup>(b)</sup> | 6.500% | 10/25/39 | 17597779 | 17550397 |
| Unlock HEA Trust, Series 2025-1, Class A <sup>(b)</sup> | 6.750% | 07/25/41 | 17993122 | 18046861 |
| Unlock HEA Trust, Series 2025-2, Class A <sup>(b)</sup> | 6.000% | 11/25/41 | 3485192 | 3451235 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Second Lien - 4.9% (Continued)** |  |  |  |  |
| Vista Point Securitization Trust, Series 2024-CES1, Class A1 <sup>(b)</sup> | 6.676% | 05/25/54 | $3765439 | $3804636 |
| Vista Point Securitization Trust, Series 2024-CES2, Class A1 <sup>(b)</sup> | 5.252% | 10/25/54 | 12865423 | 12838189 |
| Vista Point Securitization Trust, Series 2024-CES3, Class A1 <sup>(b)</sup> | 5.679% | 01/25/55 | 8669576 | 8697445 |
| Vista Point Securitization Trust, Series 2026-CES1, Class A1 <sup>(b)</sup> | 5.035% | 02/25/56 | 27561178 | 27295651 |
| Woodward Capital Management, Series 2023-CES2, Class A1A <sup>(b)(d)</sup> | 6.808% | 09/25/43 | 8150494 | 8181520 |
| Woodward Capital Management, Series 2024-CES3, Class A1A <sup>(b)(d)</sup> | 6.591% | 05/25/44 | 9256550 | 9344881 |
| Woodward Capital Management, Series 2024-CES5, Class A1A <sup>(b)</sup> | 5.846% | 08/25/44 | 3563538 | 3581569 |
|  |  |  |  | 253362940 |
| **Single Family Rental - 2.0%** |  |  |  |  |
| Home Partners of America Trust, Series 2019-1, Class A <sup>(b)</sup> | 2.908% | 09/17/39 | 1995724 | 1949845 |
| Home Partners of America Trust, Series 2019-1, Class B <sup>(b)</sup> | 3.157% | 09/17/39 | 2431357 | 2378737 |
| Home Partners of America Trust, Series 2019-2, Class A <sup>(b)</sup> | 2.703% | 10/19/39 | 190502 | 188488 |
| Progress Residential Trust, Series 2021-SFR3, Class E1 <sup>(b)</sup> | 2.538% | 05/17/26 | 625000 | 622500 |
| Progress Residential Trust, Series 2024-SFR4, Class D <sup>(b)</sup> | 3.400% | 07/09/29 | 15000000 | 13975959 |
| Progress Residential Trust, Series 2024-SFR4, Class E1 <sup>(b)</sup> | 3.400% | 07/09/29 | 12500000 | 11555018 |
| Progress Residential Trust, Series 2024-SFR5, Class E1 <sup>(b)</sup> | 3.375% | 08/09/29 | 22681000 | 20932651 |
| Progress Residential Trust, Series 2021-SFR5, Class A <sup>(b)</sup> | 1.427% | 07/17/38 | 412713 | 409055 |
| Progress Residential Trust, Series 2021-SFR5, Class E1 <sup>(b)</sup> | 2.209% | 07/17/38 | 5000000 | 4960179 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Single Family Rental - 2.0% (Continued)** |  |  |  |  |
| Progress Residential Trust, Series 2021-SFR8, Class E2 <sup>(b)</sup> | 2.532% | 10/17/38 | $11311000 | $11149957 |
| Progress Residential Trust, Series 2024-SFR2, Class E1 <sup>(b)</sup> | 3.400% | 04/17/41 | 2500000 | 2351784 |
| Progress Residential Trust, Series 2024-SFR3, Class D <sup>(b)</sup> | 3.500% | 06/17/41 | 11500000 | 10898526 |
| Progress Residential Trust, Series 2025-SFR1, Class D <sup>(b)</sup> | 3.650% | 02/17/42 | 6500000 | 6088447 |
| Tricon American Homes, Series 2020-SFR1, Class A <sup>(b)</sup> | 1.499% | 07/17/38 | 3558756 | 3526107 |
| Tricon Residential, Series 2025-SFR1, Class C (1\* TSFR1M + 160) <sup>(b)(d)</sup> | 5.260% | 03/17/30 | 5650000 | 5644482 |
| Tricon Residential, Series 2025-SFR1, Class D (1\* TSFR1M + 200) <sup>(b)(d)</sup> | 5.660% | 03/17/30 | 4000000 | 3999294 |
|  |  |  |  | 100631029 |
| **Small Business - 2.5%** |  |  |  |  |
| CPC Asset Securitization, LLC, Series 2025-1A, Class A <sup>(b)</sup> | 5.780% | 07/15/31 | 15000000 | 15059338 |
| FORA Financial Asset Securitization, Series 2024-1A, Class D <sup>(b)</sup> | 12.010% | 08/15/29 | 4000000 | 4015614 |
| FORA Financial Asset Securitization, Series 2024-1A, Class E <sup>(b)</sup> | 15.510% | 08/15/29 | 8947000 | 8968051 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class A <sup>(b)</sup> | 5.490% | 09/10/31 | 11000000 | 11017656 |
| Kapitus Asset Securitization, LLC, Series 2024-1A, Class A <sup>(b)</sup> | 5.490% | 09/10/31 | 10000000 | 10016051 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class B <sup>(b)</sup> | 5.690% | 09/10/31 | 4800000 | 4790251 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class C <sup>(b)</sup> | 7.150% | 09/10/31 | 2250000 | 2242251 |
| Kapitus Asset Securitization, LLC, Series 2024-4, Class C <sup>(b)</sup> | 7.150% | 09/10/31 | 2000000 | 1993112 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class D <sup>(b)</sup> | 9.900% | 09/10/31 | 6220000 | 6190270 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Small Business - 2.5% (Continued)** |  |  |  |  |
| Mulligan Asset Securitization Loans, Series 2024-1, Class C NEW <sup>(b)</sup> | 12.057% | 10/15/31 | $3440000 | $3481477 |
| Newtek Alternative Loan Program, Series 2024-1, Class A <sup>(b)</sup> | 6.490% | 12/27/49 | 12273057 | 12335876 |
| Newtek Alternative Loan Program, Series 2024-1, Class B <sup>(b)</sup> | 7.710% | 12/27/49 | 3681917 | 3725560 |
| Newtek Alternative Loan Program, Series 2026-1, Class A <sup>(b)</sup> | 5.720% | 06/26/51 | 11722944 | 11682564 |
| Newtek Alternative Loan Program, Series 2026-1, Class B <sup>(b)</sup> | 7.180% | 06/26/51 | 1824583 | 1833626 |
| Newtek Small Business Loan Trust, Series 2022-1, Class B <br> (1\* SOFR + 375) <sup>(b)(d)</sup> | 7.000% | 10/25/49 | 1192234 | 1184373 |
| Newtek Small Business Loan Trust, Series 2023-1, Class B <br> (1\* Prime + 75) <sup>(b)(d)</sup> | 7.500% | 07/25/50 | 3439993 | 3431888 |
| OnDeck Asset Securitization Trust, Series 2024-1A, Class B <sup>(b)</sup> | 7.150% | 06/17/31 | 6350000 | 6374259 |
| OnDeck Asset Securitization Trust, Series 2024-2A, Class B <sup>(b)</sup> | 5.420% | 10/17/31 | 11500000 | 11397268 |
| OnDeck Asset Securitization Trust, Series 2024-2A, Class C <sup>(b)</sup> | 7.030% | 10/17/31 | 2350000 | 2342425 |
| RFS Asset Securitization II, LLC, Series 2024-1, Class D <sup>(b)</sup> | 12.324% | 07/15/31 | 3250000 | 3291438 |
| RFS Asset Securitization II, LLC, Series 2024-1, Class E <sup>(b)</sup> | 14.782% | 07/15/31 | 5565000 | 5595463 |
|  |  |  |  | 130968811 |
| **Student Loan - 0.6%** |  |  |  |  |
| Ascent Career Funding Trust, Series 2024-1A, Class A <sup>(b)</sup> | 6.770% | 10/25/32 | 1905353 | 1916069 |
| Ascent Career Funding Trust, Series 2024-1A, Class B <sup>(b)</sup> | 9.730% | 10/25/32 | 2700000 | 2750318 |
| College Ave Student Loans, Series 2018-A, Class B <sup>(b)</sup> | 4.750% | 12/26/47 | 451360 | 445437 |
| College Ave Student Loans, Series 2018-A, Class C <sup>(b)</sup> | 5.500% | 12/26/47 | 206025 | 204183 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Student Loan - 0.6% (Continued)** |  |  |  |  |
| College Ave Student Loans, Series 2019-A, Class C <sup>(b)</sup> | 4.460% | 12/28/48 | $1522886 | $1491702 |
| College Ave Student Loans, Series 2021-A, Class B <sup>(b)</sup> | 2.320% | 07/25/51 | 987255 | 915745 |
| College Ave Student Loans, Series 2021-A, Class D <sup>(b)</sup> | 4.120% | 07/25/51 | 506153 | 480844 |
| CommonBond Student Loan Trust, Series 2017-BGS, Class C <sup>(b)</sup> | 4.440% | 09/25/42 | 227751 | 194376 |
| Laurel Road Prime Student Loan, Series 2019-A, Class BFX <sup>(b)</sup> | 3.000% | 10/25/48 | 1476148 | 1463023 |
| Navient Refinance Loan Trust, Series 2026-A, Class A <sup>(b)</sup> | 4.500% | 01/18/56 | 20000000 | 19774604 |
| Prodigy Finance, Series 2021-1A, Class A (1\* TSFR1M + 136) <sup>(b)(d)</sup> | 5.043% | 07/25/51 | 311951 | 311198 |
|  |  |  |  | 29947499 |
| **Unsecured Consumer - 11.6%** |  |  |  |  |
| ACHV ABS Trust, Series 2023-3PL, Class D <sup>(b)</sup> | 8.360% | 08/19/30 | 775407 | 776209 |
| ACHV ABS Trust, Series 2023-4CP, Class E <sup>(b)</sup> | 10.500% | 11/25/30 | 1218371 | 1221468 |
| ACHV ABS Trust, Series 2024-1PL, Class D <sup>(b)</sup> | 7.290% | 04/25/31 | 11510035 | 11629619 |
| ACHV ABS Trust, Series 2024-3AL, Class D <sup>(b)</sup> | 6.750% | 12/26/31 | 3488779 | 3522650 |
| ACHV ABS Trust, Series 2024-3AL, Class E <sup>(b)</sup> | 7.000% | 12/26/31 | 5761108 | 5766540 |
| Affirm, Inc., Series 2025-X1, Class D <sup>(b)</sup> | 6.110% | 04/15/30 | 10000000 | 10043853 |
| AMCR ABS Trust, Series 2023-1, Class B <sup>(b)</sup> | 8.700% | 01/21/31 | 456925 | 457512 |
| AMCR ABS Trust, Series 2024-A, Class A <sup>(b)</sup> | 6.260% | 08/18/31 | 115432 | 115474 |
| AMCR ABS Trust, Series 2024-A, Class B <sup>(b)</sup> | 6.970% | 08/18/31 | 5000000 | 5025058 |
| AMCR ABS Trust, Series 2024-A, Class C <sup>(b)</sup> | 11.250% | 08/18/31 | 6000000 | 6224068 |
| AMCR ABS Trust, Series 2026-A, Class A <sup>(b)</sup> | 5.580% | 05/18/33 | 9200000 | 9211518 |
| AMCR ABS Trust, Series 2026-A, Class C <sup>(b)</sup> | 10.640% | 05/18/33 | 1750000 | 1768569 |
| Avant Loans Funding Trust, Series 2026-REV1, Class C <sup>(b)</sup> | 5.250% | 05/15/36 | 10000000 | 9896694 |
| Avant Loans Funding Trust, Series 2026-REV1, Class F <sup>(b)</sup> | 10.750% | 05/15/36 | 1870000 | 1872716 |
| Bankers Healthcare Group Securitization Trust, Series 2023-B, Class C <sup>(b)</sup> | 8.150% | 12/17/36 | 3500000 | 3602952 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 11.6% (Continued)** |  |  |  |  |
| Cherry Securitization Trust, Series 2024-1A, Class A <sup>(b)</sup> | 5.700% | 04/15/32 | $14520000 | $14581254 |
| Cherry Securitization Trust, Series 2024-1A, Class D <sup>(b)</sup> | 12.280% | 04/15/32 | 11390000 | 11537757 |
| Cherry Securitization Trust, Series 2025-1A, Class A <sup>(b)</sup> | 6.130% | 11/15/32 | 18200000 | 18377878 |
| Cherry Securitization Trust, Series 2025-1A, Class D <sup>(b)</sup> | 12.690% | 11/15/32 | 14000000 | 14321955 |
| Freedom Financial Trust, Series 2022-3FP, Class D <sup>(b)</sup> | 7.360% | 08/20/29 | 1353083 | 1355528 |
| Freedom Financial Trust, Series 2022-4FP, Class D <sup>(b)</sup> | 7.400% | 12/18/29 | 1803137 | 1804936 |
| LendingPoint Asset Securitization, Series 2022-C, Class C <sup>(b)</sup> | 8.680% | 02/15/30 | 1844366 | 1841656 |
| LendingPoint Asset Securitization, Series 2022-C, Class D <sup>(b)</sup> | 10.730% | 02/15/30 | 4920000 | 926400 |
| Lendmark Funding Trust, Series 2020-2, Class B <sup>(b)</sup> | 3.540% | 04/21/31 | 2000000 | 1960873 |
| Lendmark Funding Trust, Series 2020-2A, Class C <sup>(b)</sup> | 4.690% | 04/21/31 | 1000000 | 982426 |
| Lendmark Funding Trust, Series 2025-2A, Class D <sup>(b)</sup> | 5.980% | 10/20/34 | 10400000 | 10409401 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class D <sup>(b)</sup> | 4.340% | 03/20/36 | 1850000 | 1786134 |
| Mariner Finance Issuance Trust, Series 2024-AA, Class B <sup>(b)</sup> | 5.680% | 09/22/36 | 4000000 | 4042121 |
| Mariner Finance Issuance Trust, Series 2024-AA, Class C <sup>(b)</sup> | 6.000% | 09/22/36 | 3000000 | 3041651 |
| Oportun Funding, LLC, Series 2024-3, Class D <sup>(b)</sup> | 9.600% | 08/15/29 | 8300000 | 8408669 |
| Oportun Funding, LLC, Series 2021-B, Class A <sup>(b)</sup> | 1.470% | 05/08/31 | 816411 | 802596 |
| Oportun Funding, LLC, Series 2021-B, Class D <sup>(b)</sup> | 5.410% | 05/08/31 | 1640320 | 1629658 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 11.6% (Continued)** |  |  |  |  |
| Oportun Funding, LLC, Series 2021-C, Class A <sup>(b)</sup> | 2.180% | 10/08/31 | $4479244 | $4418801 |
| Oportun Funding, LLC, Series 2021-C, Class B <sup>(b)</sup> | 2.670% | 10/08/31 | 3327438 | 3280820 |
| Oportun Funding, LLC, Series 2021-C, Class C <sup>(b)</sup> | 3.610% | 10/08/31 | 2175633 | 2151292 |
| Oportun Funding, LLC, Series 2021-C, Class D <sup>(b)</sup> | 5.570% | 10/08/31 | 1606129 | 1590666 |
| Oportun Funding, LLC, Series 2024-2, Class D <sup>(b)</sup> | 10.470% | 02/09/32 | 8000000 | 8162314 |
| Oportun Funding, LLC, Series 2025-1, Class B <sup>(b)</sup> | 5.240% | 08/16/32 | 3122000 | 3125976 |
| Oportun Funding, LLC, Series 2025-1, Class D <sup>(b)</sup> | 8.270% | 08/16/32 | 4500000 | 4506171 |
| Oportun Funding, LLC, Series 2025-D, Class C <sup>(b)</sup> | 5.800% | 02/08/33 | 2425000 | 2427207 |
| Oportun Funding, LLC, Series 2025-D, Class D <sup>(b)</sup> | 6.970% | 02/08/33 | 24555000 | 24779334 |
| Oportun Funding, LLC, Series 2025-D, Class E <sup>(b)</sup> | 10.820% | 02/08/33 | 13000000 | 13035874 |
| Oportun Funding, LLC, Series 2025-B, Class E <sup>(b)</sup> | 9.400% | 05/09/33 | 7250000 | 7302135 |
| Oportun Funding, LLC, Series 2025-C, Class D <sup>(b)</sup> | 5.910% | 07/08/33 | 13900000 | 13858461 |
| Pagaya AI Debt Selection Trust, Series 2024-2, Class A <sup>(b)</sup> | 6.319% | 08/15/31 | 1033551 | 1034136 |
| Pagaya AI Debt Selection Trust, Series 2024-2, Class B <sup>(b)</sup> | 6.611% | 08/15/31 | 4138325 | 4139103 |
| Pagaya AI Debt Selection Trust, Series 2024-2, Class C <sup>(b)</sup> | 7.573% | 08/15/31 | 5295629 | 5300009 |
| Pagaya AI Debt Selection Trust, Series 2024-3, Class C <sup>(b)</sup> | 7.297% | 10/15/31 | 3044391 | 3045362 |
| Pagaya AI Debt Selection Trust, Series 2025-R1, Class E <sup>(b)</sup> | 12.105% | 06/15/32 | 281463 | 284999 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 11.6% (Continued)** |  |  |  |  |
| Pagaya AI Debt Selection Trust, Series 2025-1, Class D <sup>(b)</sup> | 6.282% | 07/15/32 | $7069036 | $7080952 |
| Pagaya AI Debt Selection Trust, Series 2024-11, Class D <sup>(b)</sup> | 6.307% | 07/15/32 | 10058676 | 10110594 |
| Pagaya AI Debt Selection Trust, Series 2025-3, Class E <sup>(b)</sup> | 12.626% | 12/15/32 | 6059444 | 6163278 |
| Pagaya AI Debt Selection Trust, Series 2025-4, Class C <sup>(b)</sup> | 6.146% | 01/17/33 | 12999538 | 13103537 |
| Pagaya AI Debt Selection Trust, Series 2025-4, Class D <sup>(b)</sup> | 6.572% | 01/17/33 | 6899755 | 6927216 |
| Pagaya AI Debt Selection Trust, Series 2025-5, Class B <sup>(b)</sup> | 5.440% | 03/15/33 | 24499053 | 24537561 |
| Pagaya AI Debt Selection Trust, Series 2025-6, Class B <sup>(b)</sup> | 4.883% | 04/15/33 | 16273500 | 16153324 |
| Pagaya AI Debt Selection Trust, Series 2025-7, Class B <sup>(b)</sup> | 5.064% | 05/15/33 | 15697200 | 15604846 |
| Pagaya AI Debt Selection Trust, Series 2025-8, Class B <sup>(b)</sup> | 5.409% | 07/15/33 | 24300000 | 24216347 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class B <sup>(b)</sup> | 5.370% | 09/15/33 | 40000000 | 39897956 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class E <sup>(b)</sup> | 9.232% | 09/15/33 | 8500000 | 8493708 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class A <sup>(b)</sup> | 5.715% | 01/20/34 | 14400000 | 14450648 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class E <sup>(b)</sup> | 11.276% | 01/20/34 | 2650000 | 2704992 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class F <sup>(b)</sup> | 12.000% | 01/20/34 | 2600000 | 2505616 |
| Pagaya Point of Sale Holdings Grantor Trust, Series 2025-2, Class C <sup>(b)</sup> | 5.506% | 07/20/33 | 4375000 | 4372331 |
| Prosper Marketplace Issuance Trust, Series 2023-1, Class D <sup>(b)</sup> | 11.240% | 07/16/29 | 1785382 | 1799465 |
| Reach Financial, LLC, Series 2024-1A, Class B <sup>(b)</sup> | 6.290% | 02/18/31 | 2141985 | 2154262 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 11.6% (Continued)** |  |  |  |  |
| Reach Financial, LLC, Series 2024-1A, Class C <sup>(b)</sup> | 6.900% | 02/18/31 | $3450000 | $3514348 |
| Reach Financial, LLC, Series 2023-1A, Class C <sup>(b)</sup> | 8.450% | 02/18/31 | 7746923 | 7810216 |
| Reach Financial, LLC, Series 2024-2A, Class C <sup>(b)</sup> | 6.130% | 07/15/31 | 3000000 | 3039260 |
| Reach Financial, LLC, Series 2025-1A, Class B <sup>(b)</sup> | 5.340% | 08/16/32 | 5700000 | 5743197 |
| Reach Financial, LLC, Series 2025-1A, Class C <sup>(b)</sup> | 5.990% | 08/16/32 | 2500000 | 2529665 |
| RKTL, Series 26-1A, Class D <sup>(b)</sup> | 5.210% | 02/26/35 | 10548000 | 10409357 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST2, Class NT <sup>(b)</sup> | 6.110% | 06/15/32 | 11636947 | 11724778 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class A <sup>(b)</sup> | 4.794% | 09/15/32 | 6995078 | 7001496 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B <sup>(b)</sup> | 5.254% | 09/15/32 | 9250000 | 9237101 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class C <sup>(b)</sup> | 5.923% | 09/15/32 | 19300000 | 19245879 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST7, Class B <sup>(b)</sup> | 4.979% | 11/15/32 | 11856000 | 11850215 |
| Upgrade Master Pass-Thru Trust, Series 2026-ST1, Class C <sup>(b)</sup> | 5.130% | 03/15/34 | 10000000 | 9917050 |
| Upgrade Receivables Trust, Series 2024-1A, Class C <sup>(b)</sup> | 6.470% | 01/15/31 | 8875000 | 8912741 |
| Upstart Pass-Through Trust, Series 2022-ST3, Class A <sup>(b)</sup> | 4.300% | 05/20/30 | 1977657 | 1972823 |
| Upstart Securitization Trust, Series 2025-3, Class C <sup>(b)</sup> | 5.430% | 09/20/35 | 10300000 | 10250567 |

---

**Diamond Hill Short Duration Securitized Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 87.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 11.6% (Continued)** |  |  |  |  |
| Upstart Structured Pass-Through Trust, Series 2022-2A, Class A <sup>(b)</sup> | 4.250% | 06/17/30 | $363912 | $363037 |
|  |  |  |  | 595186816 |
| **Total Securitized (Cost $4,499,523,866)** |  |  |  | $4508521127 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Treasury - 4.3%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| U.S. Treasury Inflation-Protected Notes | 0.125% | 04/15/26 | $12336300 | $12344164 |
| U.S. Treasury Notes | 3.625% | 05/15/26 | 15000000 | 14996748 |
| U.S. Treasury Notes | 3.750% | 08/31/26 | 25000000 | 24996055 |
| U.S. Treasury Notes | 4.375% | 12/15/26 | 15000000 | 15064307 |
| U.S. Treasury Notes | 2.250% | 02/15/27 | 10000000 | 9870203 |
| U.S. Treasury Notes <sup>(a)</sup> | 4.500% | 05/15/27 | 20000000 | 20146875 |
| U.S. Treasury Notes <sup>(a)</sup> | 2.250% | 08/15/27 | 50000000 | 48945313 |
| U.S. Treasury Notes | 3.875% | 10/15/27 | 20000000 | 20012500 |
| U.S. Treasury Notes | 1.250% | 09/30/28 | 40000000 | 37565625 |
| U.S. Treasury Notes | 3.875% | 11/30/29 | 20000000 | 19995312 |
| **Total Treasury (Cost $223,992,584)** |  |  |  | $223937102 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 4.2%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(g)</sup> | 211459778 | $211459778 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(g)(h)</sup> | 5751648 | 5751648 |
| **Total Registered Investment Companies (Cost $217,211,426)** |  | $217211426 |
| **Total Investment Securities - 99.8% (Cost $5,125,868,004)** |  | $5134251057 |
| **Other Assets in Excess of Liabilities - 0.2%** |  | 7927559 |
| **Net Assets - 100.0%** |  | $5142178616 |

---

<sup>(a)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $43,152,346.

<sup>(b)</sup> Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities have been deemed liquid under procedures approved by the Fund's Board of Trustees and may normally be sold to qualified institutional buyers in transactions exempt from registration. The total fair value of these securities as of March 31, 2026 was $3,907,412,285, representing 76.0% of net assets.

<sup>(c)</sup> Percentage rounds to less than 0.1%.

<sup>(d)</sup> Variable rate security. The rate shown is the effective interest rate as of March 31, 2026. The benchmark on which the rate is calculated is shown parenthetically, if applicable. Certain variable rate securities are not based on a published rate and spread but are determined by the issuer or agent and may be based on index changes, prerepayment of underlying positions and/or other variables. These securities do not indicate a reference rate and spread in their description above.

<sup>(e)</sup> Illiquid security as determined under procedures approved by the Board of Trustees. The total fair value of these securities as of March 31, 2026 was $20,602,645 representing 0.4% of net assets.

<sup>(f)</sup> Non-income producing security - security in default.

<sup>(g)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(h)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $38,723,071.

H15T1Y - U.S. Treasury yield curve rate for U.S. Treasury note with a constant maturity of 1 year

IO - Interest Only

NA - National Association

plc - Public Limited Company

PO - Principal Only

Prime - Short-term interest rate in the banking system of the U.S.

SOFR - Secured Overnight Financing Rate

TSFR - CME Term SOFR

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 4.2%** | **ABS-Other - 4.2%** | **ABS-Other - 4.2%** | | |
| ACHD Trust, Series 2025-DS1, Class A <sup>(a)</sup> | 5.978% | 01/09/34 | $63132 | $63228 |
| AMDR ABS Trust, Series 2025-1A, Class A <sup>(a)</sup> | 6.378% | 12/19/33 | 44080 | 44199 |
| GoodGreen Trust, Series 2017-1A, Class A <sup>(a)</sup> | 3.740% | 10/15/52 | 112712 | 104610 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2024-1, Class A <sup>(a)</sup> | 6.250% | 06/20/57 | 169615 | 163450 |
| Mosaic Solar Loans, LLC, Series 2018-2GS, Class A <sup>(a)</sup> | 4.200% | 02/22/44 | 252349 | 235633 |
| OHS Issuer, LLC, Series 2026-1, Class A2 <sup>(a)</sup> | 5.750% | 01/15/61 | 99917 | 97961 |
| Redaptive EAAS Issuer, LLC, Series 2025-1, Class A <sup>(a)</sup> | 5.940% | 03/25/42 | 94519 | 94309 |
| Service Experts Issuer, Series 2025-1A, Class B <sup>(a)</sup> | 7.620% | 01/20/37 | 350000 | 350324 |
| US Bank NA, Series 2025-SUP2, Class E (1\* SOFR30A + 370) <sup>(a)(b)</sup> | 7.362% | 09/25/32 | 205639 | 206087 |
|  |  |  |  | 1359801 |
| **Agency MBS CMO - 49.5%** |  |  |  |  |
| FHLMC, Series 4434, Class HZ | 3.000% | 06/15/37 | 625848 | 519490 |
| FHLMC, Series 4045, Class PE | 3.500% | 05/15/42 | 410000 | 369880 |
| FHLMC, Series 4161, Class LM | 2.500% | 08/15/42 | 81042 | 69318 |
| FHLMC, Series 4158, Class CA | 1.500% | 12/15/42 | 159974 | 139275 |
| FHLMC, Series 4152, Class GW | 2.500% | 01/15/43 | 877077 | 709432 |
| FHLMC, Series 4210, Class Z | 3.000% | 05/15/43 | 156092 | 130873 |
| FHLMC, Series 4425, Class TA | 2.000% | 01/15/45 | 1219834 | 1049137 |
| FHLMC, Series 5151, Class WN | 2.000% | 10/25/50 | 368340 | 212568 |
| FHLMC, Series 5071, Class ZT | 1.500% | 02/25/51 | 1624661 | 686398 |
| FHLMC, Series 5131, Class JL | 1.000% | 08/25/51 | 590092 | 445540 |
| FNMA, Series 2020-44, Class EG | 2.000% | 09/25/42 | 1073244 | 923057 |
| FNMA, Series 2012-103, Class ZP | 3.000% | 09/25/42 | 1353266 | 1053800 |
| FNMA, Series 2012-152, Class TC | 2.500% | 01/25/43 | 257000 | 201804 |
| FNMA, Series 2017-87, Class EA | 3.000% | 04/25/44 | 1629493 | 1489316 |
| FNMA, Series 2016-61, Class ML | 3.000% | 09/25/46 | 400000 | 338171 |
| FNMA, Series 2017-48, Class LH | 2.500% | 05/25/47 | 282079 | 248396 |
| FNMA, Series 2018-28, Class CA | 3.000% | 05/25/48 | 168318 | 149456 |
| FNMA, Series 2018-95, Class B | 3.500% | 01/25/49 | 1827879 | 1655287 |
| FNMA, Series 2020-92, Class NB | 1.000% | 05/25/50 | 366229 | 277634 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 49.5% (Continued)** |  |  |  |  |
| FNMA, Series 2021-6, Class KU | 1.500% | 02/25/51 | $174576 | $99767 |
| FNMA, Series 2022-10, Class CK | 2.250% | 02/25/52 | 277336 | 164944 |
| FNMA, Series 2019-22, Class BA | 3.500% | 12/25/58 | 496757 | 467571 |
| GNMA, Series 2009-54, Class Z | 6.000% | 07/16/39 | 949031 | 986892 |
| GNMA, Series 2012-97, Class CB | 2.500% | 08/16/42 | 743383 | 621401 |
| GNMA, Series 2012-143, Class QD | 1.500% | 10/20/42 | 198476 | 175100 |
| GNMA, Series 2012-129, Class PE | 2.000% | 11/16/42 | 250000 | 201309 |
| GNMA, Series 2016-19, Class AC | 3.000% | 02/20/46 | 195000 | 163562 |
| GNMA, Series 2020-123, Class EA | 1.000% | 08/20/50 | 455331 | 252654 |
| GNMA, Series 2021-24, Class QD | 1.250% | 08/20/50 | 366373 | 285434 |
| GNMA, Series 2020-123, Class PB | 2.250% | 08/20/50 | 486428 | 397369 |
| GNMA, Series 2020-134, Class XL | 1.000% | 09/20/50 | 249999 | 116255 |
| GNMA, Series 2020-138, Class NU | 1.500% | 09/20/50 | 272252 | 151150 |
| GNMA, Series 2020-183, Class AY | 2.000% | 11/20/50 | 748093 | 603991 |
| GNMA, Series 2021-87, Class DB | 2.000% | 05/20/51 | 668374 | 575609 |
|  |  |  |  | 15931840 |
| **Agency MBS CMO Derivatives - 4.6%** |  |  |  |  |
| FHLMC, Series 3616, Class S (IO) (-1\* SOFR30A + 641) <sup>(b)</sup> | 2.513% | 12/15/39 | 670621 | 58164 |
| FHLMC, Series 5092, Class KS (PO) (-1\* SOFR30A + 330) <sup>(b)</sup> | 0.000% | 03/25/51 | 640880 | 230971 |
| FNMA, Series 2012-128, Class SH (IO) (-1\* SOFR + 400) <sup>(b)</sup> | 0.224% | 11/25/42 | 146435 | 102803 |
| FNMA, Series 2012-133, Class WS (IO) (-.83\* SOFR30A + 391) <sup>(b)</sup> | 0.629% | 12/25/42 | 134430 | 80538 |
| GNMA, Series 2004-106, Class SJ (IO) (-5\* TSFR1M + 39) <sup>(b)</sup> | 8.565% | 12/16/34 | 71442 | 70847 |
| GNMA, Series 2011-7, Class LS (IO) <sup>(b)</sup> | 2.301% | 12/20/40 | 889038 | 755321 |
| GNMA, Series 2022-90, Class US (PO) (-2.5\* SOFR30A + 900) <sup>(b)</sup> | 0.000% | 02/20/52 | 247825 | 170205 |
|  |  |  |  | 1468849 |
| **Agency MBS Passthrough - 3.2%** |  |  |  |  |
| FHLMC, Pool #SD2217 | 6.000% | 01/01/53 | 360122 | 367750 |
| GNMA, Series 2020-16, Class MD | 2.750% | 02/20/50 | 616743 | 509640 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS Passthrough - 3.2% (Continued)** |  |  |  |  |
| GNMA, Pool #MA9367 | 8.000% | 12/20/53 | $141748 | $146223 |
|  |  |  |  | 1023613 |
| **Auto Loan - 2.9%** |  |  |  |  |
| First Help Financial, LLC, Series 23-1A, Class A2 <sup>(a)</sup> | 6.570% | 06/15/28 | 43823 | 43975 |
| First Help Financial, LLC, Series 2023-1A, Class B <sup>(a)</sup> | 6.770% | 05/15/29 | 125000 | 125784 |
| Huntington National Bank (The), Series 2025-2, Class B1 <sup>(a)</sup> | 4.835% | 09/20/33 | 80035 | 80171 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class D <sup>(a)</sup> | 6.860% | 02/15/33 | 90940 | 91600 |
| Merchants Fleet Funding, LLC, Series 2025-1A, Class D <sup>(a)</sup> | 5.760% | 01/20/39 | 100000 | 99959 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class D <sup>(a)</sup> | 6.012% | 06/26/34 | 100000 | 99901 |
| Research-Driven Pagaya Motor Asset Trust I, Series 26-R1A, Class D <sup>(a)</sup> | 7.720% | 07/25/35 | 100000 | 98333 |
| Veros Auto Receivables Trust, Series 2026-1, Class C <sup>(a)</sup> | 5.220% | 07/15/31 | 100000 | 100164 |
| Western Funding Auto Loan Trust, Series 2025-1, Class D <sup>(a)</sup> | 5.790% | 01/15/36 | 200000 | 201864 |
|  |  |  |  | 941751 |
| **CRE/CLO - 1.1%** |  |  |  |  |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class C <br> (1\* TSFR1M + 369) <sup>(a)(b)</sup> | 7.362% | 01/18/41 | 270000 | 270016 |
| Arbor Realty Commercial Real Estate Notes, Series 2025-FL1, Class C <br> (1\* TSFR1M + 269) <sup>(a)(b)</sup> | 6.368% | 08/20/42 | 100000 | 99922 |
|  |  |  |  | 369938 |
| **Equipment - 0.7%** |  |  |  |  |
| MMP Capital, LLC, Series 2025-A, Class A <sup>(a)</sup> | 5.360% | 12/15/31 | 83050 | 83627 |
| NMEF Funding, LLC, Series 2022-B, Class C <sup>(a)</sup> | 8.540% | 06/15/29 | 150000 | 151727 |
|  |  |  |  | 235354 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 8.3%** | **HECM - 8.3%** | **HECM - 8.3%** | | |
| Boston Lending Trust, Series 2022-3, Class A <sup>(a)</sup> | 3.500% | 07/25/62 | $95770 | $93967 |
| Brean Asset Backed Securities Trust, Series 2025-RM12, Class A2 <sup>(a)</sup> | 4.500% | 07/25/65 | 250543 | 237147 |
| Brean Asset Backed Securities Trust, Series 2025-RM12, Class M3 <sup>(a)</sup> | 4.500% | 07/25/65 | 128719 | 105608 |
| Brean Asset Backed Securities Trust, Series 2025-RM13, Class M3 <sup>(a)</sup> | 4.250% | 10/25/65 | 101807 | 83431 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M2 <sup>(a)</sup> | 4.250% | 01/25/66 | 100745 | 84021 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M3 <sup>(a)</sup> | 4.250% | 01/25/66 | 100745 | 81156 |
| MOO Securitization Trust, Series 2026-RM1, Class M3 <sup>(a)(b)</sup> | 4.500% | 03/25/66 | 100000 | 83162 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M3 <sup>(a)</sup> | 3.000% | 11/25/38 | 200000 | 182543 |
| Onity Loan Investment Trust, Series 2024-HB2, Class M3 <sup>(a)</sup> | 5.000% | 08/25/37 | 100000 | 97306 |
| Onity Loan Investment Trust, Series 2025-HB1, Class A <sup>(a)</sup> | 3.000% | 06/25/38 | 134941 | 132262 |
| Onity Loan Investment Trust, Series 2025-HB1, Class M4 <sup>(a)</sup> | 3.000% | 06/25/38 | 500000 | 435311 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 <sup>(a)</sup> | 4.704% | 11/25/31 | 920000 | 874053 |
| RMF Proprietary Issuance Trust II, Series 2022-1, Class M1 <sup>(a)</sup> | 3.000% | 01/25/62 | 200000 | 187440 |
|  |  |  |  | 2677407 |
| **Hospitality - 0.3%** |  |  |  |  |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class B <br> (1\* TSFR1M + 255) <sup>(a)(b)</sup> | 6.224% | 08/15/42 | 100000 | 100001 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Industrial - 0.6%** | **Industrial - 0.6%** | **Industrial - 0.6%** | | |
| BX Trust, Series VOLT-2025, Class A (1\* SOFR30A + 2) <sup>(a)(b)</sup> | 5.700% | 12/15/44 | $200000 | $199375 |
| **Laboratory - 2.5%** |  |  |  |  |
| Commercial Mortgage Trust, Series 2020-CX, Class B <sup>(a)</sup> | 2.446% | 11/10/46 | 200000 | 165310 |
| Life Financial Services Trust, Series 2021-BMR, Class D <br> (1\* TSFR1M + 151) <sup>(a)(b)</sup> | 5.187% | 03/15/38 | 143500 | 133455 |
| Life Financial Services Trust, Series 2021-BMR, Class F <br> (1\* TSFR1M + 246) <sup>(a)(b)</sup> | 6.137% | 03/15/38 | 94500 | 83415 |
| Life Financial Services Trust, Series 2022-BMR2, Class A1 <br> (1\* TSFR1M + 130) <sup>(a)(b)</sup> | 4.968% | 05/15/39 | 250000 | 241250 |
| Life Financial Services Trust, Series 2022-BMR2, Class C <br> (1\* TSFR1M + 209) <sup>(a)(b)</sup> | 5.766% | 05/15/39 | 195000 | 173550 |
|  |  |  |  | 796980 |
| **Multifamily - 2.7%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class D <br> (1\* TSFR1M + 309) <sup>(a)(b)</sup> | 6.762% | 08/15/39 | 173450 | 173450 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN2, Class M2 <br> (1\* SOFR30A + 335) <sup>(a)(b)</sup> | 7.212% | 07/25/41 | 242543 | 242543 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-1 <br> (1\* SOFR30A + 205) <sup>(a)(b)</sup> | 5.712% | 02/25/45 | 221635 | 219690 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN3, Class M-1 <br> (1\* SOFR + 230) <sup>(a)(b)</sup> | 5.962% | 11/25/51 | 133490 | 133589 |
| MultiFamily Structured Credit Risk Notes, Series 2022-MN4, Class M2 <br> (1\* SOFR30A + 650) <sup>(a)(b)</sup> | 10.162% | 05/25/52 | 100000 | 109914 |
|  |  |  |  | 879186 |
| **Non-Agency MBS 2.0 - 0.9%** |  |  |  |  |
| JP Morgan Mortgage Trust, Series 2018-3, Class B5 <sup>(a)</sup> | 3.698% | 09/25/48 | 198720 | 135653 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Non-Agency MBS 2.0 - 0.9% (Continued)** |  |  |  |  |
| Redwood Funding Trust, Series 2025-3, Class B <sup>(a)</sup> | 7.749% | 12/27/56 | $150000 | $150639 |
|  |  |  |  | 286292 |
| **Office - 1.6%** |  |  |  |  |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class D <sup>(a)(c)</sup> | 3.289% | 01/15/32 | 125000 | 73750 |
| NYT Mortgage Trust, Series 2019-NYT, Class C <br> (1\* TSFR1M + 200) <sup>(a)(b)</sup> | 5.420% | 12/15/35 | 200000 | 193501 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class D <sup>(a)</sup> | 8.623% | 09/15/40 | 250000 | 247874 |
|  |  |  |  | 515125 |
| **Residential Transition Loan - 2.3%** |  |  |  |  |
| Colony American Finance Ltd., Series 2026-R1, Class A1 <sup>(a)</sup> | 6.773% | 03/25/36 | 100000 | 99886 |
| Easy STG Mortgage Loan Trust, Series 2025-RTL1, Class A2 <sup>(a)</sup> | 8.299% | 05/25/40 | 100000 | 100998 |
| Fidelis Mortgage Trust, Series 2025-RTL2, Class A2 <sup>(a)</sup> | 6.060% | 07/25/40 | 350000 | 351654 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A2 <sup>(a)</sup> | 5.952% | 01/25/40 | 200000 | 200616 |
|  |  |  |  | 753154 |
| **Second Lien - 2.3%** |  |  |  |  |
| Point Securitization Trust, Series 2023-1, Class A1 <sup>(a)</sup> | 6.500% | 11/25/53 | 267103 | 267321 |
| Point Securitization Trust, Series 2024-1, Class A1 <sup>(a)</sup> | 6.500% | 06/25/54 | 289265 | 289180 |
| Point Securitization Trust, Series 2026-1, Class A1 <sup>(a)</sup> | 5.250% | 02/25/56 | 125000 | 121798 |
| Unlock HEA Trust, Series 2025-2, Class C <sup>(a)</sup> | 6.000% | 11/25/41 | 100000 | 77107 |
|  |  |  |  | 755406 |
| **Small Business - 1.4%** |  |  |  |  |
| CPC Asset Securitization, LLC, Series 2025-1A, Class A <sup>(a)</sup> | 5.780% | 07/15/31 | 150000 | 150593 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class C <sup>(a)</sup> | 7.150% | 09/10/31 | 150000 | 149483 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 94.7% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Small Business - 1.4% (Continued)** |  |  |  |  |
| Newtek Alternative Loan Program, Series 2026-1, Class B <sup>(a)</sup> | 7.180% | 06/26/51 | $136844 | $137522 |
|  |  |  |  | 437598 |
| **Student Loan - 0.4%** |  |  |  |  |
| Bayview Opportunity Master Fund Trust, Series 2024-EDU1, Class D <sup>(a)</sup> | 6.412% | 06/25/47 | 111296 | 112680 |
| **Unsecured Consumer - 5.1%** |  |  |  |  |
| ACHV ABS Trust, Series 2024-1PL, Class D <sup>(a)</sup> | 7.290% | 04/25/31 | 68220 | 68929 |
| Cherry Securitization Trust, Series 2025-1A, Class A <sup>(a)</sup> | 6.130% | 11/15/32 | 300000 | 302932 |
| Lendmark Funding Trust, Series 2025-2A, Class D <sup>(a)</sup> | 5.980% | 10/20/34 | 220000 | 220199 |
| Oportun Funding, LLC, Series 2025-D, Class D <sup>(a)</sup> | 6.970% | 02/08/33 | 145000 | 146325 |
| Oportun Funding, LLC, Series 2025-C, Class D <sup>(a)</sup> | 5.910% | 07/08/33 | 100000 | 99701 |
| Pagaya AI Debt Selection Trust, Series 2025-5, Class B <sup>(a)</sup> | 5.440% | 03/15/33 | 149994 | 150230 |
| Pagaya AI Debt Selection Trust, Series 2025-8, Class B <sup>(a)</sup> | 5.409% | 07/15/33 | 100000 | 99656 |
| RCKT Trust, Series 2025-1A, Class D <sup>(a)</sup> | 5.420% | 07/25/34 | 150000 | 149654 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B <sup>(a)</sup> | 5.254% | 09/15/32 | 150000 | 149791 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class C <sup>(a)</sup> | 5.923% | 09/15/32 | 250000 | 249299 |
|  |  |  |  | 1636716 |
| **Total Securitized (Cost $30,250,602)** |  |  |  | $30481066 |

---

**Diamond Hill Securitized Total Return Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 4.3%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(d)</sup> (Cost $1,402,233) | 1402233 | $1402233 |
| **Total Investment Securities - 99.0% (Cost $31,652,835)** |  | $31883299 |
| **Other Assets in Excess of Liabilities - 1.0%** |  | 311982 |
| **Net Assets - 100.0%** |  | $32195281 |

---

<sup>(a)</sup> Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities have been deemed liquid under procedures approved by the Fund's Board of Trustees and may normally be sold to qualified institutional buyers in transactions exempt from registration. The total fair value of these securities as of March 31, 2026 was $12,056,764, representing 37.4% of net assets.

<sup>(b)</sup> Variable rate security. The rate shown is the effective interest rate as of March 31, 2026. The benchmark on which the rate is calculated is shown parenthetically, if applicable. Certain variable rate securities are not based on a published rate and spread but are determined by the issuer or agent and may be based on index changes, prerepayment of underlying positions and/or other variables. These securities do not indicate a reference rate and spread in their description above.

<sup>(c)</sup> Illiquid security as determined under procedures approved by the Board of Trustees. The total fair value of these securities as of March 31, 2026 was $73,750, representing 0.2% of net assets.

<sup>(d)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

IO - Interest Only

NA - National Association

PO - Pricipal Only

SOFR - Secured Overnight Financing Rate

TSFR - CME Term SOFR

**Diamond Hill Core Bond Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 5.4%** | **Banking - 5.4%** | **Banking - 5.4%** | | |
| American Express Co. | 5.282% | 07/27/29 | $400000 | $406815 |
| American Express Co. | 5.532% | 04/25/30 | 325000 | 334637 |
| American Express Co. <sup>(a)</sup> | 5.085% | 01/30/31 | 925000 | 940646 |
| American Express Co. | 4.456% | 02/10/32 | 1800000 | 1781361 |
| American Express Co. | 5.284% | 07/26/35 | 825000 | 832662 |
| Bank of America Corp. | 3.194% | 07/23/30 | 3250000 | 3116945 |
| Bank of America Corp. (1\* TSFR3M + 145) <sup>(a)</sup> | 2.884% | 10/22/30 | 2300000 | 2175573 |
| Bank of America Corp. (1\* SOFR + 215) <sup>(a)</sup> | 2.592% | 04/29/31 | 450000 | 415726 |
| Bank of America Corp., Class B (1\* SOFR + 153) <sup>(a)</sup> | 1.898% | 07/23/31 | 3000000 | 2671931 |
| Bank of America Corp. | 2.687% | 04/22/32 | 7125000 | 6456807 |
| Bank of America Corp., Series N | 2.972% | 02/04/33 | 5725000 | 5182345 |
| Bank of America Corp. | 4.571% | 04/27/33 | 1700000 | 1670276 |
| Bank of America Corp. | 5.468% | 01/23/35 | 250000 | 255200 |
| Bank of New York Mellon Corp. (The), Series J | 6.317% | 10/25/29 | 2150000 | 2251016 |
| Bank of New York Mellon Corp. (The), Series J | 5.316% | 06/06/36 | 2200000 | 2230732 |
| Capital One Financial Corp. | 1.878% | 11/02/27 | 1500000 | 1475213 |
| Capital One Financial Corp. | 4.493% | 09/11/31 | 3400000 | 3338340 |
| Capital One Financial Corp. | 6.377% | 06/08/34 | 500000 | 526931 |
| Capital One Financial Corp. | 5.197% | 09/11/36 | 890000 | 862792 |
| Citibank NA | 5.570% | 04/30/34 | 1750000 | 1813270 |
| Citigroup, Inc. (1\* SOFR + 142) <sup>(a)</sup> | 2.976% | 11/05/30 | 3380000 | 3192430 |
| Citigroup, Inc. | 2.666% | 01/29/31 | 4537000 | 4208921 |
| Citigroup, Inc. (1\* SOFR + 211) <sup>(a)</sup> | 2.572% | 06/03/31 | 4725000 | 4331314 |
| Citigroup, Inc. | 2.561% | 05/01/32 | 1550000 | 1386543 |
| Citigroup, Inc. | 3.057% | 01/25/33 | 2250000 | 2034759 |
| Citizens Bank NA | 4.575% | 08/09/28 | 1350000 | 1350684 |
| Comerica, Inc. | 5.982% | 01/30/30 | 2850000 | 2940794 |
| Fifth Third Bancorp | 1.707% | 11/01/27 | 450000 | 442930 |
| Fifth Third Bancorp | 4.895% | 09/06/30 | 2350000 | 2357836 |
| First Horizon Bank <sup>(b)</sup> | 5.750% | 05/01/30 | 250000 | 253717 |
| Goldman Sachs Group, Inc. (The) | 1.948% | 10/21/27 | 1000000 | 986352 |
| Goldman Sachs Group, Inc. (The) | 2.600% | 02/07/30 | 500000 | 465112 |
| Goldman Sachs Group, Inc. (The) | 5.207% | 01/28/31 | 1800000 | 1828866 |
| Goldman Sachs Group, Inc. (The) | 4.516% | 01/21/32 | 925000 | 910979 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 5.4% (Continued)** |  |  |  |  |
| Goldman Sachs Group, Inc. (The) | 1.992% | 01/27/32 | $4550000 | $3993227 |
| Goldman Sachs Group, Inc. (The) (1\* SOFR + 128) <sup>(a)</sup> | 2.615% | 04/22/32 | 9175000 | 8241472 |
| HSBC Holdings plc | 5.597% | 05/17/28 | 3100000 | 3134825 |
| HSBC Holdings plc | 4.619% | 11/06/31 | 1000000 | 986112 |
| HSBC Holdings plc | 2.804% | 05/24/32 | 1000000 | 899356 |
| Huntington Bancshares, Inc. | 6.208% | 08/21/29 | 750000 | 778064 |
| Huntington Bancshares, Inc. | 5.023% | 05/17/33 | 400000 | 397417 |
| JPMorgan Chase & Co. (1\* SOFR + 89) <sup>(a)</sup> | 1.578% | 04/22/27 | 400000 | 399355 |
| JPMorgan Chase & Co. | 1.470% | 09/22/27 | 1350000 | 1331526 |
| JPMorgan Chase & Co. | 5.040% | 01/23/28 | 1000000 | 1005072 |
| JPMorgan Chase & Co. (1\* TSFR3M + 121) <sup>(a)</sup> | 3.509% | 01/23/29 | 3110000 | 3059743 |
| JPMorgan Chase & Co. (1\* SOFR + 115) <sup>(a)(b)</sup> | 2.069% | 06/01/29 | 1250000 | 1189369 |
| JPMorgan Chase & Co. | 3.702% | 05/06/30 | 1500000 | 1462846 |
| JPMorgan Chase & Co. (1\* SOFR + 151) <sup>(a)</sup> | 2.739% | 10/15/30 | 1850000 | 1742351 |
| JPMorgan Chase & Co. <sup>(b)</sup> | 4.603% | 10/22/30 | 1900000 | 1904052 |
| JPMorgan Chase & Co. | 2.545% | 11/08/32 | 475000 | 422234 |
| JPMorgan Chase & Co. | 2.963% | 01/25/33 | 8775000 | 7960879 |
| JPMorgan Chase & Co. | 5.294% | 07/22/35 | 950000 | 961763 |
| KeyBank NA | 5.000% | 01/26/33 | 5900000 | 5815018 |
| KeyCorp | 4.789% | 06/01/33 | 300000 | 293162 |
| Morgan Stanley, Series I | 5.230% | 01/15/31 | 875000 | 888458 |
| Morgan Stanley, Series GMTN (1\* SOFR + 114) <sup>(a)</sup> | 2.699% | 01/22/31 | 9900000 | 9192381 |
| Morgan Stanley (SOFR + 312) <sup>(a)</sup> | 3.622% | 04/01/31 | 2500000 | 2397264 |
| Morgan Stanley (1\* SOFR + 103) <sup>(a)</sup> | 1.794% | 02/13/32 | 3750000 | 3247269 |
| Morgan Stanley | 1.928% | 04/28/32 | 750000 | 650112 |
| Morgan Stanley | 2.239% | 07/21/32 | 1000000 | 875478 |
| Morgan Stanley Private Bank | 4.466% | 07/06/28 | 2000000 | 1999926 |
| PNC Bank NA | 2.700% | 10/22/29 | 250000 | 235257 |
| PNC Financial Services Group, Inc. (The) | 2.600% | 07/23/26 | 250000 | 248686 |
| PNC Financial Services Group, Inc. (The) | 5.300% | 01/21/28 | 1000000 | 1006839 |
| PNC Financial Services Group, Inc. (The) | 5.582% | 06/12/29 | 500000 | 512363 |
| PNC Financial Services Group, Inc. (The) | 6.037% | 10/28/33 | 850000 | 898979 |
| PNC Financial Services Group, Inc. (The) | 5.939% | 08/18/34 | 1000000 | 1047326 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 5.4% (Continued)** |  |  |  |  |
| Royal Bank of Canada | 4.522% | 10/18/28 | $900000 | $900998 |
| Royal Bank of Canada | 4.650% | 10/18/30 | 3150000 | 3157377 |
| State Street Corp. | 5.272% | 08/03/26 | 700000 | 702313 |
| State Street Corp. | 2.623% | 02/07/33 | 1108000 | 986029 |
| State Street Corp. | 4.164% | 08/04/33 | 300000 | 289414 |
| Toronto-Dominion Bank (The) | 1.200% | 06/03/26 | 1050000 | 1045095 |
| Toronto-Dominion Bank (The) | 5.156% | 01/10/28 | 500000 | 506353 |
| Toronto-Dominion Bank (The), Series C | 5.523% | 07/17/28 | 500000 | 512340 |
| Toronto-Dominion Bank (The) | 4.994% | 04/05/29 | 1000000 | 1016112 |
| Toronto-Dominion Bank (The) | 3.200% | 03/10/32 | 236000 | 217061 |
| Truist Financial Corp. | 6.047% | 06/08/27 | 500000 | 501260 |
| Truist Financial Corp. | 4.873% | 01/26/29 | 500000 | 503290 |
| Truist Financial Corp. | 7.161% | 10/30/29 | 500000 | 531417 |
| Truist Financial Corp., Series I | 5.071% | 05/20/31 | 450000 | 454906 |
| Truist Financial Corp. | 4.597% | 01/27/32 | 2750000 | 2720694 |
| Truist Financial Corp. | 5.711% | 01/24/35 | 500000 | 515772 |
| US Bancorp | 2.215% | 01/27/28 | 800000 | 786045 |
| US Bancorp <sup>(b)</sup> | 4.548% | 07/22/28 | 300000 | 300269 |
| US Bancorp, Series CC <sup>(b)</sup> | 5.083% | 05/15/31 | 875000 | 887562 |
| US Bancorp | 2.677% | 01/27/33 | 2750000 | 2444744 |
| US Bancorp | 4.839% | 02/01/34 | 1000000 | 988277 |
| Wells Fargo & Co. (1\* SOFR + 210) <sup>(a)</sup> | 2.393% | 06/02/28 | 650000 | 634436 |
| Wells Fargo & Co., Series W (1\* SOFR + 174) | 5.574% | 07/25/29 | 900000 | 920675 |
| Wells Fargo & Co. | 2.879% | 10/30/30 | 4000000 | 3773916 |
| Wells Fargo & Co., Series W <sup>(a)</sup> | 5.244% | 01/24/31 | 875000 | 891959 |
| Wells Fargo & Co. | 2.572% | 02/11/31 | 1050000 | 971228 |
| Wells Fargo & Co. | 3.350% | 03/02/33 | 11750000 | 10788682 |
| Wells Fargo & Co. | 5.499% | 01/23/35 | 1000000 | 1017949 |
|  |  |  |  | 173574809 |
| **Basic Industry - 0.0% <sup>(c)</sup>** |  |  |  |  |
| Nucor Corp. | 3.125% | 04/01/32 | 250000 | 230061 |
| PPG Industries, Inc. | 2.550% | 06/15/30 | 300000 | 277805 |
|  |  |  |  | 507866 |
| **Brokerage Asset Managers Exchanges - 0.3%** |  |  |  |  |
| BlackRock Funding, Inc. | 5.000% | 03/14/34 | 500000 | 507209 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Brokerage Asset Managers Exchanges - 0.3% (Continued)** |  |  |  |  |
| BlackRock, Inc. | 2.100% | 02/25/32 | $1625000 | $1419734 |
| Blackstone Registered Finance Co., LLC <sup>(b)</sup> | 4.300% | 11/03/30 | 1635000 | 1609286 |
| Citadel Finance, LLC <sup>(d)</sup> | 4.750% | 02/14/29 | 4850000 | 4751957 |
| Intercontinental Exchange, Inc. | 5.250% | 06/15/31 | 400000 | 412780 |
| Intercontinental Exchange, Inc. <sup>(b)</sup> | 4.950% | 06/15/52 | 875000 | 775504 |
|  |  |  |  | 9476470 |
| **Capital Goods - 0.6%** |  |  |  |  |
| Carrier Global Corp., Class B | 2.722% | 02/15/30 | 250000 | 233479 |
| Caterpillar, Inc. <sup>(b)</sup> | 5.200% | 05/15/35 | 1650000 | 1690301 |
| Deere & Co. | 3.100% | 04/15/30 | 1725000 | 1646819 |
| Honeywell Aerospace, Inc. <sup>(d)</sup> | 4.600% | 03/16/33 | 5050000 | 4992067 |
| John Deere Capital Corp. | 4.400% | 09/08/31 | 900000 | 898910 |
| John Deere Capital Corp. | 5.100% | 04/11/34 | 750000 | 763603 |
| Johnson Controls International plc <sup>(b)</sup> | 5.500% | 04/19/29 | 450000 | 464883 |
| Johnson Controls International plc | 2.000% | 09/16/31 | 500000 | 435531 |
| L3Harris Technologies, Inc. | 4.400% | 06/15/28 | 1710000 | 1711060 |
| Northrop Grumman Corp. <sup>(b)</sup> | 4.900% | 06/01/34 | 900000 | 898135 |
| RTX Corp. | 6.100% | 03/15/34 | 2675000 | 2880570 |
| Waste Connections, Inc. | 3.200% | 06/01/32 | 1800000 | 1663088 |
| Waste Management, Inc. | 3.875% | 01/15/29 | 1375000 | 1361836 |
|  |  |  |  | 19640282 |
| **Communications - 0.8%** |  |  |  |  |
| American Tower Corp. | 3.125% | 01/15/27 | 300000 | 296751 |
| American Tower Corp. | 5.200% | 02/15/29 | 2425000 | 2466102 |
| American Tower Corp. | 2.100% | 06/15/30 | 200000 | 179993 |
| AT&T, Inc. | 2.300% | 06/01/27 | 650000 | 635372 |
| AT&T, Inc. | 2.550% | 12/01/33 | 5989000 | 5068116 |
| AT&T, Inc. | 4.500% | 05/15/35 | 700000 | 663504 |
| AT&T, Inc., Class B | 3.500% | 06/01/41 | 400000 | 310271 |
| British Telecommunications plc <sup>(d)</sup> | 3.250% | 11/08/29 | 275000 | 264079 |
| Comcast Corp. | 1.950% | 01/15/31 | 2250000 | 1996097 |
| Comcast Corp. | 3.969% | 11/01/47 | 144000 | 105963 |
| Comcast Corp. | 5.350% | 05/15/53 | 925000 | 817848 |
| Deutsche Telekom International Finance BV <sup>(d)</sup> | 4.750% | 06/21/38 | 100000 | 94855 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Communications - 0.8% (Continued)** |  |  |  |  |
| T-Mobile USA, Inc. | 5.050% | 07/15/33 | $8425000 | $8483349 |
| Verizon Communications, Inc. <sup>(b)</sup> | 1.750% | 01/20/31 | 700000 | 613702 |
| Verizon Communications, Inc. | 2.550% | 03/21/31 | 1400000 | 1271015 |
| Verizon Communications, Inc. | 2.355% | 03/15/32 | 1237000 | 1079719 |
| Verizon Wireless | 5.000% | 01/15/36 | 1785000 | 1748028 |
|  |  |  |  | 26094764 |
| **Consumer Cyclical - 1.3%** |  |  |  |  |
| Amazon.com, Inc. | 5.650% | 03/13/46 | 425000 | 423530 |
| American Honda Finance | 4.250% | 09/01/28 | 1720000 | 1705760 |
| American Honda Finance <sup>(b)</sup> | 4.900% | 01/10/34 | 400000 | 388996 |
| CVS Health Corp. | 3.750% | 04/01/30 | 500000 | 483140 |
| CVS Health Corp. | 5.050% | 03/25/48 | 2550000 | 2187906 |
| CVS Health Corp. | 5.875% | 06/01/53 | 450000 | 426095 |
| Dollar Tree, Inc. <sup>(b)</sup> | 4.200% | 05/15/28 | 4100000 | 4072344 |
| Expedia, Inc. | 3.800% | 02/15/28 | 1250000 | 1233096 |
| Ford Motor Co., Class B | 3.250% | 02/12/32 | 1000000 | 868551 |
| Ford Motor Credit Co., LLC | 6.800% | 05/12/28 | 2000000 | 2060201 |
| General Motors Co. <sup>(b)</sup> | 5.625% | 04/15/30 | 4500000 | 4626693 |
| General Motors Financial Co., Inc., Class B | 1.500% | 06/10/26 | 700000 | 695918 |
| General Motors Financial Co., Inc. | 5.450% | 09/06/34 | 1700000 | 1686097 |
| Home Depot, Inc. (The) <sup>(b)</sup> | 4.950% | 06/25/34 | 750000 | 755430 |
| Hyundai Capital America <sup>(d)</sup> | 5.350% | 03/19/29 | 3110000 | 3166897 |
| Hyundai Capital America, Series A <sup>(d)</sup> | 5.300% | 01/08/30 | 1275000 | 1293897 |
| Hyundai Capital America <sup>(d)</sup> | 5.400% | 06/24/31 | 850000 | 864754 |
| Hyundai Capital America, Series A <sup>(d)</sup> | 4.750% | 09/26/31 | 400000 | 395838 |
| Lowe's Cos., Inc. | 2.625% | 04/01/31 | 950000 | 863178 |
| Lowe's Cos., Inc. | 2.800% | 09/15/41 | 3025000 | 2130187 |
| Mercedes-Benz Financing NA <sup>(d)</sup> | 4.750% | 03/31/28 | 500000 | 503392 |
| Mercedes-Benz Financing NA <sup>(b)(d)</sup> | 5.000% | 01/11/34 | 2000000 | 1968750 |
| Target Corp. <sup>(b)</sup> | 5.000% | 04/15/35 | 3340000 | 3353231 |
| Toyota Motor Credit Corp. <sup>(b)</sup> | 4.550% | 05/17/30 | 1450000 | 1457172 |
| Toyota Motor Credit Corp. | 5.550% | 11/20/30 | 800000 | 833060 |
| Toyota Motor Credit Corp. | 4.650% | 09/03/32 | 440000 | 436735 |
| Toyota Motor Credit Corp. | 4.600% | 03/11/33 | 450000 | 443050 |
| Volkswagen Group America <sup>(d)</sup> | 5.650% | 09/12/28 | 2400000 | 2446632 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Consumer Cyclical - 1.3% (Continued)** |  |  |  |  |
| Walmart, Inc. <sup>(b)</sup> | 4.500% | 04/15/53 | $450000 | $389421 |
|  |  |  |  | 42159951 |
| **Consumer Non-Cyclical - 1.1%** |  |  |  |  |
| Abbott Laboratories | 4.750% | 11/30/36 | 100000 | 98242 |
| AbbVie, Inc. | 3.200% | 11/21/29 | 3900000 | 3759856 |
| AbbVie, Inc. | 4.550% | 03/15/35 | 100000 | 97094 |
| AbbVie, Inc. | 4.500% | 05/14/35 | 800000 | 773671 |
| Amgen, Inc. | 4.200% | 03/01/33 | 400000 | 386041 |
| Amgen, Inc. | 5.250% | 03/02/33 | 3750000 | 3848355 |
| Amgen, Inc. | 5.600% | 03/02/43 | 425000 | 418896 |
| Anheuser-Busch InBev SA/NV | 4.700% | 02/01/36 | 2625000 | 2556679 |
| Baxter International, Inc. | 1.915% | 02/01/27 | 131000 | 127902 |
| Bristol-Myers Squibb Co. | 2.950% | 03/15/32 | 2300000 | 2108067 |
| Constellation Brands, Inc. <sup>(b)</sup> | 2.250% | 08/01/31 | 2195000 | 1936119 |
| HCA, Inc. | 3.375% | 03/15/29 | 1900000 | 1839544 |
| HCA, Inc. | 4.125% | 06/15/29 | 650000 | 641014 |
| HCA, Inc. | 4.300% | 11/15/30 | 1140000 | 1121170 |
| Keurig Dr. Pepper, Inc. | 5.100% | 03/15/27 | 800000 | 803101 |
| Kroger Co. (The) | 2.650% | 10/15/26 | 100000 | 99094 |
| Kroger Co. (The) <sup>(b)</sup> | 1.700% | 01/15/31 | 1552000 | 1356085 |
| Laboratory Corp. of American Holdings | 1.550% | 06/01/26 | 375000 | 373255 |
| Mondelez International, Inc. <sup>(d)</sup> | 1.250% | 09/24/26 | 1600000 | 1577830 |
| Pfizer, Inc. | 7.200% | 03/15/39 | 1100000 | 1285859 |
| Pfizer, Inc. | 5.340% | 05/19/63 | 1800000 | 1634988 |
| Phillip Morris International, Inc. | 5.500% | 09/07/30 | 1500000 | 1557640 |
| Phillip Morris International, Inc. | 5.375% | 02/15/33 | 2550000 | 2620743 |
| Roche Holdings, Inc. <sup>(d)</sup> | 2.076% | 12/13/31 | 2300000 | 2023681 |
| Roche Holdings, Inc. <sup>(b)(d)</sup> | 5.593% | 11/13/33 | 2331000 | 2461715 |
|  |  |  |  | 35506641 |
| **Electric - 1.4%** |  |  |  |  |
| CMS Energy Corp. | 2.950% | 02/15/27 | 100000 | 98768 |
| Commonwealth Edison Co. | 5.300% | 06/01/34 | 900000 | 925850 |
| Dominion Energy South Carolina, Inc. | 6.250% | 10/15/53 | 450000 | 471548 |
| Dominion Energy, Inc. | 1.450% | 04/15/26 | 750000 | 749084 |
| DTE Electric Co. | 5.200% | 04/01/33 | 450000 | 460700 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Electric - 1.4% (Continued)** |  |  |  |  |
| DTE Electric Co. | 4.850% | 03/01/36 | $425000 | $417034 |
| DTE Energy Co., Series E | 2.850% | 10/01/26 | 100000 | 99240 |
| DTE Energy Co., Series H | 2.950% | 03/01/30 | 125000 | 117748 |
| Duke Energy Carolinas SC Storm Funding, LLC | 4.898% | 03/01/44 | 4170000 | 4115456 |
| Duke Energy Corp. | 4.300% | 03/15/28 | 825000 | 823550 |
| Duke Energy Corp. <sup>(b)</sup> | 4.950% | 09/15/35 | 880000 | 857863 |
| Duke Energy Florida, LLC | 6.200% | 11/15/53 | 1000000 | 1047153 |
| Duke Energy Indiana, LLC | 2.750% | 04/01/50 | 370000 | 224903 |
| Duke Energy Ohio, Inc. | 5.250% | 04/01/33 | 250000 | 255451 |
| Duke Energy Progress, Inc. | 2.000% | 08/15/31 | 600000 | 528540 |
| Florida Power & Light Co. | 5.100% | 04/01/33 | 500000 | 510144 |
| Idaho Power Co. | 5.500% | 03/15/53 | 900000 | 855582 |
| Idaho Power Co. <sup>(b)</sup> | 5.800% | 04/01/54 | 1850000 | 1844360 |
| MidAmerican Energy Co. <sup>(b)</sup> | 3.650% | 04/15/29 | 350000 | 343658 |
| Nevada Power Co., Series 2023A | 6.000% | 03/15/54 | 450000 | 450629 |
| NextEra Energy Capital Holdings, Inc. | 4.625% | 07/15/27 | 1535000 | 1540488 |
| NextEra Energy Capital Holdings, Inc. | 5.250% | 03/15/34 | 500000 | 506190 |
| Northern States Power Co. | 2.250% | 04/01/31 | 500000 | 450524 |
| Northern States Power Co. | 5.100% | 05/15/53 | 900000 | 819996 |
| NYSEG Storm Funding, LLC, Series 2025-A | 4.713% | 05/01/31 | 8313765 | 8367989 |
| Oncor Electric Delivery Co., LLC | 7.000% | 05/01/32 | 2750000 | 3066159 |
| Oncor Electric Delivery Co., LLC | 3.750% | 04/01/45 | 490000 | 376997 |
| Oncor Electric Delivery Co., LLC <sup>(b)</sup> | 4.950% | 09/15/52 | 500000 | 439156 |
| PacifiCorp | 5.500% | 05/15/54 | 450000 | 394422 |
| PECO Energy Co. | 3.000% | 09/15/49 | 200000 | 129911 |
| PPL Electric Utilities Corp. | 5.000% | 05/15/33 | 900000 | 909553 |
| PPL Electric Utilities Corp. | 3.000% | 10/01/49 | 160000 | 103063 |
| Progress Energy, Inc. | 7.750% | 03/01/31 | 1000000 | 1127355 |
| Public Service Co. of Colorado | 4.500% | 06/01/52 | 400000 | 325358 |
| Public Service Electric & Gas Co. | 2.250% | 09/15/26 | 100000 | 99236 |
| Public Service Electric & Gas Co. | 4.900% | 08/15/35 | 2460000 | 2441012 |
| Southwestern Electric Power Co. | 2.750% | 10/01/26 | 100000 | 99200 |
| Swepco Storm Recovery Funding, LLC, Series 2024-A | 4.880% | 09/01/39 | 7874867 | 7864375 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Electric - 1.4% (Continued)** |  |  |  |  |
| Wisconsin Power & Light Co. | 1.950% | 09/16/31 | $800000 | $694010 |
|  |  |  |  | 44952255 |
| **Energy - 0.8%** |  |  |  |  |
| BP Capital Markets America, Inc. | 4.812% | 02/13/33 | 800000 | 802589 |
| BP Capital Markets America, Inc. | 4.893% | 09/11/33 | 500000 | 502549 |
| BP Capital Markets America, Inc. | 4.989% | 04/10/34 | 500000 | 503463 |
| ConocoPhillips Co. | 5.550% | 03/15/54 | 450000 | 431169 |
| Coterra Energy, Inc. | 3.900% | 05/15/27 | 100000 | 99283 |
| Diamondback Energy, Inc. | 3.250% | 12/01/26 | 200000 | 198706 |
| Diamondback Energy, Inc. | 6.250% | 03/15/53 | 500000 | 505690 |
| Energy Transfer, LP | 5.550% | 05/15/34 | 500000 | 509134 |
| Energy Transfer, LP | 5.600% | 09/01/34 | 3000000 | 3057494 |
| Helmerich & Payne, Inc. <sup>(b)</sup> | 2.900% | 09/29/31 | 1650000 | 1471603 |
| HF Sinclair Corp. | 5.750% | 01/15/31 | 3700000 | 3780458 |
| MPLX, LP | 5.500% | 06/01/34 | 3612000 | 3649172 |
| Occidental Petroleum Corp. | 3.000% | 02/15/27 | 1475000 | 1456880 |
| Phillips 66 Co. | 3.550% | 10/01/26 | 100000 | 99703 |
| Phillips 66 Co. | 5.300% | 06/30/33 | 875000 | 889580 |
| Phillips 66 Co. <sup>(b)</sup> | 4.950% | 03/15/35 | 1300000 | 1280019 |
| Shell Finance US, Inc. | 2.375% | 11/07/29 | 645000 | 605030 |
| Shell Finance US, Inc. | 4.750% | 01/06/36 | 4160000 | 4089651 |
| Shell Finance US, Inc. <sup>(d)</sup> | 6.375% | 12/15/38 | 73000 | 80284 |
| Valero Energy Corp. | 5.150% | 02/15/30 | 400000 | 408722 |
|  |  |  |  | 24421179 |
| **Insurance - 2.2%** |  |  |  |  |
| Anthem, Inc. | 4.600% | 09/15/32 | 2565000 | 2526271 |
| Berkshire Hathaway Financial Corp. | 3.850% | 03/15/52 | 1900000 | 1434067 |
| Equitable Financial Life Global Funding <sup>(d)</sup> | 1.800% | 03/08/28 | 1434000 | 1359369 |
| Equitable Financial Life Global Funding <sup>(b)(d)</sup> | 5.000% | 03/27/30 | 825000 | 831530 |
| Jackson National Life Global Funding <sup>(d)</sup> | 5.550% | 07/02/27 | 2200000 | 2220150 |
| Jackson National Life Global Funding <sup>(d)</sup> | 4.550% | 09/09/30 | 860000 | 842505 |
| Lincoln Financial Global Funding <sup>(d)</sup> | 4.625% | 05/28/28 | 2750000 | 2750398 |
| Lincoln Financial Global Funding <sup>(d)</sup> | 4.625% | 08/18/30 | 850000 | 841084 |
| Lincoln National Corp. <sup>(b)</sup> | 3.625% | 12/12/26 | 100000 | 99407 |
| MassMutual Global Funding <sup>(d)</sup> | 1.200% | 07/16/26 | 400000 | 396609 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Insurance - 2.2% (Continued)** |  |  |  |  |
| MassMutual Global Funding <sup>(d)</sup> | 5.150% | 05/30/29 | $4350000 | $4433922 |
| MassMutual Global Funding <sup>(b)(d)</sup> | 4.350% | 09/17/31 | 2300000 | 2257211 |
| MassMutual Global Funding <sup>(b)(d)</sup> | 5.050% | 08/26/35 | 500000 | 490714 |
| Met Life Global Funding I <sup>(d)</sup> | 5.400% | 09/12/28 | 1850000 | 1893946 |
| Met Life Global Funding I <sup>(d)</sup> | 4.300% | 08/25/29 | 1000000 | 990540 |
| Met Life Global Funding I <sup>(d)</sup> | 1.550% | 01/07/31 | 1950000 | 1694741 |
| Met Life Global Funding I <sup>(d)</sup> | 5.150% | 03/28/33 | 500000 | 504944 |
| Met Life Global Funding I <sup>(d)</sup> | 5.050% | 01/08/34 | 850000 | 854368 |
| Met Tower Global Funding <sup>(d)</sup> | 4.000% | 01/14/29 | 250000 | 247379 |
| New York Life Global Funding <sup>(d)</sup> | 1.150% | 06/09/26 | 50000 | 49713 |
| New York Life Global Funding <sup>(d)</sup> | 4.700% | 01/29/29 | 1000000 | 1008478 |
| New York Life Global Funding <sup>(b)(d)</sup> | 1.200% | 08/07/30 | 2000000 | 1740945 |
| New York Life Global Funding <sup>(d)</sup> | 4.250% | 01/09/31 | 1825000 | 1803349 |
| New York Life Global Funding <sup>(d)</sup> | 5.000% | 01/09/34 | 2000000 | 2014796 |
| Northwestern Mutual Global Funding <sup>(b)(d)</sup> | 5.070% | 03/25/27 | 3000000 | 3025159 |
| Northwestern Mutual Global Funding <sup>(b)(d)</sup> | 4.350% | 09/15/27 | 400000 | 400367 |
| Northwestern Mutual Global Funding <sup>(d)</sup> | 4.300% | 01/13/31 | 1600000 | 1577466 |
| Northwestern Mutual Global Funding <sup>(d)</sup> | 5.160% | 05/28/31 | 3245000 | 3320144 |
| Pacific Life Global Fund II <sup>(b)(d)</sup> | 1.450% | 01/20/28 | 790000 | 750724 |
| Pacific Life Global Fund II <sup>(b)(d)</sup> | 4.850% | 02/10/30 | 5217000 | 5263074 |
| Pricoa Global Funding I <sup>(d)</sup> | 4.750% | 08/26/32 | 1700000 | 1679215 |
| Pricoa Global Funding I <sup>(d)</sup> | 4.650% | 01/12/33 | 5350000 | 5232188 |
| Pricoa Global Funding I <sup>(d)</sup> | 5.350% | 05/28/35 | 1350000 | 1362459 |
| Principal Life Global Funding II <sup>(d)</sup> | 5.000% | 01/16/27 | 500000 | 502658 |
| Principal Life Global Funding II <sup>(d)</sup> | 4.600% | 08/19/27 | 300000 | 300849 |
| Principal Life Global Funding II <sup>(d)</sup> | 4.250% | 08/18/28 | 925000 | 919498 |
| Principal Life Global Funding II <sup>(d)</sup> | 4.450% | 01/13/31 | 1725000 | 1701396 |
| Progressive Corp. <sup>(b)</sup> | 3.200% | 03/26/30 | 240000 | 229589 |
| Protective Life Global Funding <sup>(d)</sup> | 1.900% | 07/06/28 | 650000 | 613656 |
| Protective Life Global Funding <sup>(d)</sup> | 5.467% | 12/08/28 | 500000 | 511325 |
| Protective Life Global Funding <sup>(d)</sup> | 4.772% | 12/09/29 | 2500000 | 2508040 |
| Protective Life Global Funding <sup>(d)</sup> | 1.737% | 09/21/30 | 1500000 | 1315318 |
| Protective Life Global Funding <sup>(d)</sup> | 5.432% | 01/14/32 | 4490000 | 4597948 |
| RGA Global Funding <sup>(b)(d)</sup> | 2.000% | 11/30/26 | 660000 | 649874 |
| UnitedHealth Group, Inc. | 4.200% | 05/15/32 | 1150000 | 1120421 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Insurance - 2.2% (Continued)** |  |  |  |  |
| UnitedHealth Group, Inc. | 4.250% | 06/15/48 | $500000 | $397277 |
| UnitedHealth Group, Inc. | 5.200% | 04/15/63 | 500000 | 436489 |
|  |  |  |  | 71701570 |
| **Natural Gas - 0.1%** |  |  |  |  |
| Atmos Energy Corp. | 2.625% | 09/15/29 | 310000 | 293612 |
| Atmos Energy Corp. | 5.900% | 11/15/33 | 850000 | 907520 |
| Atmos Energy Corp. | 4.125% | 03/15/49 | 885000 | 692314 |
|  |  |  |  | 1893446 |
| **REITS - 0.4%** |  |  |  |  |
| Alexandria Real Estate Equities, Inc. | 3.950% | 01/15/28 | 100000 | 98936 |
| American Homes 4 Rent | 4.250% | 02/15/28 | 100000 | 99446 |
| Boston Properties, LP | 2.750% | 10/01/26 | 50000 | 49536 |
| CubeSmart LP <sup>(b)</sup> | 3.000% | 02/15/30 | 5000000 | 4714193 |
| ERP Operating, LP | 2.850% | 11/01/26 | 100000 | 99273 |
| ERP Operating, LP <sup>(b)</sup> | 2.500% | 02/15/30 | 1850000 | 1724190 |
| Extra Space Storage, LP | 5.700% | 04/01/28 | 100000 | 102105 |
| Extra Space Storage, LP | 2.200% | 10/15/30 | 1399000 | 1251682 |
| Extra Space Storage, LP | 5.350% | 01/15/35 | 400000 | 401333 |
| Public Storage | 1.850% | 05/01/28 | 800000 | 762151 |
| Realty Income Corp. | 4.450% | 09/15/26 | 413000 | 413004 |
| Realty Income Corp. | 2.100% | 03/15/28 | 250000 | 239549 |
| Realty Income Corp. | 2.200% | 06/15/28 | 151000 | 144175 |
| Realty Income Corp. | 4.000% | 07/15/29 | 60000 | 59329 |
| Realty Income Corp. | 3.200% | 02/15/31 | 250000 | 234361 |
| Realty Income Corp. | 4.750% | 04/15/33 | 1875000 | 1849521 |
| Realty Income Corp. | 5.125% | 02/15/34 | 1000000 | 1006712 |
|  |  |  |  | 13249496 |
| **Technology - 1.0%** |  |  |  |  |
| Alphabet, Inc. | 5.300% | 05/15/65 | 430000 | 398021 |
| Alphabet, Inc. | 5.700% | 11/15/75 | 1725000 | 1671813 |
| Broadcom, Inc. <sup>(d)</sup> | 4.150% | 04/15/32 | 3900000 | 3773257 |
| Broadcom, Inc. | 4.800% | 02/15/36 | 1705000 | 1662265 |
| Dell International, LLC / EMC Corp. | 5.000% | 04/01/30 | 425000 | 430113 |
| Fidelity National Information Services, Inc. | 1.650% | 03/01/28 | 300000 | 283918 |
| Foundry JV Holdco, LLC <sup>(d)</sup> | 6.150% | 01/25/32 | 500000 | 521993 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Technology - 1.0% (Continued)** |  |  |  |  |
| Mastercard, Inc. <sup>(b)</sup> | 2.000% | 11/18/31 | $2300000 | $2032815 |
| Mastercard, Inc. | 4.875% | 05/09/34 | 750000 | 754277 |
| Oracle Corp. | 2.300% | 03/25/28 | 3850000 | 3667351 |
| Oracle Corp. | 2.875% | 03/25/31 | 500000 | 444097 |
| Oracle Corp. | 3.600% | 04/01/40 | 7275000 | 5274214 |
| Salesforce, Inc. | 4.500% | 03/15/28 | 8100000 | 8102086 |
| Xilinx, Inc. | 2.375% | 06/01/30 | 2125000 | 1961649 |
|  |  |  |  | 30977869 |
| **Transportation - 0.4%** |  |  |  |  |
| Alaska Airlines Pass-Through Trust, Series 2020-1B, Class A <sup>(d)</sup> | 4.800% | 02/15/29 | 85330 | 85341 |
| American Airlines Pass-Through Trust, Series 2016-2, Class AA | 3.200% | 12/15/29 | 263025 | 256255 |
| Burlington North Santa Fe, LLC | 5.050% | 03/01/41 | 500000 | 480219 |
| Burlington North Santa Fe, LLC | 2.875% | 06/15/52 | 1523000 | 938131 |
| CSX Corp. | 4.250% | 11/01/66 | 100000 | 75161 |
| FedEx Corp. | 2.400% | 05/15/31 | 500000 | 450249 |
| FedEx Corp., Series 2020-1, Class AA, CV | 1.875% | 08/20/35 | 2644304 | 2276150 |
| Kirby Corp. | 4.200% | 03/01/28 | 600000 | 596477 |
| Norfolk Southern Corp. | 3.000% | 03/15/32 | 600000 | 547465 |
| Norfolk Southern Corp. | 5.950% | 03/15/64 | 500000 | 495051 |
| Penske Trust Leasing Co. / PTL Finance Corp. <sup>(d)</sup> | 5.350% | 03/30/29 | 1350000 | 1373056 |
| Ryder System, Inc. | 2.850% | 03/01/27 | 500000 | 493055 |
| Ryder System, Inc. | 5.300% | 03/15/27 | 1000000 | 1006458 |
| Ryder System, Inc. | 5.500% | 06/01/29 | 500000 | 514076 |
| Southwest Airlines Co. | 5.125% | 06/15/27 | 1000000 | 1003210 |
| Southwest Airlines Co. <sup>(b)</sup> | 2.625% | 02/10/30 | 1300000 | 1189488 |
| United Airlines Pass-Through Trust, Series 2020-1, Class A | 5.875% | 04/15/29 | 97682 | 99314 |
| United Airlines Pass-Through Trust, Series 2024-1, Class AA | 5.450% | 02/15/37 | 845771 | 861797 |
| United Parcel Service, Inc. <sup>(b)</sup> | 5.250% | 05/14/35 | 1300000 | 1328540 |
|  |  |  |  | 14069493 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Utility-Other - 0.1%** | **Utility-Other - 0.1%** | **Utility-Other - 0.1%** | | |
| American Water Capital Corp. | 2.800% | 05/01/30 | $300000 | $281622 |
| American Water Capital Corp. <sup>(b)</sup> | 2.300% | 06/01/31 | 825000 | 737841 |
| American Water Capital Corp. | 5.150% | 03/01/34 | 2000000 | 2032988 |
| American Water Capital Corp. | 5.700% | 09/01/55 | 450000 | 440274 |
|  |  |  |  | 3492725 |
| **Total Corporate Credit (Cost $512,575,346)** |  |  |  | $511718816 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Government Related - 0.0% <sup>(c)</sup>** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Government Owned, No Guarantee - 0.0% <sup>(c)</sup>** |  |  |  |  |
| Tennessee Valley Authority | 4.250% | 09/15/52 | $500000 | $422028 |
| Tennessee Valley Authority | 4.625% | 09/15/60 | 525000 | 462350 |
| **Total Government Related (Cost $1,238,614)** |  |  |  | $884378 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 2.6%** | **ABS-Other - 2.6%** | **ABS-Other - 2.6%** | | |
| ACHD Trust, Series 2025-DS1, Class A <sup>(d)</sup> | 5.978% | 01/09/34 | $1941308 | $1944275 |
| AMDR ABS Trust, Series 2025-1A, Class A <sup>(d)</sup> | 6.378% | 12/19/33 | 1652993 | 1657466 |
| Cascade Funding Mortgage Trust, Series 2021-GRN1, Class B <sup>(d)</sup> | 1.830% | 03/20/41 | 677952 | 671543 |
| FMC GMSR Issuer Trust, Series 2020-GT1, Class A <sup>(a)(d)</sup> | 4.450% | 01/25/28 | 2000000 | 1976209 |
| FMC GMSR Issuer Trust, Series 2021-GT1, Class A <sup>(a)(d)</sup> | 3.620% | 07/25/28 | 3300000 | 3166365 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A <sup>(d)</sup> | 3.850% | 10/25/28 | 3900000 | 3750618 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2023-1, Class A <sup>(d)</sup> | 5.520% | 02/22/55 | 3490979 | 3249279 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2024-1, Class A <sup>(d)</sup> | 6.250% | 06/20/57 | 8311068 | 8009017 |
| Helios Issuer, LLC, Series 2019-AA, Class A <sup>(d)</sup> | 3.750% | 06/20/46 | 6582442 | 6030930 |
| Helios Issuer, LLC, Series 2022-C, Class C <sup>(d)(e)</sup> | 6.000% | 11/22/49 | 2530724 | 1173995 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 2.6% (Continued)** |  |  |  |  |
| Hero Funding Trust, Series 2016-2A, Class A <sup>(d)</sup> | 3.750% | 09/20/41 | $53144 | $50433 |
| Hero Funding Trust, Series 2016-3A, Class A1 <sup>(d)</sup> | 3.080% | 09/20/42 | 835905 | 774542 |
| Hero Funding Trust, Series 2016-4A, Class A1 <sup>(d)</sup> | 3.570% | 09/20/47 | 79600 | 74615 |
| Hero Funding Trust, Series 2017-3A, Class A1 <sup>(d)</sup> | 3.190% | 09/20/48 | 72472 | 66073 |
| Hero Funding Trust, Series 2017-3A, Class A2 <sup>(d)</sup> | 3.950% | 09/20/48 | 265140 | 247403 |
| Hero Funding Trust, Series 2018-1A, Class A2 <sup>(d)</sup> | 4.670% | 09/20/48 | 28256 | 27436 |
| Loanpal Solar Loan Ltd., Series 2020-3GS, Class B <sup>(d)</sup> | 3.450% | 12/20/47 | 1731370 | 1210107 |
| Loanpal Solar Loan Ltd., Series 2021-1GS, Class A <sup>(d)</sup> | 2.290% | 01/20/48 | 367018 | 303725 |
| Loanpal Solar Loan Ltd., Series 2021-1GS, Class B <sup>(d)</sup> | 2.840% | 01/20/48 | 590542 | 449029 |
| Loanpal Solar Loan Ltd., Series 2021-2GS, Class A <sup>(d)</sup> | 2.220% | 03/20/48 | 2085089 | 1641759 |
| Luminace ABS-2022 Issuer, LLC, Series 2024-1, Class B <sup>(d)</sup> | 6.960% | 10/30/31 | 3861372 | 3715124 |
| Mill City Solar Loan Ltd., Series 2019-2GS, Class A <sup>(d)</sup> | 3.690% | 07/20/43 | 88316 | 79928 |
| Mosaic Solar Loans, LLC, Series 2018-1, Class A <sup>(d)</sup> | 4.010% | 06/22/43 | 63381 | 59702 |
| Mosaic Solar Loans, LLC, Series 2017-2, Class B <sup>(d)</sup> | 4.770% | 06/22/43 | 24065 | 21699 |
| Mosaic Solar Loans, LLC, Series 2021-1A, Class A <sup>(d)</sup> | 1.510% | 12/20/46 | 2704142 | 2237050 |
| Mosaic Solar Loans, LLC, Series 2025-1, Class A <sup>(d)</sup> | 6.120% | 08/22/50 | 2031783 | 2005500 |
| Mosaic Solar Loans, LLC, Series 2023-1A, Class A <sup>(d)</sup> | 5.320% | 06/20/53 | 2751431 | 2544861 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 2.6% (Continued)** |  |  |  |  |
| Mosaic Solar Loans, LLC, Series 2023-1A, Class B <sup>(d)</sup> | 6.920% | 06/20/53 | $2027370 | $1473639 |
| Mosaic Solar Loans, LLC, Series 2023-2A, Class C <sup>(d)(e)</sup> | 8.180% | 09/22/53 | 4500000 | 778068 |
| Mosaic Solar Loans, LLC, Series 2023-3A, Class A <sup>(d)</sup> | 5.910% | 11/20/53 | 2417420 | 2343975 |
| OHS Issuer, LLC, Series 2026-1, Class A2 <sup>(d)</sup> | 5.750% | 01/15/61 | 8492917 | 8326642 |
| PowerPay Issuance Trust, Series 2024-1A, Class A <sup>(d)</sup> | 6.530% | 02/18/39 | 1882034 | 1918291 |
| PowerPay Issuance Trust, Series 2025-1A, Class A <sup>(d)</sup> | 5.230% | 11/18/41 | 6295069 | 6277815 |
| Redaptive EAAS Issuer, LLC, Series 2025-1, Class A <sup>(d)</sup> | 5.940% | 03/25/42 | 4111562 | 4102423 |
| Renew Financial, LLC, Series 2017-1, Class A <sup>(d)</sup> | 3.670% | 09/20/52 | 207750 | 193716 |
| Renew Financial, LLC, Series 2017-2, Class A <sup>(d)</sup> | 3.220% | 09/22/53 | 22908 | 20809 |
| Sunnova Hestia I Issuer, LLC, Series 2023-GRIDI, Class A-1 <sup>(d)</sup> | 5.750% | 12/20/50 | 2189585 | 2141799 |
| Sunnova Solar Issuer, LLC, Series 2020-2A, Class A <sup>(d)</sup> | 2.730% | 11/01/55 | 3455075 | 2995590 |
| US Bank NA, Series 2025-SUP2, Class B1 <sup>(d)</sup> | 4.818% | 09/25/32 | 3125713 | 3093527 |
| US Bank NA, Series 2025-SUP2, Class D (1\* SOFR30A + 220) <sup>(a)(d)</sup> | 5.862% | 09/25/32 | 2220901 | 2222956 |
|  |  |  |  | 83027933 |
| **Agency CMBS - 3.0%** |  |  |  |  |
| FARM Mortgage Trust, Series 2021-1, Class A <sup>(d)</sup> | 2.180% | 01/25/51 | 20580456 | 16617072 |
| Farmer Mac Agricultural Real Estate, Series 2022-1, Class A <sup>(d)</sup> | 2.540% | 07/25/51 | 17130398 | 13906714 |
| Farmer Mac Agricultural Real Estate, Series 2023-1, Class A <sup>(d)</sup> | 2.631% | 01/25/52 | 8899259 | 7370749 |
| Farmer Mac Agricultural Real Estate, Series 2025-2, Class A <sup>(d)</sup> | 5.290% | 09/25/54 | 9641395 | 9595029 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency CMBS - 3.0% (Continued)** |  |  |  |  |
| Farmer Mac Agricultural Real Estate, Series 2025-1, Class A <sup>(d)</sup> | 5.220% | 08/01/55 | $6082707 | $5959435 |
| FNMA, Pool #AN3598 | 2.550% | 12/01/28 | 242012 | 232874 |
| FNMA, Pool #BL4548 | 2.430% | 10/01/29 | 172687 | 164051 |
| FNMA, Pool #BL9861 | 1.640% | 12/01/30 | 2085000 | 1855484 |
| FNMA, Pool #BS0602 | 1.590% | 01/01/31 | 12143387 | 10806419 |
| FNMA, Pool #BS0038 | 1.650% | 01/01/31 | 1958335 | 1731126 |
| FNMA, Pool #BZ0414 | 5.040% | 01/01/31 | 2088428 | 2141122 |
| FNMA, Pool #BZ0326 | 5.090% | 01/01/31 | 2825515 | 2901551 |
| FNMA, Pool #BS0915 | 1.620% | 03/01/31 | 3200000 | 2798912 |
| FNMA, Pool #AN6149 | 3.140% | 07/01/32 | 750000 | 699795 |
| FNMA, Pool #BS7220 | 5.230% | 11/01/32 | 3187000 | 3329193 |
| FNMA, Pool #AN7612 | 3.280% | 12/01/32 | 237348 | 223287 |
| FNMA, Pool #FN0035 | 3.290% | 12/01/32 | 5402139 | 5121048 |
| FNMA, Pool #BZ7349 | 5.230% | 12/01/32 | 1000000 | 1043861 |
| FNMA, Pool #BS3369 | 2.310% | 10/01/41 | 7768000 | 5686173 |
| FNMA, Pool #BS3542 | 2.415% | 10/01/41 | 2850000 | 2073805 |
| FNMA, Pool #AM5015 | 4.940% | 12/01/43 | 682955 | 690316 |
| FRESB Multifamily Mortgage Pass-Through Trust, Series 2018-SB57, Class A-10F | 3.710% | 07/25/28 | 2069194 | 2037698 |
|  |  |  |  | 96985714 |
| **Agency MBS CMO - 22.5%** |  |  |  |  |
| FHLMC, Series 306, Class F3, Pool #S2-0432 (1\* SOFR + 30) <sup>(a)</sup> | 4.073% | 05/15/28 | 7912 | 7906 |
| FHLMC, Series 2646, Class ZH | 5.000% | 07/15/33 | 154934 | 154572 |
| FHLMC, Series 4265, Class FD (1\* SOFR + 40) | 4.187% | 01/15/35 | 137408 | 136488 |
| FHLMC, Series 5519, Class GV | 5.750% | 12/25/35 | 11660390 | 11921401 |
| FHLMC, Series 5583, Class NV | 5.500% | 08/25/36 | 11803217 | 12069720 |
| FHLMC, Series 4613, Class AF (1\* SOFR + 110) <sup>(a)</sup> | 4.873% | 11/15/37 | 211064 | 210433 |
| FHLMC, Series 3605, Class PB | 4.500% | 11/15/39 | 38294 | 38238 |
| FHLMC, Series 3740, Class FC (1\* SOFR + 50) <sup>(a)</sup> | 4.287% | 10/15/40 | 47933 | 47528 |
| FHLMC, Series 3759, Class ME | 4.000% | 11/15/40 | 513073 | 486781 |
| FHLMC, Series 5115, Class AZ | 2.000% | 06/25/41 | 11454735 | 7877129 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| FHLMC, Series 3923, Class CZ | 5.000% | 09/15/41 | $342701 | $345114 |
| FHLMC, Series 5228, Class JL | 2.500% | 10/25/41 | 10614560 | 8954987 |
| FHLMC, Series 3959, Class PZ | 4.500% | 11/15/41 | 3761396 | 3703352 |
| FHLMC, Series 4136, Class LZ | 3.000% | 06/15/42 | 3904733 | 3572631 |
| FHLMC, Series 4074, Class JY | 2.500% | 07/15/42 | 729000 | 657074 |
| FHLMC, Series 4122, Class AB | 1.500% | 10/15/42 | 7068008 | 6388690 |
| FHLMC, Series 4180, Class BU | 2.500% | 10/15/42 | 2406645 | 2100231 |
| FHLMC, Series 4116, Class YC | 2.500% | 10/15/42 | 1478000 | 1136065 |
| FHLMC, Series 4120, Class ZA | 3.000% | 10/15/42 | 6208420 | 5689633 |
| FHLMC, Series 5149, Class CA | 2.000% | 01/15/43 | 1049335 | 751270 |
| FHLMC, Series 4153, Class YZ | 3.000% | 01/15/43 | 4299459 | 3851915 |
| FHLMC, Series 4165, Class ZT | 3.000% | 02/15/43 | 17608628 | 15077430 |
| FHLMC, Series 4183, Class NQ | 3.000% | 03/15/43 | 2920000 | 2696443 |
| FHLMC, Series 4180, Class ZB | 3.000% | 03/15/43 | 185447 | 149955 |
| FHLMC, Series 4204, Class QZ | 3.000% | 05/15/43 | 732488 | 542068 |
| FHLMC, Series 4210, Class Z | 3.000% | 05/15/43 | 1673303 | 1402963 |
| FHLMC, Series 4312, Class ZB | 3.500% | 08/15/43 | 9847667 | 9043478 |
| FHLMC, Series 4447, Class YZ | 4.000% | 08/15/43 | 836002 | 802823 |
| FHLMC, Series 4333, Class GL | 3.500% | 04/15/44 | 250000 | 224548 |
| FHLMC, Series 4408, Class BC | 3.000% | 11/15/44 | 1020410 | 871349 |
| FHLMC, Series 4448, Class GZ | 2.500% | 03/15/45 | 2965295 | 2430018 |
| FHLMC, Series 4473, Class Z | 3.000% | 05/15/45 | 442710 | 366953 |
| FHLMC, Series 4531, Class PZ | 3.500% | 11/15/45 | 1152680 | 1063093 |
| FHLMC, Series 4620, Class DZ | 2.500% | 10/15/46 | 7045658 | 5868241 |
| FHLMC, Series 4623, Class MW | 2.500% | 10/15/46 | 5045000 | 4277147 |
| FHLMC, Series 4623, Class BZ | 3.500% | 10/15/46 | 3138297 | 2909025 |
| FHLMC, Series 4738, Class TW | 3.000% | 11/15/46 | 1476000 | 1372975 |
| FHLMC, Series 4710, Class GZ | 3.000% | 01/15/47 | 4785122 | 4044976 |
| FHLMC, Series 5099, Class CM | 2.000% | 07/25/47 | 3750000 | 2543291 |
| FHLMC, Series 4738, Class LZ | 3.000% | 12/15/47 | 3645865 | 3144330 |
| FHLMC, Series 4753, Class EZ | 3.500% | 12/15/47 | 1541686 | 1401161 |
| FHLMC, Series 4745, Class EZ | 3.000% | 01/15/48 | 8743361 | 7637557 |
| FHLMC, Series 4745, Class CZ | 3.500% | 01/15/48 | 1334197 | 1233152 |
| FHLMC, Series 4768, Class ZH | 3.000% | 03/15/48 | 1234933 | 1083376 |
| FHLMC, Series 4776, Class CZ | 4.000% | 04/15/48 | 8631350 | 8127055 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| FHLMC, Series 5510, Class HB | 1.500% | 07/25/48 | $6749677 | $4271021 |
| FHLMC, Series 5526, Class DB | 1.500% | 07/25/48 | 3595220 | 2258742 |
| FHLMC, Series 4941, Class NW | 2.500% | 05/25/49 | 758520 | 473178 |
| FHLMC, Series 4892, Class PZ | 3.000% | 07/15/49 | 1472626 | 976285 |
| FHLMC, Series 4908, Class AB | 3.000% | 07/25/49 | 6487552 | 5732864 |
| FHLMC, Series 366, Class 200 | 2.000% | 08/15/49 | 2314651 | 1989188 |
| FHLMC, Series 4911, Class JM | 3.500% | 09/25/49 | 1000000 | 770889 |
| FHLMC, Series 4929, Class HP | 3.000% | 11/25/49 | 6058738 | 5137896 |
| FHLMC, Series 5159, Class WZ, Pool #5159 | 2.000% | 01/25/50 | 701239 | 413936 |
| FHLMC, Series 5037, Class PA | 1.000% | 03/25/50 | 4266663 | 3271111 |
| FHLMC, Series 5103, Class LH | 1.500% | 03/25/50 | 1823944 | 1494058 |
| FHLMC, Series 5057, Class DN | 2.000% | 03/25/50 | 801640 | 646890 |
| FHLMC, Series 4968, Class NP | 6.500% | 04/25/50 | 1272155 | 1329233 |
| FHLMC, Series 5129, Class DM | 1.000% | 08/25/50 | 1158951 | 875420 |
| FHLMC, Series 5017, Class CB | 1.500% | 09/25/50 | 1055407 | 799062 |
| FHLMC, Series 5011, Class DB | 2.000% | 09/25/50 | 262000 | 141894 |
| FHLMC, Series 5038, Class PJ | 0.750% | 10/25/50 | 5029677 | 3649061 |
| FHLMC, Series 5038, Class QP | 0.750% | 10/25/50 | 8006438 | 5787518 |
| FHLMC, Series 5019, Class PL | 1.000% | 10/25/50 | 1994091 | 1516600 |
| FHLMC, Series 5028, Class PW | 1.500% | 10/25/50 | 684000 | 406315 |
| FHLMC, Series 5039, Class JL | 1.250% | 11/25/50 | 1203532 | 917024 |
| FHLMC, Series 5223, Class MZ | 4.500% | 12/25/50 | 3830998 | 3342851 |
| FHLMC, Series 5072, Class ME | 1.000% | 01/25/51 | 722985 | 556831 |
| FHLMC, Series 5085, Class TY | 1.000% | 01/25/51 | 1263612 | 733268 |
| FHLMC, Series 5072, Class DG | 1.000% | 02/25/51 | 661768 | 521685 |
| FHLMC, Series 5146, Class ZW | 2.000% | 07/25/51 | 1724971 | 848946 |
| FHLMC, Series 5202, Class DZ | 3.000% | 07/25/51 | 2815690 | 1659678 |
| FHLMC, Series 5155, Class MG | 1.500% | 10/25/51 | 838218 | 700116 |
| FHLMC, Series 5159, Class PL | 1.250% | 11/25/51 | 1201844 | 992860 |
| FHLMC, Series 5173, Class BZ | 2.500% | 12/25/51 | 1114293 | 654257 |
| FHLMC, Series 4377, Class KZ | 3.500% | 02/15/52 | 934592 | 837756 |
| FHLMC, Series 5189, Class ZP | 3.000% | 02/25/52 | 1085387 | 879945 |
| FHLMC, Series 5210, Class BZ | 3.000% | 02/25/52 | 9201036 | 6297913 |
| FHLMC, Series 5232, Class HL | 4.000% | 06/25/52 | 4120792 | 3577054 |
| FHLMC, Series 5249, Class PL | 4.000% | 08/25/52 | 2904186 | 2539683 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| FHLMC, Series 4395, Class JZ | 3.000% | 12/15/52 | $3365973 | $2912029 |
| FHLMC, Series 5297, Class DB | 5.000% | 03/25/53 | 1239531 | 1140458 |
| FHLMC, Series 5318, Class AZ | 5.500% | 06/25/53 | 5293989 | 5160586 |
| FHLMC, Series 5332, Class CZ | 6.000% | 08/25/53 | 4630433 | 4652668 |
| FHLMC, Series 5402, Class BZ | 6.000% | 04/25/54 | 11271598 | 11595009 |
| FNMA, Series 2010-155, Class JH | 4.000% | 12/25/28 | 65700 | 65338 |
| FNMA, Series 2013-35, Class YT | 6.500% | 09/25/32 | 71117 | 72757 |
| FNMA, Series 2002-86, Class PG | 6.000% | 12/25/32 | 27079 | 27827 |
| FNMA, Series 2004-56, Class Z | 7.500% | 03/25/34 | 53535 | 56958 |
| FNMA, Series 2004-17, Class BA | 6.000% | 04/25/34 | 429015 | 437324 |
| FNMA, Series 2005-3, Class CG | 5.500% | 02/25/35 | 96383 | 98692 |
| FNMA, Series 2005-62, Class ZL | 5.500% | 07/25/35 | 160769 | 164430 |
| FNMA, Series 2006-56, Class DC (1\* SOFR + 65) <sup>(a)</sup> | 4.432% | 07/25/36 | 198339 | 194616 |
| FNMA, Series 2006-71, Class ZH | 6.000% | 07/25/36 | 152503 | 158891 |
| FNMA, Series 2009-19, Class TD | 5.000% | 08/25/36 | 46125 | 46638 |
| FNMA, Series 2007-95, Class A3 (1\* SOFR + 25) <sup>(a)</sup> | 5.196% | 08/27/36 | 1600000 | 1541599 |
| FNMA, Series 2006-108, Class FD (1\* SOFR + 38) <sup>(a)</sup> | 4.156% | 11/25/36 | 55345 | 54872 |
| FNMA, Series 2007-39, Class NB | 4.250% | 05/25/37 | 60885 | 59814 |
| FNMA, Series 2009-103, Class MB <sup>(a)</sup> | 6.554% | 12/25/39 | 81771 | 81776 |
| FNMA, Series 2010-118, Class DZ | 4.750% | 10/25/40 | 1565082 | 1533929 |
| FNMA, Series 2011-14, Class PB | 5.000% | 03/25/41 | 324824 | 328413 |
| FNMA, Series 2011-57, Class PD | 4.000% | 07/25/41 | 321407 | 311231 |
| FNMA, Series 2011-62, Class UA | 4.500% | 07/25/41 | 579376 | 563630 |
| FNMA, Series 2012-40, Class GY | 4.000% | 04/25/42 | 743361 | 714855 |
| FNMA, Series 2013-34, Class GP | 3.000% | 05/25/42 | 206622 | 197965 |
| FNMA, Series 2012-56, Class WC | 3.500% | 05/25/42 | 1318000 | 1191225 |
| FNMA, Series 2012-52, Class PQ | 3.500% | 05/25/42 | 683221 | 610185 |
| FNMA, Series 2012-79, Class QB | 2.000% | 07/25/42 | 71574 | 62087 |
| FNMA, Series 2003-W2, Class 1-1A | 6.500% | 07/25/42 | 404217 | 419574 |
| FNMA, Series 2012-92, Class Z | 3.500% | 08/25/42 | 5156815 | 4709385 |
| FNMA, Series 2012-99, Class UY | 2.500% | 09/25/42 | 479000 | 389033 |
| FNMA, Series 2012-99, Class BY | 2.500% | 09/25/42 | 2712354 | 2327651 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| FNMA, Series 2012-124, Class JA | 1.500% | 11/25/42 | $2354752 | $2145405 |
| FNMA, Series 2013-35, Class CV | 3.000% | 02/25/43 | 835000 | 806940 |
| FNMA, Series 2013-13, Class WH | 3.500% | 03/25/43 | 1087000 | 899060 |
| FNMA, Series 2013-31, Class NT | 3.000% | 04/25/43 | 24227 | 23128 |
| FNMA, Series 2013-43, Class XL | 2.500% | 05/25/43 | 5000000 | 4468336 |
| FNMA, Series 2003-W10, Class 3A-5 | 4.299% | 06/25/43 | 2110052 | 2103230 |
| FNMA, Series 2013-84, Class B | 4.000% | 08/25/43 | 1500000 | 1340880 |
| FNMA, Series 2013-104, Class CY | 5.000% | 10/25/43 | 300000 | 304207 |
| FNMA, Series 2013-115, Class PB | 4.500% | 11/25/43 | 300000 | 276608 |
| FNMA, Series 2015-11, Class MZ | 4.000% | 12/25/43 | 5193524 | 4971029 |
| FNMA, Series 2014-2, Class PB | 4.000% | 02/25/44 | 429553 | 411505 |
| FNMA, Series 2015-24, Class ZA | 3.000% | 04/25/45 | 1976849 | 1758426 |
| FNMA, Series 2017-16, Class UW | 3.000% | 07/25/45 | 2044494 | 1852234 |
| FNMA, Series 2016-68, Class AL | 3.000% | 10/25/46 | 851183 | 769860 |
| FNMA, Series 2016-80, Class CZ | 3.000% | 11/25/46 | 669617 | 443404 |
| FNMA, Series 2017-34, Class KB | 3.000% | 05/25/47 | 6378134 | 5649956 |
| FNMA, Series 2017-77, Class HZ | 3.500% | 10/25/47 | 3558174 | 3229870 |
| FNMA, Series 2018-08, Class DZ | 3.500% | 02/25/48 | 487427 | 441831 |
| FNMA, Series 2022-4, Class QM | 2.000% | 03/25/48 | 1602020 | 1093266 |
| FNMA, Series 2018-31, Class KB | 3.500% | 05/25/48 | 155531 | 136286 |
| FNMA, Series 2018-31, Class KQ | 3.500% | 05/25/48 | 600000 | 545116 |
| FNMA, Series 2018-37, Class CL | 4.000% | 06/25/48 | 622735 | 505272 |
| FNMA, Series 2018-69, Class PZ | 3.500% | 09/25/48 | 1553672 | 1396195 |
| FNMA, Series 2018-66, Class PZ | 4.000% | 09/25/48 | 648897 | 519000 |
| FNMA, Series 2018-71, Class PZ | 4.000% | 09/25/48 | 15521303 | 14644731 |
| FNMA, Series 2018-77, Class BY | 3.000% | 10/25/48 | 2178568 | 1937280 |
| FNMA, Series 2021-13, Class AG | 1.250% | 01/25/49 | 4012506 | 3387027 |
| FNMA, Series 2019-01, Class MH | 3.000% | 02/25/49 | 131025 | 117589 |
| FNMA, Series 2019-8, Class ZD | 3.500% | 03/25/49 | 566316 | 513528 |
| FNMA, Series 2019-038, Class MT | 3.000% | 07/25/49 | 670434 | 599131 |
| FNMA, Series 2019-40, Class PL | 4.000% | 07/25/49 | 318000 | 250747 |
| FNMA, Series 2019-42, Class DZ | 2.750% | 08/25/49 | 1819022 | 1255787 |
| FNMA, Series 2019-60, Class DZ | 2.500% | 10/25/49 | 1745554 | 1023083 |
| FNMA, Series 2019-60, Class WZ | 2.750% | 10/25/49 | 626112 | 408337 |
| FNMA, Series 2020-22, Class CA | 3.000% | 10/25/49 | 1217347 | 1101605 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| FNMA, Series 2019-83, Class EB | 2.000% | 01/25/50 | $171000 | $92478 |
| FNMA, Series 2020-15, Class KY | 3.000% | 03/25/50 | 2077414 | 1462740 |
| FNMA, Series 2020-22, Class AY | 2.000% | 04/25/50 | 1254000 | 737555 |
| FNMA, Series 2020-42, Class BY | 2.000% | 06/25/50 | 935000 | 578001 |
| FNMA, Series 2020-50, Class A | 2.000% | 07/25/50 | 6055456 | 5046063 |
| FNMA, Series 2020-55, Class EY | 2.000% | 08/25/50 | 2300000 | 1640700 |
| FNMA, Series 2020-81, Class MA | 1.000% | 10/25/50 | 3354409 | 2611173 |
| FNMA, Series 2020-95, Class KY | 1.500% | 01/25/51 | 2060000 | 1211720 |
| FNMA, Series 2021-34, Class KC | 1.000% | 03/25/51 | 389776 | 203845 |
| FNMA, Series 2021-15, Class HD | 1.000% | 04/25/51 | 768148 | 568617 |
| FNMA, Series 2021-25, Class JB | 1.000% | 05/25/51 | 1295959 | 990647 |
| FNMA, Series 2021-43, Class CJ | 1.000% | 07/25/51 | 3370595 | 2495302 |
| FNMA, Series 2021-43, Class ME | 1.500% | 07/25/51 | 2220329 | 1740281 |
| FNMA, Series 2021-66, Class NP | 1.000% | 10/25/51 | 3252870 | 2399407 |
| FNMA, Series 2021-79, Class EL | 1.500% | 11/25/51 | 5974892 | 4921357 |
| FNMA, Series 2021-73, Class ZD | 2.000% | 11/25/51 | 1510396 | 698730 |
| FNMA, Series 2022-1, Class GE | 1.500% | 02/25/52 | 3124353 | 2697229 |
| FNMA, Series 2022-49, Class GZ | 4.000% | 08/25/52 | 5279024 | 4625431 |
| FNMA, Series 2023-35, Class BZ | 6.000% | 01/25/53 | 5664318 | 5738101 |
| FNMA, Series 2023-21, Class MY | 5.000% | 04/25/53 | 2047000 | 1908855 |
| FNMA, Series 2023-56, Class BZ | 6.500% | 11/25/53 | 7204083 | 7537087 |
| FNMA, Series 2023-67, Class LA | 6.000% | 01/25/54 | 8560967 | 8665708 |
| FNMA, Series 2020-61, Class DB | 1.250% | 09/25/60 | 4208191 | 3113156 |
| GNMA, Series 2015-161, Class AV | 3.000% | 01/20/29 | 154710 | 152451 |
| GNMA, Series 2018-091, Class VL | 3.500% | 10/20/29 | 739582 | 719666 |
| GNMA, Series 2024-127, Class VC | 5.500% | 11/20/33 | 2078783 | 2102483 |
| GNMA, Series 2023-004, Class BV | 5.500% | 12/20/33 | 953674 | 969012 |
| GNMA, Series 2004-49, Class MZ | 6.000% | 06/20/34 | 574019 | 574696 |
| GNMA, Series 2023-115, Class VL | 6.000% | 06/20/34 | 3159882 | 3227673 |
| GNMA, Series 2023-167, Class VC | 6.500% | 08/20/34 | 8372879 | 8513873 |
| GNMA, Series 2023-167, Class CV | 6.500% | 08/20/34 | 6616444 | 6801648 |
| GNMA, Series 2005-13, Class BG | 5.000% | 02/20/35 | 129881 | 130111 |
| GNMA, Series 2024-127, Class VQ | 5.000% | 08/20/35 | 5773577 | 5785051 |
| GNMA, Series 2015-123, Class VB | 3.500% | 09/20/35 | 59629 | 59388 |
| GNMA, Series 2006-17, Class JN | 6.000% | 04/20/36 | 79633 | 80014 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| GNMA, Series 2009-2, Class PA | 5.000% | 12/20/38 | $23097 | $23071 |
| GNMA, Series 2009-50, Class MZ | 6.000% | 07/16/39 | 2107469 | 2207392 |
| GNMA, Series 2014-79, Class HU | 3.000% | 02/16/40 | 465651 | 377695 |
| GNMA, Series 2011-34, Class MB | 4.000% | 03/20/41 | 1729159 | 1660283 |
| GNMA, Series 2018-124, Class Z | 4.000% | 03/20/41 | 4159159 | 3883482 |
| GNMA, Series 2012-34, Class LC | 3.000% | 03/20/42 | 1415051 | 1151499 |
| GNMA, Series 2012-74, Class LY | 2.500% | 06/20/42 | 935000 | 702248 |
| GNMA, Series 2012-134, Class KM | 2.000% | 09/20/42 | 342000 | 252170 |
| GNMA, Series 2012-113, Class NZ | 4.500% | 09/20/42 | 333743 | 306742 |
| GNMA, Series 2013-186, Class PY | 2.000% | 11/20/42 | 4500000 | 3969229 |
| GNMA, Series 2012-145, Class PY | 2.000% | 12/20/42 | 1900000 | 1586646 |
| GNMA, Series 2013-6, Class PE | 2.000% | 01/20/43 | 169000 | 133586 |
| GNMA, Series 2013-5, Class GY | 3.000% | 01/20/43 | 809000 | 658094 |
| GNMA, Series 2013-149, Class LZ | 2.500% | 10/20/43 | 3020961 | 2654758 |
| GNMA, Series 2014-58, Class PE | 4.000% | 04/20/44 | 10388000 | 9862168 |
| GNMA, Series 2015-179, Class ZB | 2.500% | 02/20/45 | 63676 | 46592 |
| GNMA, Series 2015-76, Class MZ | 3.000% | 05/20/45 | 2701409 | 2419553 |
| GNMA, Series 2016-37, Class YA | 3.000% | 12/20/45 | 1052764 | 915380 |
| GNMA, Series 2016-38, Class ZP | 3.500% | 03/20/46 | 85100 | 61592 |
| GNMA, Series 2016-74, Class PL | 3.000% | 05/20/46 | 1075906 | 970910 |
| GNMA, Series 2016-77, Class GY | 3.000% | 06/20/46 | 1110000 | 1005359 |
| GNMA, Series 2016-118, Class LB | 3.000% | 09/20/46 | 500000 | 436917 |
| GNMA, Series 2016-120, Class YZ | 3.000% | 09/20/46 | 500000 | 429380 |
| GNMA, Series 2016-116, Class AB | 3.000% | 09/20/46 | 1409120 | 1205313 |
| GNMA, Series 2017-080, Class BZ | 3.500% | 05/20/47 | 476586 | 354937 |
| GNMA, Series 2017-120, Class JZ | 4.000% | 08/20/47 | 738397 | 615633 |
| GNMA, Series 2019-092, Class DB | 2.250% | 01/20/48 | 1336292 | 1163381 |
| GNMA, Series 2018-006, Class JY | 2.750% | 01/20/48 | 362000 | 315691 |
| GNMA, Series 2018-14, Class MZ | 3.000% | 01/20/48 | 440645 | 284221 |
| GNMA, Series 2018-024, Class DL | 3.500% | 02/20/48 | 1539792 | 1400837 |
| GNMA, Series 2018-46, Class CZ | 3.200% | 03/20/48 | 17409551 | 15327337 |
| GNMA, Series 2018-097, Class GY | 4.000% | 07/20/48 | 1162000 | 1114845 |
| GNMA, Series 2018-105, Class ZK | 4.000% | 08/20/48 | 541473 | 473937 |
| GNMA, Series 2018-120, Class PY | 3.500% | 09/20/48 | 476680 | 425454 |
| GNMA, Series 2018-154, Class ZU | 4.000% | 11/20/48 | 577642 | 477704 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| GNMA, Series 2018-166, Class Z | 4.000% | 12/20/48 | $552556 | $451597 |
| GNMA, Series 2019-031, Class AZ | 5.000% | 03/20/49 | 150106 | 147934 |
| GNMA, Series 2019-042, Class AB | 3.250% | 04/20/49 | 5870544 | 5225864 |
| GNMA, Series 2019-052, Class HL | 4.000% | 04/20/49 | 490565 | 430920 |
| GNMA, Series 2019-085, Class MC | 2.500% | 06/20/49 | 688188 | 615276 |
| GNMA, Series 2019-99, Class EW | 3.000% | 08/20/49 | 540446 | 423106 |
| GNMA, Series 2019-99, Class GP | 3.500% | 08/20/49 | 517000 | 395670 |
| GNMA, Series 2021-66, Class YM | 3.500% | 09/20/49 | 1570594 | 1376337 |
| GNMA, Series 2019-152, Class LC | 3.500% | 10/20/49 | 2686226 | 2483246 |
| GNMA, Series 2020-015, Class EH | 2.500% | 02/20/50 | 1416881 | 1183781 |
| GNMA, Series 2020-93, Class CP | 2.900% | 04/20/50 | 2460808 | 2090382 |
| GNMA, Series 2020-093, Class AZ | 3.000% | 04/20/50 | 923089 | 650089 |
| GNMA, Series 2020-84, Class LB | 1.250% | 06/20/50 | 4100604 | 3200932 |
| GNMA, Series 2021-58, Class NA | 1.000% | 07/20/50 | 448231 | 343947 |
| GNMA, Series 2020-097, Class ML | 2.500% | 07/20/50 | 1975000 | 1216826 |
| GNMA, Series 2020-133, Class ZM | 1.000% | 09/20/50 | 508132 | 179459 |
| GNMA, Series 2020-160, Class QD | 1.000% | 10/20/50 | 607379 | 297972 |
| GNMA, Series 2022-063, Class LM | 3.500% | 10/20/50 | 200000 | 167882 |
| GNMA, Series 2020-165, Class BP | 1.000% | 11/20/50 | 385710 | 325296 |
| GNMA, Series 2020-183, Class AE | 1.250% | 12/20/50 | 598103 | 311824 |
| GNMA, Series 2021-089, Class JY | 1.250% | 03/20/51 | 1524647 | 883814 |
| GNMA, Series 2021-86, Class MB | 1.000% | 05/20/51 | 675364 | 517692 |
| GNMA, Series 2021-081, Class KE | 1.500% | 05/20/51 | 4432137 | 2499656 |
| GNMA, Series 2021-097, Class PA | 1.000% | 06/20/51 | 1873350 | 1436758 |
| GNMA, Series 2021-096, Class JK | 1.500% | 06/20/51 | 2529675 | 1570904 |
| GNMA, Series 2021-121, Class JW | 1.500% | 07/20/51 | 1708699 | 956436 |
| GNMA, Series 2021-149, Class ZB | 3.000% | 08/20/51 | 326508 | 186975 |
| GNMA, Series 2021-158, Class KQ | 1.500% | 09/20/51 | 2601701 | 1577806 |
| GNMA, Series 2022-69, Class BY | 2.000% | 10/20/51 | 1000000 | 776555 |
| GNMA, Series 2022-206, Class GZ | 4.500% | 10/20/51 | 1212736 | 1065681 |
| GNMA, Series 2021-196, Class YZ | 1.500% | 11/20/51 | 1148302 | 524989 |
| GNMA, Series 2021-205, Class ZL | 1.500% | 11/20/51 | 4783274 | 2132653 |
| GNMA, Series 2021-216, Class QM | 1.500% | 12/20/51 | 1172581 | 657654 |
| GNMA, Series 2021-216, Class Z | 1.500% | 12/20/51 | 6032704 | 3426800 |
| GNMA, Series 2022-160, Class GZ | 1.750% | 01/20/52 | 15048028 | 8989400 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| GNMA, Series 2022-10, Class QJ | 1.750% | 01/20/52 | $1317637 | $767354 |
| GNMA, Series 2023-152, Class JL | 6.000% | 01/20/52 | 2362155 | 2430587 |
| GNMA, Series 22-68, Class QW | 3.500% | 04/20/52 | 3800000 | 3170110 |
| GNMA, Series 2022-84, Class AL | 3.500% | 05/20/52 | 2812353 | 2433011 |
| GNMA, Series 2022-101, Class PL | 4.500% | 06/20/52 | 9199000 | 8462651 |
| GNMA, Series 2022-205, Class CH | 5.000% | 06/20/52 | 3242719 | 3181716 |
| GNMA, Series 2022-129, Class PL | 4.000% | 07/20/52 | 3595000 | 3039374 |
| GNMA, Series 2022-125, Class JW | 5.000% | 07/20/52 | 2000000 | 1846978 |
| GNMA, Series 2022-136, Class PB | 4.000% | 08/20/52 | 1585000 | 1327870 |
| GNMA, Series 2022-160, Class QL | 4.500% | 09/20/52 | 5500000 | 5144298 |
| GNMA, Series 2022-172, Class MZ | 5.500% | 10/20/52 | 2248270 | 2231160 |
| GNMA, Series 2022-190, Class DZ | 5.750% | 11/20/52 | 2367026 | 2372817 |
| GNMA, Series 2022-197, Class JB | 6.000% | 11/20/52 | 1500715 | 1530036 |
| GNMA, Series 2022-205, Class CE | 5.000% | 12/20/52 | 2180598 | 2068642 |
| GNMA, Series 2022-209, Class JW | 5.500% | 12/20/52 | 2038000 | 2054009 |
| GNMA, Series 2023-13, Class JB | 5.250% | 01/20/53 | 505050 | 448329 |
| GNMA, Series 2023-4, Class BZ | 5.500% | 01/20/53 | 1813856 | 1677958 |
| GNMA, Series 2023-058, Class PZ | 5.500% | 01/20/53 | 6724555 | 6616120 |
| GNMA, Series 2023-004, Class PB | 5.500% | 01/20/53 | 3932000 | 3797900 |
| GNMA, Series 2023-070, Class BZ | 6.000% | 01/20/53 | 5370440 | 5488806 |
| GNMA, Series 2023-35, Class DB | 4.500% | 02/20/53 | 1233954 | 1146463 |
| GNMA, Series 2023-018, Class ZA | 5.000% | 02/20/53 | 1911080 | 1757182 |
| GNMA, Series 2023-45, Class HZ | 5.000% | 03/20/53 | 3485002 | 3190481 |
| GNMA, Series 2023-45, Class EZ | 6.000% | 03/20/53 | 2173481 | 2237001 |
| GNMA, Series 2023-065, Class LZ | 5.500% | 05/20/53 | 1368539 | 1297593 |
| GNMA, Series 2023-066, Class ZE | 6.500% | 05/20/53 | 3375255 | 3512148 |
| GNMA, Series 2023-082, Class GZ | 6.000% | 06/20/53 | 2769359 | 2777168 |
| GNMA, Series 2023-081, Class KB | 6.500% | 06/20/53 | 1997706 | 2085879 |
| GNMA, Series 2023-096, Class CB | 6.500% | 07/20/53 | 1581915 | 1662021 |
| GNMA, Series 2023-113, Class QC | 6.000% | 08/20/53 | 6188700 | 6379953 |
| GNMA, Series 2023-128, Class LZ | 6.000% | 08/20/53 | 7397920 | 7551805 |
| GNMA, Series 2023-117, Class LZ | 6.000% | 08/20/53 | 7965033 | 8194212 |
| GNMA, Series 2023-152, Class MY | 6.000% | 10/20/53 | 1592333 | 1636205 |
| GNMA, Series 2023-152, Class GX | 6.000% | 10/20/53 | 6587217 | 6754013 |
| GNMA, Series 2023-148, Class CB | 6.500% | 10/20/53 | 4188291 | 4339998 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 22.5% (Continued)** |  |  |  |  |
| GNMA, Series 2023-147, Class Z | 6.500% | 10/20/53 | $4898273 | $5156707 |
| GNMA, Series 2023-171, Class BZ | 6.500% | 11/20/53 | 3481446 | 3628290 |
| GNMA, Series 2023-169, Class MB | 6.500% | 11/20/53 | 1704596 | 1768287 |
| GNMA, Series 2023-167, Class CZ | 6.500% | 11/20/53 | 9159766 | 9673398 |
| GNMA, Series 2023-165, Class AZ | 7.000% | 11/20/53 | 5690169 | 6152745 |
| GNMA, Series 2024-28, Class GM | 6.500% | 02/20/54 | 4527479 | 4703638 |
| GNMA, Series 2024-23, Class AZ | 6.500% | 02/20/54 | 9029713 | 9382340 |
| GNMA, Series 2024-60, Class BZ | 6.000% | 04/20/54 | 11071132 | 11384486 |
| GNMA, Series 2025-98, Class BZ | 6.000% | 06/20/55 | 3023955 | 3054007 |
| GNMA, Series 2025-170, Class YL | 5.500% | 07/20/55 | 19443479 | 19403530 |
| GNMA, Series 2025-168, Class CZ | 5.500% | 09/20/55 | 4991716 | 4953168 |
| GNMA, Series 2017-H18, Class EB <sup>(a)</sup> | 4.881% | 06/20/63 | 12539 | 12470 |
| GNMA, Series 2023-152, Class TW | 6.500% | 10/20/63 | 10605596 | 11085555 |
| GNMA, Series 2014-H14, Class FA (1\* TSFR1M + 61) <sup>(a)</sup> | 4.297% | 07/20/64 | 60086 | 60076 |
| GNMA, Series 2016-H11, Class FD (1\* TSFR12M + 112) <sup>(a)</sup> | 5.075% | 05/20/66 | 49503 | 49952 |
| GNMA, Series 2017-H16, Class DB <sup>(a)</sup> | 4.508% | 08/20/67 | 13472 | 13348 |
|  |  |  |  | 722117170 |
| **Agency MBS CMO Derivatives - 0.5%** |  |  |  |  |
| FHLMC, Series 3919, Class QS (IO) (-1\* SOFR + 670) <sup>(a)</sup> | 2.913% | 08/15/30 | 382398 | 12174 |
| FHLMC, Series 226, Class (PO), Pool #S0-3651 | 0.000% | 02/01/34 | 59979 | 51660 |
| FHLMC, Series 3102, Class TA (IO) (-7.5\* SOFR30A + 64) <sup>(a)</sup> | 7.500% | 01/15/36 | 139786 | 138716 |
| FHLMC, Series 3607, Class AO (PO) | 0.000% | 04/15/36 | 42902 | 36933 |
| FHLMC, Series 237, Class S14 (IO) (-1\* SOFR + 660) <sup>(a)</sup> | 2.827% | 05/15/36 | 178881 | 18956 |
| FHLMC, Series 3199, Class OC (PO) | 0.000% | 08/15/36 | 50995 | 43663 |
| FHLMC, Series 3607, Class OP (PO) | 0.000% | 07/15/37 | 165210 | 141787 |
| FHLMC, Series 3852, Class NT (IO) (-1\* SOFR30A + 611) <sup>(a)</sup> | 2.213% | 05/15/41 | 1327638 | 1124134 |
| FHLMC, Series 4422, Class DO (PO) | 0.000% | 10/15/41 | 610834 | 480282 |
| FHLMC, Series 4074, Class SJ (IO) (-1\* SOFR + 662) <sup>(a)</sup> | 2.833% | 07/15/42 | 528778 | 63005 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO Derivatives - 0.5% (Continued)** |  |  |  |  |
| FHLMC, Class (PO), Pool #S0-6050 | 0.000% | 08/15/42 | $106538 | $82469 |
| FHLMC, Class (PO), Pool #S0-6829 | 0.000% | 09/15/43 | 198609 | 153744 |
| FHLMC, Series 322, Class (PO), Pool #S0-7033 <br> (-1.6\* SOFR30A + 955) <sup>(a)</sup> | 3.404% | 12/15/43 | 1010306 | 919571 |
| FNMA, Series 2012-148, Class IA (IO) | 4.000% | 01/25/28 | 15004 | 149 |
| FNMA, Series 2004-91, Class SP (IO) (-2.4\* SOFR + 1680) <sup>(a)</sup> | 7.737% | 10/25/31 | 73747 | 78191 |
| FNMA, Series 2004-61, Class GO (PO) | 0.000% | 11/25/32 | 154349 | 141007 |
| FNMA, Series 2013-89, Class DI (IO) | 4.000% | 08/25/33 | 548112 | 34379 |
| FNMA, Series 2015-82, Class AI (IO) | 3.500% | 06/25/34 | 216726 | 7927 |
| FNMA, Series 2016-28, Class DI (IO) | 3.500% | 03/25/35 | 228741 | 9529 |
| FNMA, Series 384, Class 11 (IO) | 5.000% | 03/25/35 | 278333 | 34883 |
| FNMA, Series 2005-52, Class JH (IO) (-1\* SOFR + 660) <sup>(a)</sup> | 2.824% | 05/25/35 | 136240 | 5831 |
| FNMA, Class (IO) <sup>(a)</sup> | 5.000% | 06/25/35 | 343061 | 44075 |
| FNMA, Series 2016-24, Class KI (IO) | 3.500% | 07/25/35 | 181705 | 10495 |
| FNMA, Class (IO) | 5.000% | 02/25/36 | 236774 | 27823 |
| FNMA, Series 2006-96, Class MO (PO) | 0.000% | 10/25/36 | 9078 | 8292 |
| FNMA, Series 398, Class C5 (IO) | 5.000% | 05/25/39 | 401833 | 67522 |
| FNMA, Series 2010-44, Class CS (IO) (-1\* SOFR + 655) <sup>(a)</sup> | 2.774% | 05/25/40 | 32576 | 3009 |
| FNMA, Series 409, Class C1 (IO) | 4.000% | 04/01/42 | 644623 | 113025 |
| FNMA, Series 2012-99, Class QS (IO) (-1\* SOFR + 660) <sup>(a)</sup> | 2.824% | 09/25/42 | 1215744 | 168575 |
| FNMA, Series 2012-128, Class SH (IO) (-1\* SOFR + 400) <sup>(a)</sup> | 0.224% | 11/25/42 | 4502962 | 3161242 |
| FNMA, Series 2012-128, Class WS (IO) (-1\* SOFR + 400) <sup>(a)</sup> | 0.224% | 11/25/42 | 1065507 | 713523 |
| FNMA, Series 2016-32, Class GO (PO) | 0.000% | 01/25/43 | 11453 | 4889 |
| FNMA, Series 2016-30, Class IN (IO) | 3.500% | 02/25/43 | 315991 | 6848 |
| FNMA, Series 2019-31, Class CI (IO) | 4.000% | 02/25/47 | 371426 | 16095 |
| FNMA, Series 2026-15, Class SA (IO) (-1\* SOFR30A + 430) <sup>(a)</sup> | 0.638% | 03/25/56 | 97094969 | 1640012 |
| GNMA, Series 2011-139, Class LS (IO) (-1\* TSFR1M + 511) <sup>(a)</sup> | 1.218% | 03/16/38 | 1704118 | 73684 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO Derivatives - 0.5% (Continued)** |  |  |  |  |
| GNMA, Series 2013-147, Class SD (IO) <br> (-1\* TSFR1M + 676) <sup>(a)</sup> | 2.860% | 12/20/39 | $929186 | $108529 |
| GNMA, Series 2011-21, Class SA (IO) <br> (-1\* TSFR1M + 611) <sup>(a)</sup> | 2.213% | 02/16/41 | 1060004 | 100105 |
| GNMA, Series 2013-113, Class QS (IO) <br> (-1\* TSFR1M + 631) <sup>(a)</sup> | 2.410% | 02/20/42 | 167728 | 11205 |
| GNMA, Series 2013-82, Class NS (IO) <br> (-1\* TSFR1M + 411) <sup>(a)</sup> | 0.210% | 05/20/43 | 1294967 | 702062 |
| GNMA, Series 2017-004, Class WI (IO) | 4.000% | 02/20/44 | 349173 | 14281 |
| GNMA, Series 2016-32, Class MS (IO) <br> (-1\* TSFR1M + 616) <sup>(a)</sup> | 2.260% | 03/20/46 | 1271031 | 140525 |
| GNMA, Series 2019-098, Class BI (IO) | 3.000% | 06/20/49 | 847484 | 203527 |
| GNMA, Series 2022-200, Class SC (IO) <br> (-3.67\* SOFR30A + 23) <sup>(a)</sup> | 9.083% | 11/20/52 | 3976783 | 4320770 |
| GNMA, Series 2026-1, Class SM (IO)<br> (-1\* SOFR30A + 435) <sup>(a)</sup> | 0.677% | 01/20/56 | 149177679 | 2114340 |
|  |  |  |  | 17353443 |
| **Agency MBS Passthrough - 7.2%** |  |  |  |  |
| FHLMC, Pool #G6-1909 | 4.500% | 12/01/37 | 190902 | 190688 |
| FHLMC, Pool #G0-6085 | 6.500% | 09/01/38 | 25766 | 27089 |
| FHLMC, Pool #RB-5090 | 2.000% | 12/01/40 | 13041904 | 11507764 |
| FHLMC, Pool #2B-7995 | 2.523% | 10/01/50 | 3438658 | 3230853 |
| FHLMC, Pool #RE-6080 | 1.500% | 11/01/50 | 4228955 | 3181593 |
| FHLMC, Pool #RE-0015 | 3.000% | 11/01/50 | 5053472 | 4501111 |
| FHLMC, Pool #RE-6093 | 1.500% | 04/01/51 | 1142462 | 859512 |
| FHLMC, Series 4839, Class AL | 4.000% | 04/15/51 | 2326401 | 1984810 |
| FHLMC, Pool #8C-0205 | 1.854% | 02/01/52 | 2902477 | 2740370 |
| FHLMC, Pool #SD3000 | 5.500% | 06/01/53 | 7388758 | 7480326 |
| FHLMC, Pool #SD3394 | 5.500% | 07/01/53 | 6481959 | 6564827 |
| FHLMC, Pool #QH-7551 | 6.000% | 12/01/53 | 4528464 | 4652632 |
| FHLMC, Pool #SL1482 | 6.000% | 02/01/55 | 3914460 | 4002960 |
| FHLMC, Pool #QZ6240 | 6.500% | 10/01/55 | 4910922 | 5091931 |
| FNMA, Pool #252409 | 6.500% | 03/01/29 | 16872 | 17101 |
| FNMA, Pool #AS7287 | 3.500% | 06/01/31 | 138384 | 136525 |
| FNMA, Pool #AL3200 | 3.500% | 02/01/33 | 137683 | 133461 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS Passthrough - 7.2% (Continued)** |  |  |  |  |
| FNMA, Pool #AT7120 | 3.500% | 06/01/33 | $216301 | $211270 |
| FNMA, Pool #AL5166 | 3.000% | 11/01/33 | 958825 | 916169 |
| FNMA, Pool #AL6685 | 4.000% | 01/01/35 | 565671 | 555351 |
| FNMA, Pool #MA2198 | 3.500% | 03/01/35 | 157894 | 153299 |
| FNMA, Pool #MA3050 | 4.500% | 06/01/37 | 237604 | 235907 |
| FNMA, Pool #BM7598 | 3.000% | 02/01/43 | 4837734 | 4432770 |
| FNMA, Pool #AS4073 | 4.000% | 12/01/44 | 131084 | 126241 |
| FNMA, Pool #AS5236 | 4.000% | 05/01/45 | 840529 | 805017 |
| FNMA, Pool #MA2778 | 3.500% | 10/01/46 | 72466 | 67109 |
| FNMA, Series 2017-10, Class LZ | 3.000% | 03/25/47 | 3990074 | 3490503 |
| FNMA, Pool #BM6504 | 3.500% | 01/01/48 | 8493337 | 7918069 |
| FNMA, Pool #BM6530 | 3.000% | 10/01/48 | 248250 | 224782 |
| FNMA, Pool #CA6940 | 2.247% | 09/01/50 | 2126207 | 1990674 |
| FNMA, Pool #BP7449 | 2.041% | 10/01/50 | 720642 | 709475 |
| FNMA, Pool #BM6452 | 2.114% | 10/01/50 | 2600360 | 2418465 |
| FNMA, Pool #BQ5239 | 2.222% | 10/01/50 | 1284349 | 1269761 |
| FNMA, Pool #MA4199 | 1.500% | 11/01/50 | 715524 | 538317 |
| FNMA, Pool #CA8249 | 1.500% | 12/01/50 | 7721519 | 5987871 |
| FNMA, Pool #BK8466 | 2.241% | 12/01/50 | 1002803 | 934090 |
| FNMA, Pool #CA9112 | 1.500% | 02/01/51 | 14487083 | 10899268 |
| FNMA, Pool #MA4294 | 1.500% | 03/01/51 | 2646989 | 1991444 |
| FNMA, Pool #BR9977 | 1.782% | 06/01/51 | 2277701 | 2074832 |
| FNMA, Pool #DA1521 | 6.000% | 10/01/53 | 6486476 | 6612101 |
| FNMA, Pool #FS9979 | 6.000% | 09/01/54 | 20604447 | 21207831 |
| FNMA, Pool #DC6991 | 5.000% | 12/01/54 | 28835641 | 28537592 |
| FNMA, Pool #DC6393 | 6.000% | 04/01/55 | 11457432 | 11738522 |
| GNMA, Pool #MA5738M | 4.000% | 02/20/34 | 104454 | 104039 |
| GNMA, Pool #MA7385M | 2.000% | 06/20/36 | 1221031 | 1078060 |
| GNMA, Pool #784279 | 5.500% | 11/15/38 | 178601 | 182369 |
| GNMA, Pool #711522X | 4.500% | 07/15/40 | 181052 | 182472 |
| GNMA, Pool #784991 | 3.000% | 04/20/46 | 3058293 | 2719263 |
| GNMA, Pool #78541 | 4.500% | 06/15/46 | 69506 | 69199 |
| GNMA, Pool #784792 | 4.500% | 08/20/49 | 354182 | 332376 |
| GNMA, Pool #MA7248 | 3.000% | 03/20/51 | 990376 | 867598 |
| GNMA, Pool #CI6717 | 3.000% | 10/20/51 | 1745222 | 1559044 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS Passthrough - 7.2% (Continued)** |  |  |  |  |
| GNMA, Pool #MA7929M | 3.500% | 03/20/52 | $5253691 | $4743777 |
| GNMA, Pool #787258C | 3.500% | 08/20/52 | 8563953 | 7750794 |
| GNMA, Pool #CM7497C | 5.000% | 08/20/52 | 3497694 | 3450341 |
| GNMA, Pool #CX4361C | 8.000% | 11/20/53 | 332350 | 348198 |
| GNMA, Pool #MA9367 | 8.000% | 12/20/53 | 2749833 | 2836647 |
| GNMA, Pool #MA9428M | 8.000% | 01/20/54 | 965361 | 996928 |
| GNMA, Pool #CR2128 | 3.000% | 04/20/55 | 798087 | 704991 |
| GNMA, Pool #CN5057 | 4.500% | 07/20/62 | 1469612 | 1409806 |
| GNMA, Pool #CN5236C | 4.000% | 08/20/62 | 3702430 | 3479809 |
| GNMA, Pool #CN5237 | 4.500% | 08/20/62 | 1432818 | 1374505 |
| GNMA, Pool #CP5023C | 6.000% | 08/20/62 | 1502511 | 1526870 |
| GNMA, Pool #CQ3549 | 3.000% | 10/20/62 | 218797 | 193259 |
| GNMA, Pool #CS5780 | 3.000% | 02/20/63 | 322520 | 284876 |
| GNMA, Pool #DJ1126 | 7.000% | 04/20/65 | 21690870 | 22628733 |
|  |  |  |  | 231174237 |
| **ARM - 0.0% <sup>(c)</sup>** |  |  |  |  |
| Structured Asset Securities Corp., Series 2003-37A, Class 2-A <sup>(a)</sup> | 5.430% | 12/25/33 | 3410 | 3368 |
| **Auto Loan - 2.6%** |  |  |  |  |
| ACM Auto Trust, Series 2024-2A, Class A <sup>(d)</sup> | 6.060% | 02/20/29 | 9080 | 9083 |
| ACM Auto Trust, Series 2025-3A, Class A <sup>(d)</sup> | 5.010% | 01/22/30 | 2334767 | 2332513 |
| ACM Auto Trust, Series 2024-2A, Class B <sup>(d)</sup> | 9.210% | 08/20/31 | 600000 | 605805 |
| ACM Auto Trust, Series 2025-1A, Class B <sup>(d)</sup> | 7.870% | 11/20/31 | 3000000 | 3022999 |
| ACM Auto Trust, Series 2025-2A, Class B <sup>(d)</sup> | 7.250% | 02/20/32 | 1200000 | 1205412 |
| ACM Auto Trust, Series 2025-3A, Class B <sup>(d)</sup> | 6.080% | 07/20/32 | 900000 | 895292 |
| AgoraCapital Auto Securities Trust, Series 2025-1A, Class A <sup>(d)</sup> | 6.400% | 11/25/32 | 3128417 | 3137054 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2022-2A, Class C <sup>(d)</sup> | 9.840% | 03/15/29 | 2700000 | 2803622 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B <sup>(d)</sup> | 6.870% | 06/17/30 | 2000000 | 2033206 |
| Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class B <sup>(d)</sup> | 5.110% | 11/15/31 | 5640000 | 5659936 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 2.6% (Continued)** |  |  |  |  |
| First Help Financial, LLC, Series 2023-1A, Class B <sup>(d)</sup> | 6.770% | 05/15/29 | $3250000 | $3270374 |
| First Help Financial, LLC, Series 2025-2A, Class A2 <sup>(d)</sup> | 5.750% | 05/15/30 | 3500000 | 3513996 |
| First Help Financial, LLC, Series 2023-2, Class D <sup>(d)</sup> | 9.503% | 10/15/30 | 1750000 | 1794199 |
| Flagship Credit Auto Trust, Series 2023-1, Class C <sup>(d)</sup> | 5.430% | 05/15/29 | 4625000 | 4632764 |
| Huntington National Bank (The), Series 2025-2, Class B1 <sup>(d)</sup> | 4.835% | 09/20/33 | 4642011 | 4649910 |
| Lendbuzz Securitization Trust, Series 2023-1A, Class A2 <sup>(d)</sup> | 6.920% | 08/15/28 | 1916019 | 1934639 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class C <sup>(d)</sup> | 5.740% | 09/15/31 | 2046141 | 2051724 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class D <sup>(d)</sup> | 6.860% | 02/15/33 | 1679655 | 1691850 |
| Merchants Fleet Funding, LLC, Series 2023-1A, Class D <sup>(d)</sup> | 8.200% | 05/20/36 | 4000000 | 4031495 |
| Merchants Fleet Funding, LLC, Series 2025-1A, Class D <sup>(d)</sup> | 5.760% | 01/20/39 | 5775000 | 5772642 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class A <sup>(d)</sup> | 5.415% | 06/27/33 | 3546683 | 3553844 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class C <sup>(d)</sup> | 6.675% | 06/27/33 | 9800000 | 9862895 |
| Research-Driven Pagaya Motor Asset Trust I, Series 26-R1A, Class D <sup>(d)</sup> | 7.720% | 07/25/35 | 7250000 | 7129139 |
| Tricolor Auto Securitization Trust, Series 2024-1A, Class B <sup>(d)(e)(f)</sup> | 6.530% | 12/15/27 | 4000000 | 2518000 |
| Tricolor Auto Securitization Trust, Series 2024-3A, Class B <sup>(d)(e)(f)</sup> | 5.360% | 09/15/28 | 1625000 | 1384500 |
| Tricolor Auto Securitization Trust, Series 2024-3A, Class C <sup>(d)(e)(f)</sup> | 5.730% | 12/15/28 | 1920000 | 470400 |
| US Bank NA, Series 2023-1, Class B <sup>(d)</sup> | 6.789% | 08/25/32 | 189575 | 191176 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 2.6% (Continued)** |  |  |  |  |
| Veros Auto Receivables Trust, <br> Series 2026-1, Class C <sup>(d)</sup> | 5.220% | 07/15/31 | $3675000 | $3681020 |
|  |  |  |  | 83839489 |
| **CRE/CLO - 0.9%** |  |  |  |  |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B <br> (1\* TSFR1M + 319) <sup>(a)(d)</sup> | 6.862% | 01/18/41 | 2500000 | 2500150 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class C <br> (1\* TSFR1M + 369) <sup>(a)(d)</sup> | 7.362% | 01/18/41 | 4000000 | 4000240 |
| Arbor Realty Commercial Real Estate Notes, Series 2025-FL1, Class C<br> (1\* TSFR1M + 269) <sup>(a)(d)</sup> | 6.368% | 08/20/42 | 2400000 | 2398118 |
| AREIT CRE Trust, Series 2022-CRE7, Class C <br> (1\* SOFR + 384) <sup>(a)(d)</sup> | 7.521% | 06/17/39 | 900000 | 900020 |
| BXMT Ltd., Series 2020-FL2, Class B <br> (1\* TSFR1M + 151) <sup>(a)(d)</sup> | 5.193% | 02/15/38 | 2240000 | 2233121 |
| BXMT Ltd., Series 2020-FL2, Class D <br> (1\* TSFR1M + 206) <sup>(a)(d)</sup> | 5.743% | 02/15/38 | 1500000 | 1477654 |
| BXMT Ltd., Series 2021-FL4, Class C <br> (1\* TSFR1M + 186) <sup>(a)(d)</sup> | 5.537% | 05/15/38 | 1600000 | 1557838 |
| BXMT Ltd., Series 2021-FL4, Class D <br> (1\* TSFR1M + 236) <sup>(a)(d)</sup> | 6.037% | 05/15/38 | 2250000 | 2170638 |
| MF1 Multifamily Housing Mortgage Trust, Series 2026-FL21, Class A <br> (1\* TSFR1M + 135) <sup>(a)(d)</sup> | 5.014% | 02/18/41 | 10000000 | 10017270 |
| PFP III, Series 2024-11, Class D <br> (1\* TSFR1M + 409) <sup>(a)(d)</sup> | 7.757% | 09/17/39 | 2500000 | 2477558 |
|  |  |  |  | 29732607 |
| **Credit Cards - 0.4%** |  |  |  |  |
| Genesis Sales Finance Master Trust, Series 2024-B, Class D <sup>(d)</sup> | 7.040% | 12/20/32 | 5000000 | 4941530 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class B <sup>(d)</sup> | 7.430% | 07/20/29 | 5000000 | 5017065 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Credit Cards - 0.4% (Continued)** |  |  |  |  |
| Mission Lane Credit Card Master Trust, Series 2024-A, Class C <sup>(d)</sup> | 7.320% | 08/15/29 | $3000000 | $3008207 |
|  |  |  |  | 12966802 |
| **Equipment - 0.6%** |  |  |  |  |
| Blue Bridge Funding, Inc., Series 2023-1, Class A <sup>(d)</sup> | 7.370% | 11/15/30 | 322736 | 324716 |
| CLI Funding VI, LLC, Series 2020-1, Class B <sup>(d)</sup> | 3.620% | 09/18/45 | 289657 | 274137 |
| CPF IV, LLC, Series 2023-2, Class A <sup>(d)</sup> | 7.480% | 03/15/32 | 285447 | 286804 |
| CPF IV, LLC, Series 2023-2, Class C <sup>(d)</sup> | 7.560% | 03/15/32 | 2000000 | 2021249 |
| Dext ABS, Series 2023-2, Class D <sup>(d)</sup> | 8.300% | 05/15/34 | 1500000 | 1574217 |
| MMP Capital, LLC, Series 2025-A, Class A <sup>(d)</sup> | 5.360% | 12/15/31 | 6095855 | 6138208 |
| NMEF Funding, LLC, Series 2022-B, Class C <sup>(d)</sup> | 8.540% | 06/15/29 | 4500000 | 4551814 |
| NMEF Funding, LLC, Series 2023-A, Class C <sup>(d)</sup> | 8.040% | 06/17/30 | 3500000 | 3610615 |
| Stellar Jay Ireland DAC, Series 2021-1, Class B <sup>(d)</sup> | 5.926% | 10/15/41 | 189839 | 188554 |
|  |  |  |  | 18970314 |
| **HECM - 4.5%** |  |  |  |  |
| Boston Lending Trust, Series 2022-1, Class M2 <sup>(d)</sup> | 2.750% | 02/25/62 | 560285 | 531392 |
| Brean Asset Backed Securities Trust, Series 2022-RM4, Class M1 <sup>(d)</sup> | 3.000% | 07/25/62 | 1117706 | 1001117 |
| Brean Asset Backed Securities Trust, Series 2022-RM5, Class A <sup>(d)</sup> | 4.500% | 09/25/62 | 4375138 | 4285342 |
| Brean Asset Backed Securities Trust, Series 2022-RM5, Class M1 <sup>(d)</sup> | 4.500% | 09/25/62 | 2687520 | 2527220 |
| Brean Asset Backed Securities Trust, Series 2022-RM5, Class M2 <sup>(d)</sup> | 4.500% | 09/25/62 | 3038067 | 2769261 |
| Brean Asset Backed Securities Trust, Series 2023-RM6, Class M1 <sup>(d)</sup> | 5.250% | 01/25/63 | 3177007 | 3093702 |
| Brean Asset Backed Securities Trust, Series 2023-RM6, Class M2 <sup>(d)</sup> | 5.250% | 01/25/63 | 3177007 | 3039822 |
| Brean Asset Backed Securities Trust, Series 2023-SRM1, Class M3 <sup>(d)</sup> | 4.000% | 09/25/63 | 3148167 | 2825889 |
| Brean Asset Backed Securities Trust, Series 2023-SRM1, Class M1 <sup>(d)</sup> | 4.000% | 09/25/63 | 3313860 | 3223754 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 4.5% (Continued)** |  |  |  |  |
| Brean Asset Backed Securities Trust, Series 2024-RM9, Class A1 <sup>(d)</sup> | 5.000% | 09/25/64 | $2791614 | $2762440 |
| Brean Asset Backed Securities Trust, Series 2025-RM10, Class A2 <sup>(d)</sup> | 5.000% | 01/25/65 | 6800000 | 6596757 |
| Brean Asset Backed Securities Trust, Series 2025-RM12, Class M3 <sup>(d)</sup> | 4.500% | 07/25/65 | 2368437 | 1943190 |
| Brean Asset Backed Securities Trust, Series 2025-RM12, Class A2 <sup>(d)</sup> | 4.500% | 07/25/65 | 6689498 | 6331819 |
| Brean Asset Backed Securities Trust, Series 2025-RM13, Class M2 <sup>(d)</sup> | 4.250% | 10/25/65 | 2239762 | 1917877 |
| Brean Asset Backed Securities Trust, Series 2025-RM13, Class M3 <sup>(d)</sup> | 4.250% | 10/25/65 | 1043526 | 855165 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class A2 <sup>(d)</sup> | 4.250% | 01/25/66 | 3835000 | 3585825 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M2 <sup>(d)</sup> | 4.250% | 01/25/66 | 4029805 | 3360832 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M3 <sup>(d)</sup> | 4.250% | 01/25/66 | 1410432 | 1136179 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class A2 <sup>(d)</sup> | 4.500% | 03/25/78 | 6039000 | 5850968 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class M1 <sup>(d)</sup> | 4.500% | 03/25/78 | 3323180 | 3115945 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class A1 <sup>(d)</sup> | 4.500% | 03/25/78 | 7506551 | 7384960 |
| Cascade Funding Mortgage Trust, Series 2024-HB13, Class M3 <sup>(a)(d)</sup> | 3.000% | 05/25/34 | 2000000 | 1927941 |
| Cascade Funding Mortgage Trust, Series 2024-2, Class M3 <sup>(a)(d)</sup> | 3.000% | 06/25/34 | 4000000 | 3852267 |
| Cascade Funding Mortgage Trust, Series 2024-2, Class M2 <sup>(d)</sup> | 3.000% | 06/25/34 | 3750000 | 3628370 |
| Cascade Funding Mortgage Trust, Series 2024-HB15, Class M3 <sup>(a)(d)</sup> | 4.000% | 08/25/34 | 5500000 | 5318092 |
| MOO Securitization Trust, Series 2026-RM1, Class M2 <sup>(a)(d)</sup> | 4.500% | 03/25/66 | 1450000 | 1260813 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 4.5% (Continued)** |  |  |  |  |
| MOO Securitization Trust, Series 2026-RM1, Class M3 <sup>(a)(d)</sup> | 4.500% | 03/25/66 | $950000 | $790042 |
| Ocwen Loan Investment Trust, Series 2023-HB1, Class M2 <sup>(d)</sup> | 3.000% | 06/25/36 | 3000000 | 2983570 |
| Ocwen Loan Investment Trust, Series 2023-HB1, Class M3 <sup>(a)(d)</sup> | 3.000% | 06/25/36 | 4000000 | 3973082 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class M2 <sup>(d)</sup> | 3.000% | 02/25/37 | 1500000 | 1464075 |
| Ocwen Loan Investment Trust, Series 2024-HB1, Class M3 <sup>(d)</sup> | 3.000% | 02/25/37 | 3500000 | 3395550 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M2 <sup>(d)</sup> | 3.000% | 11/25/38 | 3475000 | 3223012 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M3 <sup>(d)</sup> | 3.000% | 11/25/38 | 9050000 | 8260085 |
| Onity Loan Investment Trust, Series 2024-HB2, Class M3 <sup>(d)</sup> | 5.000% | 08/25/37 | 4900000 | 4768011 |
| Onity Loan Investment Trust, Series 2025-HB1, Class M3 <sup>(a)(d)</sup> | 3.000% | 06/25/38 | 1500000 | 1389869 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M3 <sup>(d)</sup> | 3.690% | 11/25/31 | 1550000 | 1480695 |
| RMF Buyout Issuance Trust, Series 2021-HB1, Class M4 <sup>(d)</sup> | 4.704% | 11/25/31 | 5000000 | 4750290 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class AI <sup>(a)(d)</sup> | 1.719% | 10/25/50 | 1429683 | 1346385 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class AB <sup>(d)</sup> | 1.744% | 10/25/50 | 3650502 | 3412706 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class M1 <sup>(d)</sup> | 2.619% | 10/25/50 | 1500000 | 1292538 |
| RMF Proprietary Issuance Trust, Series 2021-2, Class A <sup>(d)</sup> | 2.125% | 09/25/61 | 5124867 | 4882611 |
| RMF Proprietary Issuance Trust, Series 2022-1, Class A <sup>(d)</sup> | 3.000% | 01/25/62 | 2771447 | 2652804 |
| RMF Proprietary Issuance Trust, Series 2022-2, Class M3 <sup>(d)</sup> | 3.750% | 06/25/62 | 1100000 | 995177 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 4.5% (Continued)** |  |  |  |  |
| RMF Proprietary Issuance Trust, Series 2022-3, Class M1 <sup>(d)</sup> | 4.000% | 08/25/62 | $5000000 | $4752165 |
| RMF Proprietary Issuance Trust, Series 2022-3, Class M3 <sup>(d)</sup> | 4.000% | 08/25/62 | 2500000 | 2281314 |
| RMF Proprietary Issuance Trust II, Series 2022-1, Class M1 <sup>(d)</sup> | 3.000% | 01/25/62 | 1400000 | 1312079 |
| RMF Proprietary Issuance Trust III, Series 2022-1, Class M2 <sup>(d)</sup> | 3.000% | 01/25/62 | 1000000 | 921320 |
|  |  |  |  | 144454319 |
| **Hospitality - 0.4%** |  |  |  |  |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class B <br> (1\* TSFR1M + 255) <sup>(a)(d)</sup> | 6.224% | 08/15/42 | 3500000 | 3500051 |
| BX Trust, Series 2026-CSMO, Class A <br> (1\* TSFR1M + 140) <sup>(a)(d)</sup> | 5.060% | 02/15/42 | 4150000 | 4149980 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class D <br> (1\* TSFR1M + 285) <sup>(a)(d)</sup> | 6.523% | 03/15/42 | 1900000 | 1895250 |
| MCR Mortgage Trust, Series 2024-TWA, Class D <sup>(d)</sup> | 7.402% | 06/12/39 | 3500000 | 3517576 |
|  |  |  |  | 13062857 |
| **Industrial - 0.3%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2025-VLT6, Class D <br> (1\* TSFR1M + 259) <sup>(a)(d)</sup> | 6.264% | 03/15/30 | 2300000 | 2274125 |
| BX Trust, Series VOLT-2025, Class A (1\* SOFR30A + 2) <sup>(a)(d)</sup> | 5.700% | 12/15/44 | 8300000 | 8274062 |
|  |  |  |  | 10548187 |
| **Laboratory - 1.9%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-BIO2, Class D <sup>(a)(d)</sup> | 7.713% | 08/13/41 | 6400000 | 6176195 |
| Commercial Mortgage Trust, Series 2020-CX, Class A <sup>(d)</sup> | 2.173% | 11/10/46 | 12175000 | 10362349 |
| Commercial Mortgage Trust, Series 2020-CX, Class B <sup>(d)</sup> | 2.446% | 11/10/46 | 7959000 | 6578527 |
| Life Financial Services Trust, Series 2021-BMR, Class D <br> (1\* TSFR1M + 151) <sup>(a)(d)</sup> | 5.187% | 03/15/38 | 7000000 | 6510000 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Laboratory - 1.9% (Continued)** |  |  |  |  |
| Life Financial Services Trust, Series 2021-BMR, Class E <br> (1\* TSFR1M + 186) <sup>(a)(d)</sup> | 5.537% | 03/15/38 | $6314700 | $5714803 |
| Life Financial Services Trust, Series 2022-BMR2, Class A1 <br> (1\* TSFR1M + 130) <sup>(a)(d)</sup> | 4.968% | 05/15/39 | 10250000 | 9891250 |
| Life Financial Services Trust, Series 2022-BMR2, Class B <br> (1\* TSFR1M + 179) <sup>(a)(d)</sup> | 5.466% | 05/15/39 | 3000000 | 2752500 |
| Life Financial Services Trust, Series 2022-BMR2, Class C <br> (1\* TSFR1M + 209) <sup>(a)(d)</sup> | 5.766% | 05/15/39 | 5500000 | 4895000 |
| VLS Commercial Mortgage Trust, Series 2020-LAB, Class A <sup>(d)</sup> | 2.130% | 10/10/42 | 9060000 | 7718691 |
|  |  |  |  | 60599315 |
| **Multifamily - 1.6%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class D <br> (1\* TSFR1M + 309) <sup>(a)(d)</sup> | 6.762% | 08/15/39 | 7198185 | 7198185 |
| FREMF Mortgage Trust, Series 2018-KF43, Class B <br> (1\* SOFR + 215) <sup>(a)(d)</sup> | 5.535% | 01/25/28 | 236208 | 229945 |
| FREMF Mortgage Trust, Series 2018-KF46, Class B <br> (1\* SOFR30A + 206) <sup>(a)(d)</sup> | 5.744% | 03/25/28 | 127905 | 124128 |
| FREMF Mortgage Trust, Series 2018-KF48, Class B <br> (1\* SOFR + 205) <sup>(a)(d)</sup> | 5.844% | 06/25/28 | 1438424 | 1376998 |
| FREMF Mortgage Trust, Series 2018-KF50, Class B <br> (1\* SOFR + 190) <sup>(a)(d)</sup> | 5.694% | 07/25/28 | 338254 | 327005 |
| FREMF Mortgage Trust, Series 2019-KF57, Class B <br> (1\* SOFR + 225) <sup>(a)(d)</sup> | 6.044% | 01/25/29 | 1054297 | 1012931 |
| FREMF Mortgage Trust, Series 2019-KF67, Class B <br> (1\* SOFR + 225) <sup>(a)(d)</sup> | 6.033% | 08/25/29 | 171222 | 163400 |
| MultiFamily Connecticut Avenue, Series 2024-01, Class M7 <br> (1\* SOFR30A + 275) <sup>(a)(d)</sup> | 6.412% | 07/25/54 | 7237642 | 7318733 |
| MultiFamily Connecticut Avenue, Series 2025-01, Class M1 <br> (1\* SOFR30A + 240) <sup>(a)(d)</sup> | 6.062% | 05/25/55 | 4596507 | 4664367 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN2, Class M2<br> (1\* SOFR30A + 335) <sup>(a)(d)</sup> | 7.212% | 07/25/41 | 9378332 | 9378343 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Multifamily - 1.6% (Continued)** |  |  |  |  |
| MultiFamily Structured Credit Risk Notes, Series 2024-MN9, Class M1 <br> (1\* SOFR30A + 245) <sup>(a)(d)</sup> | 6.112% | 10/25/44 | $5069746 | $5111511 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-1 <br> (1\* SOFR30A + 205) <sup>(a)(d)</sup> | 5.712% | 02/25/45 | 3957762 | 3923027 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-2 <br> (1\* SOFR30A + 285) <sup>(a)(d)</sup> | 6.512% | 02/25/45 | 1550000 | 1557606 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN12, Class M1 <sup>(d)</sup> | 5.412% | 11/25/45 | 4984434 | 4980874 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN1, Class M-1 <br> (1\* SOFR + 200) <sup>(a)(d)</sup> | 5.662% | 01/25/51 | 436453 | 435672 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN3, Class M-1 <br> (1\* SOFR + 230) <sup>(a)(d)</sup> | 5.962% | 11/25/51 | 2376125 | 2377893 |
| MultiFamily Structured Credit Risk Notes, Series 2022-MN4, Class M-1 <br> (1\* SOFR + 425) <sup>(a)(d)</sup> | 7.912% | 05/25/52 | 2668530 | 2718846 |
|  |  |  |  | 52899464 |
| **Non-Agency MBS 2.0 - 0.5%** |  |  |  |  |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M3 <br> (1\* SOFR + 155) <sup>(a)</sup> | 5.212% | 02/25/50 | 542288 | 528974 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M1 <br> (1\* SOFR + 130) <sup>(a)(d)</sup> | 4.962% | 03/25/51 | 504675 | 503687 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M3 <br> (1\* SOFR + 180) <sup>(a)(d)</sup> | 5.462% | 03/25/51 | 1396654 | 1389687 |
| Redwood Funding Trust, Series 2025-RR1, Class A1 <sup>(d)</sup> | 6.767% | 06/27/28 | 5531054 | 5534146 |
| Redwood Funding Trust, Series 2025-2, Class A <sup>(d)</sup> | 7.112% | 05/27/55 | 1537372 | 1537429 |
| REMIC Funding Trust, Series 2024-2, Class A1 <sup>(d)</sup> | 7.112% | 09/27/28 | 4919615 | 4899558 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Non-Agency MBS 2.0 - 0.5% (Continued)** |  |  |  |  |
| REMIC Funding Trust, Series 2024-2, Class A2 <sup>(d)</sup> | 8.806% | 09/27/28 | $1948362 | $1938293 |
|  |  |  |  | 16331774 |
| **Non-Performing Loan - 0.1%** |  |  |  |  |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 <sup>(d)</sup> | 7.774% | 05/25/30 | 4063067 | 4093768 |
| **Office - 1.0%** |  |  |  |  |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class A <sup>(d)</sup> | 2.627% | 01/15/32 | 2350000 | 2133071 |
| COLEM Mortgage Trust, Series 2022-HLNE, Class B <sup>(d)</sup> | 2.461% | 04/12/42 | 3000000 | 2792160 |
| Drop Mortgage Trust, Series 2021-FILE, Class A (1\* TSFR1M + 126) <sup>(a)(d)</sup> | 4.937% | 10/15/43 | 3500000 | 3482500 |
| Drop Mortgage Trust, Series 2021-FILE, Class B (1\* TSFR1M + 181) <sup>(a)(d)</sup> | 5.487% | 10/15/43 | 10300000 | 10222750 |
| NYT Mortgage Trust, Series 2019-NYT, Class C (1\* TSFR1M + 200) <sup>(a)(d)</sup> | 5.420% | 12/15/35 | 2700000 | 2612263 |
| NYT Mortgage Trust, Series 2019-NYT, Class D (1\* TSFR1M + 230) <sup>(a)(d)</sup> | 5.720% | 12/15/35 | 2500000 | 2337513 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class B <sup>(d)</sup> | 6.013% | 09/15/40 | 5000000 | 4940132 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class D <sup>(d)</sup> | 8.623% | 09/15/40 | 4250000 | 4213857 |
|  |  |  |  | 32734246 |
| **Residential Transition Loan - 1.7%** |  |  |  |  |
| AlphaFlow Transitional Mortgage Co., Series 2021-WL1, Class A1 <sup>(d)</sup> | 3.280% | 12/31/26 | 300326 | 228623 |
| AlphaFlow Transitional Mortgage Co., Series 2021-WL1, Class A2 <sup>(d)(e)</sup> | 7.610% | 12/31/26 | 4788 | 178 |
| Colony American Finance Ltd., Series 2026-R1, Class A1 <sup>(d)</sup> | 6.773% | 03/25/36 | 9625000 | 9614047 |
| Easy STG Mortgage Loan Trust, Series 2025-RTL1, Class A2 <sup>(d)</sup> | 8.299% | 05/25/40 | 3750000 | 3787408 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Residential Transition Loan - 1.7% (Continued)** |  |  |  |  |
| Fidelis Mortgage Trust, Series 25-RTL1, Class A-2 <sup>(d)</sup> | 6.220% | 02/27/40 | $2200000 | $2216840 |
| Homeward Opportunities Funding Trust, Series 2024-RRTL2, Class A-2 <sup>(d)</sup> | 6.369% | 09/25/39 | 4000000 | 4001608 |
| LHOME Mortgage Trust, Series 2024-RTL2, Class A2 <sup>(d)</sup> | 9.537% | 03/25/29 | 1500000 | 1505829 |
| LHOME Mortgage Trust, Series 2024-RTL3, Class A2 <sup>(d)</sup> | 8.373% | 05/25/29 | 4000000 | 4036347 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A1 <sup>(d)</sup> | 5.652% | 01/25/40 | 8000000 | 8026779 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A2 <sup>(d)</sup> | 5.952% | 01/25/40 | 8950000 | 8977550 |
| ROC Mortgage Trust, Series 2025-RTL1, Class A2 <sup>(d)</sup> | 6.114% | 02/25/40 | 8000000 | 8034361 |
| ROC Securities Trust, Series 2021-RTL1, Class A2 <sup>(d)</sup> | 3.351% | 08/25/26 | 1062776 | 1061536 |
| TVC Mortgage Trust, Series 2024-RRTL1, Class A2 <sup>(d)</sup> | 5.956% | 07/25/39 | 2000000 | 2005917 |
|  |  |  |  | 53497023 |
| **Second Lien - 1.8%** |  |  |  |  |
| Achieve Mortgage, Series 2024-HE2, Class A <sup>(d)</sup> | 5.350% | 10/25/39 | 2810398 | 2815043 |
| Achieve Mortgage, Series 2025-HE1, Class A <sup>(d)</sup> | 5.920% | 03/25/55 | 4389561 | 4441944 |
| HTAP Trust, Series 2024-1, Class A <sup>(d)</sup> | 7.000% | 04/25/37 | 5829802 | 5835160 |
| HTAP Trust, Series 2024-1, Class B <sup>(d)</sup> | 7.500% | 04/25/37 | 2630000 | 2579101 |
| HTAP Trust, Series 2024-2, Class A <sup>(d)</sup> | 6.500% | 04/25/42 | 9750422 | 9673004 |
| Point Securitization Trust, Series 2024-1, Class A1 <sup>(d)</sup> | 6.500% | 06/25/54 | 4242558 | 4241313 |
| Point Securitization Trust, Series 2025-1, Class A1 <sup>(d)</sup> | 6.250% | 06/25/55 | 2705887 | 2705453 |
| Point Securitization Trust, Series 2025-2, Class A1 <sup>(d)</sup> | 5.750% | 09/25/55 | 3639249 | 3585988 |
| Point Securitization Trust, Series 2026-1, Class A1 <sup>(d)</sup> | 5.250% | 02/25/56 | 6250000 | 6089875 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Second Lien - 1.8% (Continued)** |  |  |  |  |
| Splitero Trust, Series 2025-1, Class A1 <sup>(d)</sup> | 5.750% | 12/25/55 | $3125000 | $3069485 |
| Unlock HEA Trust, Series 2024-1, Class A <sup>(d)</sup> | 7.000% | 04/25/39 | 8033424 | 8006026 |
| Unlock HEA Trust, Series 2024-2, Class A <sup>(d)</sup> | 6.500% | 10/25/39 | 4289984 | 4278433 |
| Unlock HEA Trust, Series 2025-2, Class A <sup>(d)</sup> | 6.000% | 11/25/41 | 1718052 | 1701313 |
|  |  |  |  | 59022138 |
| **Single Family Rental - 0.7%** |  |  |  |  |
| Home Partners of America Trust, Series 2019-1, Class B <sup>(d)</sup> | 3.157% | 09/17/39 | 457309 | 447411 |
| Home Partners of America Trust, Series 2019-2, Class B <sup>(d)</sup> | 2.922% | 10/19/39 | 4579254 | 4468396 |
| Progress Residential Trust, Series 2024-SFR5, Class E1 <sup>(d)</sup> | 3.375% | 08/09/29 | 3000000 | 2768747 |
| Progress Residential Trust, Series 2021-SFR5, Class E1 <sup>(d)</sup> | 2.209% | 07/17/38 | 2500000 | 2480089 |
| Progress Residential Trust, Series 2021-SFR5, Class E2 <sup>(d)</sup> | 2.359% | 07/17/38 | 3600000 | 3571628 |
| Progress Residential Trust, Series 2024-SFR2, Class E1 <sup>(d)</sup> | 3.400% | 04/17/41 | 2000000 | 1881427 |
| Progress Residential Trust, Series 2025-SFR1, Class D <sup>(d)</sup> | 3.650% | 02/17/42 | 4500000 | 4215079 |
| Tricon American Homes, Series 2020-SFR1, Class A <sup>(d)</sup> | 1.499% | 07/17/38 | 1265335 | 1253727 |
|  |  |  |  | 21086504 |
| **Small Business - 0.7%** |  |  |  |  |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class A <sup>(d)</sup> | 5.490% | 09/10/31 | 4700000 | 4707544 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class C <sup>(d)</sup> | 7.150% | 09/10/31 | 5100000 | 5082436 |
| Kapitus Asset Securitization, LLC, Series 2024-4, Class C <sup>(d)</sup> | 7.150% | 09/10/31 | 350000 | 348795 |
| Newtek Alternative Loan Program, Series 2024-1, Class B <sup>(d)</sup> | 7.710% | 12/27/49 | 2454612 | 2483706 |
| Newtek Alternative Loan Program, Series 2026-1, Class A <sup>(d)</sup> | 5.720% | 06/26/51 | 2622838 | 2613803 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Small Business - 0.7% (Continued)** |  |  |  |  |
| Newtek Alternative Loan Program, Series 2026-1, Class B <sup>(d)</sup> | 7.180% | 06/26/51 | $1140364 | $1146016 |
| Newtek Small Business Loan Trust, Series 2022-1, Class B <br> (1\* SOFR + 375) <sup>(a)(d)</sup> | 7.000% | 10/25/49 | 596117 | 592187 |
| Newtek Small Business Loan Trust, Series 2023-1, Class B <br> (1\* Prime + 75) <sup>(a)(d)</sup> | 7.500% | 07/25/50 | 1656293 | 1652391 |
| OnDeck Asset Securitization Trust, Series 2024-2A, Class B <sup>(d)</sup> | 5.420% | 10/17/31 | 1300000 | 1288387 |
| RFS Asset Securitization II, LLC, Series 2024-1, Class C <sup>(d)</sup> | 8.349% | 07/15/31 | 2000000 | 2025348 |
|  |  |  |  | 21940613 |
| **Student Loan - 0.3%** |  |  |  |  |
| Ascent Career Funding Trust, Series 2024-1A, Class A <sup>(d)</sup> | 6.770% | 10/25/32 | 1333747 | 1341249 |
| Ascent Career Funding Trust, Series 2024-1A, Class B <sup>(d)</sup> | 9.730% | 10/25/32 | 2000000 | 2037273 |
| Bayview Opportunity Master Fund, Series 2025-EDU1, Class D <br> (1\* SOFR30A + 225) <sup>(a)(d)</sup> | 5.912% | 07/27/48 | 3508843 | 3499992 |
| College Ave Student Loans, Series 2018-A, Class B <sup>(d)</sup> | 4.750% | 12/26/47 | 33258 | 32822 |
| College Ave Student Loans, Series 2018-A, Class C <sup>(d)</sup> | 5.500% | 12/26/47 | 22892 | 22687 |
| College Ave Student Loans, Series 2019-A, Class C <sup>(d)</sup> | 4.460% | 12/28/48 | 95180 | 93231 |
| College Ave Student Loans, Series 2019-A, Class A1 <br> (1\* SOFR + 140) <sup>(a)(d)</sup> | 5.193% | 12/28/48 | 55524 | 55697 |
| College Ave Student Loans, Series 2021-A, Class B <sup>(d)</sup> | 2.320% | 07/25/51 | 266559 | 247251 |
| College Ave Student Loans, Series 2021-A, Class D <sup>(d)</sup> | 4.120% | 07/25/51 | 202461 | 192338 |
| Prodigy Finance, Series 2021-1A, Class A (1\* TSFR1M + 136) <sup>(a)(d)</sup> | 5.043% | 07/25/51 | 115422 | 115143 |
| SMB Private Education Loan Trust, Series 2018-C, Class B <sup>(d)</sup> | 4.000% | 11/17/42 | 200000 | 196157 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Student Loan - 0.3% (Continued)** |  |  |  |  |
| Social Professional Loan Program, Series 2020-A, Class BFX <sup>(d)</sup> | 3.120% | 05/15/46 | $425000 | $383891 |
| Social Professional Loan Program, Series 2018-D, Class BFX <sup>(d)</sup> | 4.140% | 02/25/48 | 500000 | 483126 |
| Social Professional Loan Program, Series 2019-B, Class BFX <sup>(d)</sup> | 3.730% | 08/17/48 | 750000 | 705425 |
| Social Professional Loan Program, Series 2019-C, Class BFX <sup>(d)</sup> | 3.050% | 11/16/48 | 1669000 | 1511749 |
|  |  |  |  | 10918031 |
| **Unsecured Consumer - 4.7%** |  |  |  |  |
| ACHV ABS Trust, Series 2023-3PL, Class D <sup>(d)</sup> | 8.360% | 08/19/30 | 1218497 | 1219756 |
| ACHV ABS Trust, Series 2024-3AL, Class D <sup>(d)</sup> | 6.750% | 12/26/31 | 2273936 | 2296013 |
| Affirm, Inc., Series 2025-X1, Class D <sup>(d)</sup> | 6.110% | 04/15/30 | 5750000 | 5775215 |
| AMCR ABS Trust, Series 2023-1, Class B <sup>(d)</sup> | 8.700% | 01/21/31 | 98248 | 98374 |
| AMCR ABS Trust, Series 2024-A, Class A <sup>(d)</sup> | 6.260% | 08/18/31 | 4830 | 4832 |
| AMCR ABS Trust, Series 2026-A, Class B <sup>(d)</sup> | 6.280% | 05/18/33 | 4800000 | 4799530 |
| Bankers Healthcare Group Securitization Trust, Series 2023-B, Class C <sup>(d)</sup> | 8.150% | 12/17/36 | 1000000 | 1029415 |
| Cherry Securitization Trust, Series 2024-1A, Class A <sup>(d)</sup> | 5.700% | 04/15/32 | 2750000 | 2761601 |
| Cherry Securitization Trust, Series 2025-1A, Class A <sup>(d)</sup> | 6.130% | 11/15/32 | 12400000 | 12521191 |
| Freedom Financial Trust, Series 2022-3FP, Class D <sup>(d)</sup> | 7.360% | 08/20/29 | 571359 | 572392 |
| Lendmark Funding Trust, Series 2020-2, Class B <sup>(d)</sup> | 3.540% | 04/21/31 | 1195000 | 1171622 |
| Lendmark Funding Trust, Series 2020-2A, Class C <sup>(d)</sup> | 4.690% | 04/21/31 | 550000 | 540334 |
| Lendmark Funding Trust, Series 2021-1A, Class C <sup>(d)</sup> | 3.410% | 11/20/31 | 750000 | 715843 |
| Lendmark Funding Trust, Series 2025-2A, Class D <sup>(d)</sup> | 5.980% | 10/20/34 | 7800000 | 7807050 |
| Mariner Finance Issuance Trust, Series 2021-AA, Class D <sup>(d)</sup> | 4.340% | 03/20/36 | 1000000 | 965478 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 4.7% (Continued)** |  |  |  |  |
| Mariner Finance Issuance Trust, Series 2024-AA, Class D <sup>(d)</sup> | 6.770% | 09/22/36 | $3250000 | $3303215 |
| Oportun Funding, LLC, Series 2024-3, Class C <sup>(d)</sup> | 6.250% | 08/15/29 | 1725000 | 1728868 |
| Oportun Funding, LLC, Series 2021-B, Class A <sup>(d)</sup> | 1.470% | 05/08/31 | 448471 | 440882 |
| Oportun Funding, LLC, Series 2021-B, Class C <sup>(d)</sup> | 3.650% | 05/08/31 | 1110486 | 1100613 |
| Oportun Funding, LLC, Series 2021-C, Class A <sup>(d)</sup> | 2.180% | 10/08/31 | 578462 | 570657 |
| Oportun Funding, LLC, Series 2021-C, Class B <sup>(d)</sup> | 2.670% | 10/08/31 | 959838 | 946390 |
| Oportun Funding, LLC, Series 2025-D, Class C <sup>(d)</sup> | 5.800% | 02/08/33 | 6000000 | 6005459 |
| Oportun Funding, LLC, Series 2025-D, Class D <sup>(d)</sup> | 6.970% | 02/08/33 | 9735000 | 9823939 |
| Oportun Funding, LLC, Series 2025-C, Class D <sup>(d)</sup> | 5.910% | 07/08/33 | 3300000 | 3290138 |
| Pagaya AI Debt Selection Trust, Series 2024-2, Class C <sup>(d)</sup> | 7.573% | 08/15/31 | 1413110 | 1414279 |
| Pagaya AI Debt Selection Trust, Series 2025-1, Class D <sup>(d)</sup> | 6.282% | 07/15/32 | 2815633 | 2820379 |
| Pagaya AI Debt Selection Trust, Series 2025-5, Class B <sup>(d)</sup> | 5.440% | 03/15/33 | 7774700 | 7786920 |
| Pagaya AI Debt Selection Trust, Series 2025-7, Class B <sup>(d)</sup> | 5.064% | 05/15/33 | 7998573 | 7951514 |
| Pagaya AI Debt Selection Trust, Series 2025-8, Class B <sup>(d)</sup> | 5.409% | 07/15/33 | 3800000 | 3786919 |
| Pagaya AI Debt Selection Trust, Series 2026-1, Class B <sup>(d)</sup> | 5.370% | 09/15/33 | 8650000 | 8627933 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class A <sup>(d)</sup> | 5.715% | 01/20/34 | 5500000 | 5519345 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class D <sup>(d)</sup> | 6.739% | 01/20/34 | 2500000 | 2512820 |
| RCKT Trust, Series 2025-1A, Class C <sup>(d)</sup> | 5.160% | 07/25/34 | 4050000 | 4051360 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 4.7% (Continued)** |  |  |  |  |
| RCKT Trust, Series 2025-1A, Class D <sup>(d)</sup> | 5.420% | 07/25/34 | $1850000 | $1845730 |
| Reach Financial, LLC, Series 2024-1A, Class B <sup>(d)</sup> | 6.290% | 02/18/31 | 1835987 | 1846510 |
| Reach Financial, LLC, Series 2024-1A, Class C <sup>(d)</sup> | 6.900% | 02/18/31 | 1150000 | 1171449 |
| Reach Financial, LLC, Series 2025-1A, Class B <sup>(d)</sup> | 5.340% | 08/16/32 | 4500000 | 4534103 |
| Reach Financial, LLC, Series 2025-1A, Class C <sup>(d)</sup> | 5.990% | 08/16/32 | 1800000 | 1821359 |
| Regional Management Issuance Trust, Series 2021-2, Class C <sup>(d)</sup> | 3.230% | 08/15/33 | 650000 | 611122 |
| Republic Finance Issuance Trust, Series 2024-A, Class C <sup>(d)</sup> | 8.350% | 08/20/32 | 1750000 | 1764012 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST2, Class NT <sup>(d)</sup> | 6.110% | 06/15/32 | 5818473 | 5862389 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B <sup>(d)</sup> | 5.254% | 09/15/32 | 5500000 | 5492330 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class C <sup>(d)</sup> | 5.923% | 09/15/32 | 10450000 | 10420696 |
| Upstart Structured Pass-Through Trust, Series 2022-2A, Class A <sup>(d)</sup> | 4.250% | 06/17/30 | 104625 | 104373 |
|  |  |  |  | 149434349 |
| **Total Securitized (Cost $1,958,804,629)** |  |  |  | $1946793665 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Treasury - 21.0%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| U.S. Treasury Inflation-Protected Notes | 0.125% | 04/15/26 | $6188650 | $6192595 |
| U.S. Treasury Notes | 2.250% | 08/15/27 | 2000000 | 1957813 |
| U.S. Treasury Notes | 0.500% | 10/31/27 | 11000000 | 10440117 |
| U.S. Treasury Notes | 1.250% | 09/30/28 | 30000000 | 28174219 |
| U.S. Treasury Notes <sup>(b)</sup> | 3.875% | 11/30/29 | 17600000 | 17595875 |
| U.S. Treasury Notes | 0.625% | 08/15/30 | 81000000 | 70343438 |
| U.S. Treasury STRIPS | 0.000% | 11/15/31 | 5000000 | 3983410 |

---

**Diamond Hill Core Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Treasury - 21.0% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| U.S. Treasury STRIPS | 0.000% | 02/15/33 | $2000000 | $1503836 |
| U.S. Treasury STRIPS | 0.000% | 05/15/33 | 2100000 | 1560466 |
| U.S. Treasury STRIPS | 0.000% | 08/15/33 | 7000000 | 5138610 |
| U.S. Treasury Notes <sup>(b)</sup> | 4.000% | 02/15/34 | 80000000 | 78912500 |
| U.S. Treasury STRIPS | 0.000% | 08/15/34 | 12000000 | 8379993 |
| U.S. Treasury STRIPS | 0.000% | 11/15/34 | 10000000 | 6896027 |
| U.S. Treasury STRIPS | 0.000% | 05/15/35 | 10000000 | 6725254 |
| U.S. Treasury STRIPS | 0.000% | 02/15/36 | 15000000 | 9698219 |
| U.S. Treasury STRIPS | 0.000% | 02/15/37 | 20000000 | 12227237 |
| U.S. Treasury STRIPS | 0.000% | 02/15/38 | 40000000 | 23092507 |
| U.S. Treasury STRIPS | 0.000% | 11/15/38 | 60000000 | 33149378 |
| U.S. Treasury Bonds | 1.125% | 08/15/40 | 60000000 | 37403906 |
| U.S. Treasury Bonds | 1.375% | 11/15/40 | 55000000 | 35427734 |
| U.S. Treasury STRIPS | 0.000% | 08/15/41 | 15000000 | 7011713 |
| U.S. Treasury Inflation-Protected Notes | 0.625% | 02/15/43 | 48002220 | 35347642 |
| U.S. Treasury STRIPS | 0.000% | 08/15/43 | 15000000 | 6212864 |
| U.S. Treasury STRIPS | 0.000% | 08/15/44 | 35000000 | 13678954 |
| U.S. Treasury Bonds | 2.250% | 08/15/46 | 60000000 | 39110156 |
| U.S. Treasury Bonds | 3.000% | 02/15/48 | 160000000 | 117987501 |
| U.S. Treasury Bonds | 1.250% | 05/15/50 | 20000000 | 9491406 |
| U.S. Treasury Bonds | 1.625% | 11/15/50 | 90000000 | 46958203 |
| **Total Treasury (Cost $701,946,463)** |  |  |  | $674601573 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 3.0%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(g)</sup> | 75977700 | $75977700 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(g)(h)</sup> | 18503588 | 18503588 |
| **Total Registered Investment Companies (Cost $94,481,288)** |  | $94481288 |
| **Total Investment Securities - 100.4% (Cost $3,269,046,340)** |  | $3228479720 |
| **Liabilities in Excess of Other Assets - (0.4)%** |  | (12462778) |
| **Net Assets - 100.0%** |  | $3216016942 |

---

<sup>(a)</sup> Variable rate security. The rate shown is the effective interest rate as of March 31, 2026. The benchmark on which the rate is calculated is shown parenthetically, if applicable. Certain variable rate securities are not based on a published rate and spread but are determined by the issuer or agent and may be based on index changes, prerepayment of underlying positions and/or other variables. These securities do not indicate a reference rate and spread in their description above.

<sup>(b)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $87,875,928.

<sup>(c)</sup> Percentage rounds to less than 0.1%.

<sup>(d)</sup> Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities have been deemed liquid under procedures approved by the Fund's Board of Trustees and may normally be sold to qualified institutional buyers in transactions exempt from registration. The total fair value of these securities as of March 31, 2026 was $1,030,178,087, representing 32.0% of net assets.

<sup>(e)</sup> Illiquid security as determined under procedures approved by the Board of Trustees. The total value of these securities as of March 31, 2026 was $6,325,141 representing 0.2% of net assets.

<sup>(f)</sup> Non-income producing security - security in default.

<sup>(g)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(h)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $71,769,963.

BV - Besloten Vennootschap

CV - Convertible Security

IO - Interest Only

NA - National Association

NV - Naamloze Vennootschap

plc - Public Limited Company

PO - Principal Only

Prime - Short-term interest rate in the banking system of the U.S.

REIT - Real Estate Investment Trust <br> SA - Societe Anonyme

SOFR - Secured Overnight Financing Rate

TSFR - CME Term SOFR

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 5.0%** | **Banking - 5.0%** | **Banking - 5.0%** | | |
| American Express Co. <sup>(a)</sup> | 5.085% | 01/30/31 | $25000 | $25423 |
| American Express Co. | 4.456% | 02/10/32 | 50000 | 49482 |
| Bank of America Corp. | 3.194% | 07/23/30 | 250000 | 239765 |
| Bank of America Corp. <sup>(a)</sup> | 2.687% | 04/22/32 | 150000 | 135933 |
| Bank of America Corp., Series N | 2.972% | 02/04/33 | 205000 | 185569 |
| Bank of New York Mellon Corp. (The), Series J | 5.316% | 06/06/36 | 125000 | 126746 |
| Bank OZK (1\* TSFR3M + 209) <sup>(a)</sup> | 2.750% | 10/01/31 | 100000 | 95680 |
| Capital One Financial Corp. <sup>(b)</sup> | 4.493% | 09/11/31 | 150000 | 147280 |
| Capital One Financial Corp. | 5.197% | 09/11/36 | 40000 | 38777 |
| Citigroup, Inc. | 1.462% | 06/09/27 | 100000 | 99424 |
| Citigroup, Inc. | 2.666% | 01/29/31 | 250000 | 231922 |
| Citigroup, Inc. | 2.561% | 05/01/32 | 50000 | 44727 |
| Citigroup, Inc. | 3.057% | 01/25/33 | 125000 | 113042 |
| Fifth Third Bancorp | 4.895% | 09/06/30 | 100000 | 100333 |
| Goldman Sachs Group, Inc. (The) | 4.692% | 10/23/30 | 200000 | 200157 |
| Goldman Sachs Group, Inc. (The) | 1.992% | 01/27/32 | 40000 | 35105 |
| Goldman Sachs Group, Inc. (The) <sup>(a)</sup> | 4.939% | 10/21/36 | 300000 | 290525 |
| Huntington Bancshares | 5.272% | 01/15/31 | 50000 | 50758 |
| JPMorgan Chase & Co. (1\* TSFR3M + 121) <sup>(a)</sup> | 3.509% | 01/23/29 | 80000 | 78707 |
| JPMorgan Chase & Co. | 4.603% | 10/22/30 | 250000 | 250533 |
| JPMorgan Chase & Co. <sup>(a)</sup> | 1.953% | 02/04/32 | 500000 | 440249 |
| KeyCorp | 4.789% | 06/01/33 | 100000 | 97721 |
| Morgan Stanley, Series I | 5.230% | 01/15/31 | 200000 | 203076 |
| Morgan Stanley, Series GMTN (1\* SOFR + 114) <sup>(a)</sup> | 2.699% | 01/22/31 | 375000 | 348196 |
| PNC Financial Services Group, Inc. (The) | 6.037% | 10/28/33 | 75000 | 79322 |
| Royal Bank of Canada | 4.522% | 10/18/28 | 50000 | 50055 |
| State Street Corp. | 2.623% | 02/07/33 | 100000 | 88992 |
| Toronto-Dominion Bank (The) | 4.861% | 01/31/28 | 75000 | 75604 |
| Truist Financial Corp., Series I <sup>(a)</sup> | 5.071% | 05/20/31 | 50000 | 50545 |
| Truist Financial Corp. | 4.597% | 01/27/32 | 75000 | 74201 |
| US Bancorp | 2.677% | 01/27/33 | 175000 | 155575 |
| Wells Fargo & Co. | 2.572% | 02/11/31 | 100000 | 92498 |
| Wells Fargo & Co. | 3.350% | 03/02/33 | 175000 | 160683 |
| Wells Fargo & Co. <sup>(a)</sup> | 5.211% | 12/03/35 | 100000 | 99558 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Banking - 5.0% (Continued)** |  |  |  |  |
| Western Alliance Bancorp <sup>(b)</sup> | 3.000% | 06/15/31 | $50000 | $47912 |
| Western Alliance Bank | 6.537% | 11/15/35 | 100000 | 97943 |
|  |  |  |  | 4702018 |
| **Basic Industry - 0.3%** |  |  |  |  |
| Chemours Co. <sup>(c)</sup> | 7.875% | 03/15/34 | 150000 | 149956 |
| FMC Corp. <sup>(b)</sup> | 6.375% | 05/18/53 | 50000 | 37673 |
| Magnera Corp. <sup>(c)</sup> | 4.750% | 11/15/29 | 50000 | 45138 |
|  |  |  |  | 232767 |
| **Brokerage Asset Managers Exchanges - 0.6%** |  |  |  |  |
| Blackstone Registered Finance Co., LLC | 4.300% | 11/03/30 | 50000 | 49214 |
| Citadel Finance, LLC <sup>(c)</sup> | 4.750% | 02/14/29 | 250000 | 244946 |
| Osaic Holdings, Inc. <sup>(c)</sup> | 6.750% | 08/01/32 | 75000 | 75009 |
| Osaic Holdings, Inc. <sup>(c)</sup> | 8.000% | 08/01/32 | 75000 | 74040 |
| StoneX Escrow Issuer, LLC <sup>(c)</sup> | 6.875% | 07/15/32 | 100000 | 101063 |
|  |  |  |  | 544272 |
| **Capital Goods - 0.8%** |  |  |  |  |
| Bluelinx Holdings, Inc. <sup>(b)(c)</sup> | 6.000% | 11/15/29 | 50000 | 48495 |
| Caterpillar, Inc. <sup>(b)</sup> | 5.200% | 05/15/35 | 50000 | 51221 |
| Cyprium Corp. / Cyprium Holdings <sup>(c)</sup> | 6.375% | 04/15/34 | 150000 | 145596 |
| Honeywell Aerospace, Inc. <sup>(c)</sup> | 4.600% | 03/16/33 | 150000 | 148279 |
| Johnson Controls International plc | 4.900% | 12/01/32 | 50000 | 50192 |
| L3 Harris Technologies, Inc. | 1.800% | 01/15/31 | 70000 | 61316 |
| RTX Corp. | 2.375% | 03/15/32 | 100000 | 88038 |
| Textron Financial Corp. (1\* TSFR3M + 200) <sup>(a)(c)</sup> | 5.649% | 02/15/42 | 125000 | 111945 |
| Waste Management, Inc. | 4.950% | 03/15/35 | 50000 | 50123 |
|  |  |  |  | 755205 |
| **Communications - 1.3%** |  |  |  |  |
| AT&T, Inc. | 2.550% | 12/01/33 | 225000 | 190403 |
| Comcast Corp. <sup>(b)</sup> | 1.950% | 01/15/31 | 25000 | 22179 |
| Deluxe Corp. <sup>(c)</sup> | 8.125% | 09/15/29 | 75000 | 77856 |
| HTA Group Ltd. <sup>(c)</sup> | 6.750% | 04/01/31 | 200000 | 197638 |
| Oak-Eagle Acquireco, Inc. <sup>(c)</sup> | 7.250% | 07/01/33 | 250000 | 259024 |
| Snap, Inc. <sup>(c)</sup> | 6.875% | 03/01/33 | 75000 | 70820 |
| Telus Corp. <sup>(a)</sup> | 7.000% | 10/15/55 | 100000 | 102085 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Communications - 1.3% (Continued)** |  |  |  |  |
| T-Mobile USA, Inc. <sup>(b)</sup> | 5.050% | 07/15/33 | $250000 | $251731 |
| Verizon Wireless | 5.000% | 01/15/36 | 75000 | 73447 |
|  |  |  |  | 1245183 |
| **Consumer Cyclical - 2.8%** |  |  |  |  |
| Advance Auto Parts, Inc. <sup>(b)(c)</sup> | 7.375% | 08/01/33 | 75000 | 75960 |
| Amazon.com, Inc. | 5.650% | 03/13/46 | 25000 | 24914 |
| American Honda Finance | 4.250% | 09/01/28 | 20000 | 19834 |
| Aptiv plc / Aptiv Global Financing DAC <sup>(a)</sup> | 6.875% | 12/15/54 | 200000 | 201864 |
| Bath & Body Works, Inc. | 6.875% | 11/01/35 | 70000 | 68857 |
| Champions Financing, Inc. <sup>(b)(c)</sup> | 8.750% | 02/15/29 | 100000 | 89683 |
| CVS Health Corp. <sup>(b)</sup> | 3.750% | 04/01/30 | 100000 | 96628 |
| Dollar Tree, Inc. | 4.200% | 05/15/28 | 100000 | 99325 |
| Dream Finders Home, Inc. <sup>(c)</sup> | 6.875% | 09/15/30 | 125000 | 119598 |
| Ford Motor Co., Class B | 3.250% | 02/12/32 | 85000 | 73827 |
| General Motors Co. <sup>(b)</sup> | 5.625% | 04/15/30 | 175000 | 179927 |
| General Motors Financial Co., Inc. <sup>(b)</sup> | 5.900% | 01/07/35 | 50000 | 50894 |
| Hyundai Capital America <sup>(c)</sup> | 5.400% | 06/24/31 | 100000 | 101736 |
| Hyundai Capital America, Series A <sup>(c)</sup> | 4.750% | 09/26/31 | 75000 | 74220 |
| K Hovnanian Enterprises, Inc. <sup>(c)</sup> | 8.000% | 04/01/31 | 100000 | 98868 |
| K Hovnanian Enterprises, Inc. <sup>(c)</sup> | 8.375% | 10/01/33 | 100000 | 98889 |
| Kingpin Intermediate Holdings, LLC <sup>(b)(c)</sup> | 7.250% | 10/15/32 | 75000 | 66268 |
| Lowe's Cos., Inc. <sup>(b)</sup> | 2.800% | 09/15/41 | 125000 | 88024 |
| Mohegan Tribal Gaming Authority / MS Digital <sup>(c)</sup> | 8.250% | 04/15/30 | 60000 | 61424 |
| Mohegan Tribal Gaming Authority / MS Digital <sup>(c)</sup> | 11.875% | 04/15/31 | 40000 | 41671 |
| New Flyer Holdings, Inc. <sup>(c)</sup> | 9.250% | 07/01/30 | 100000 | 106884 |
| Petco Health & Wellness <sup>(c)</sup> | 8.250% | 02/01/31 | 100000 | 99863 |
| Target Corp. <sup>(b)</sup> | 5.000% | 04/15/35 | 50000 | 50198 |
| Toyota Motor Credit Corp. | 4.650% | 09/03/32 | 20000 | 19852 |
| Toyota Motor Credit Corp. | 4.600% | 03/11/33 | 25000 | 24614 |
| Toyota Motor Credit Corp., Series B | 5.350% | 01/09/35 | 50000 | 51126 |
| Trinet Group, Inc. <sup>(c)</sup> | 3.500% | 03/01/29 | 75000 | 67986 |
| Under Armour, Inc. <sup>(b)(c)</sup> | 7.250% | 07/15/30 | 150000 | 151530 |
| VF Corp. | 6.450% | 11/01/37 | 100000 | 94855 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Consumer Cyclical - 2.8% (Continued)** |  |  |  |  |
| Victra Holdings, LLC <sup>(b)(c)</sup> | 8.750% | 09/15/29 | $100000 | $103786 |
| Wayfair, Inc. <sup>(c)</sup> | 6.750% | 11/15/32 | 125000 | 125949 |
|  |  |  |  | 2629054 |
| **Consumer Non-Cyclical - 1.4%** |  |  |  |  |
| Champ Acquisition Corp. <sup>(c)</sup> | 8.375% | 12/01/31 | 70000 | 73369 |
| Emergent BioSolutions, Inc. <sup>(c)</sup> | 3.875% | 08/15/28 | 50000 | 42189 |
| Global Medical Response, Inc. <sup>(c)</sup> | 7.375% | 10/01/32 | 100000 | 103844 |
| HCA, Inc. <sup>(b)</sup> | 4.300% | 11/15/30 | 50000 | 49174 |
| Industrial F&B Investments III, Inc. <sup>(c)</sup> | 7.750% | 02/11/33 | 100000 | 101035 |
| Kroger Co. (The) <sup>(b)</sup> | 1.700% | 01/15/31 | 50000 | 43688 |
| Land O Lakes Capital Trust I <sup>(c)</sup> | 7.450% | 03/15/28 | 50000 | 51096 |
| National Mentor Holdings, Inc. <sup>(b)(c)</sup> | 10.500% | 12/15/30 | 100000 | 103218 |
| Pfizer, Inc. | 7.200% | 03/15/39 | 50000 | 58448 |
| Phillip Morris International, Inc. | 5.375% | 02/15/33 | 125000 | 128468 |
| Post Holdings, Inc. <sup>(c)</sup> | 6.250% | 10/15/34 | 100000 | 97921 |
| Turning Point Brands, Inc. <sup>(c)</sup> | 7.625% | 03/15/32 | 100000 | 102340 |
| U.S. Acute Care Solutions, LLC <sup>(c)</sup> | 9.750% | 05/15/29 | 150000 | 144907 |
| Viking Baked Goods Acquisition Corp. <sup>(c)</sup> | 8.625% | 11/01/31 | 110000 | 108847 |
| Whirlpool Corp. | 6.500% | 06/15/33 | 100000 | 94743 |
|  |  |  |  | 1303287 |
| **Electric - 1.9%** |  |  |  |  |
| AES Corp. (The) | 6.950% | 07/15/55 | 100000 | 93298 |
| Algonquin Power & Utilities Corp., Series 2022-B <sup>(a)</sup> | 4.750% | 01/18/82 | 70000 | 68081 |
| Alpha Generation, LLC <sup>(c)</sup> | 6.250% | 01/15/34 | 100000 | 98234 |
| Dominion Energy South Carolina, Inc., Series A <sup>(b)</sup> | 5.300% | 01/15/35 | 50000 | 51067 |
| DTE Electric Co. <sup>(b)</sup> | 4.850% | 03/01/36 | 25000 | 24531 |
| Duke Energy Carolinas SC Storm Funding, LLC | 4.898% | 03/01/44 | 130000 | 128300 |
| Duke Energy Carolinas, LLC | 5.250% | 03/15/35 | 100000 | 101568 |
| Duke Energy Corp. <sup>(b)</sup> | 4.950% | 09/15/35 | 30000 | 29245 |
| Eversource Energy <sup>(a)(b)</sup> | 6.350% | 08/15/56 | 200000 | 197291 |
| Florida Power & Light Co. | 3.800% | 12/15/42 | 50000 | 40357 |
| NextEra Energy Operating Partners, LP <sup>(b)(c)</sup> | 7.250% | 01/15/29 | 75000 | 77187 |
| NYSEG Storm Funding, LLC, Series 2025-A | 4.713% | 05/01/31 | 122165 | 122962 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Electric - 1.9% (Continued)** |  |  |  |  |
| Public Service Electric & Gas Co. <sup>(b)</sup> | 4.900% | 08/15/35 | $90000 | $89305 |
| Puget Energy, Inc. <sup>(a)(c)</sup> | 7.250% | 09/15/56 | 150000 | 149367 |
| Swepco Storm Recovery Funding, LLC, Series 2024-A | 4.880% | 09/01/39 | 311036 | 310622 |
| Threelands Ltd. SARL <sup>(c)</sup> | 7.450% | 10/20/35 | 200000 | 202440 |
|  |  |  |  | 1783855 |
| **Energy - 2.0%** |  |  |  |  |
| Altagas Ltd. <sup>(a)(c)</sup> | 7.200% | 10/15/54 | 100000 | 101398 |
| BP Capital Markets America, Inc. <sup>(b)</sup> | 4.812% | 02/13/33 | 50000 | 50162 |
| Bristow Group, Inc. <sup>(c)</sup> | 6.750% | 02/01/33 | 100000 | 101074 |
| Calumet Specialty Products <sup>(c)</sup> | 9.750% | 02/15/31 | 100000 | 106236 |
| CHC Group, LLC <sup>(c)</sup> | 11.750% | 09/01/30 | 150000 | 145400 |
| Civitas Resources, Inc. <sup>(c)</sup> | 9.625% | 06/15/33 | 50000 | 55236 |
| Energy Transfer, LP | 5.600% | 09/01/34 | 150000 | 152875 |
| Excelerate Energy, LP <sup>(c)</sup> | 8.000% | 05/15/30 | 150000 | 156991 |
| Global Partners, LP / GLP Finance Corp. <sup>(c)</sup> | 7.125% | 07/01/33 | 100000 | 100816 |
| Helmerich & Payne, Inc. <sup>(b)</sup> | 4.650% | 12/01/27 | 50000 | 50049 |
| HF Sinclair Corp. | 5.750% | 01/15/31 | 100000 | 102175 |
| Hilcorp Energy I, LP / Hilcorp Finance Co. <sup>(b)(c)</sup> | 7.250% | 02/15/35 | 100000 | 99691 |
| MPLX, LP | 5.500% | 06/01/34 | 80000 | 80823 |
| Phillips 66 Co. <sup>(b)</sup> | 4.950% | 03/15/35 | 50000 | 49232 |
| SESI, LLC <sup>(c)</sup> | 7.875% | 09/30/30 | 200000 | 203942 |
| Shell Finance US, Inc. <sup>(b)</sup> | 4.750% | 01/06/36 | 125000 | 122886 |
| TransCanada Pipelines Ltd. | 7.000% | 06/01/65 | 75000 | 76137 |
| Transmontaigne Partners, LLC <sup>(c)</sup> | 8.500% | 06/15/30 | 75000 | 75821 |
| Valero Energy Corp. | 5.150% | 02/15/30 | 25000 | 25545 |
|  |  |  |  | 1856489 |
| **Finance Companies - 0.6%** |  |  |  |  |
| Atlanticus Holdings Corp. <sup>(b)(c)</sup> | 9.750% | 09/01/30 | 100000 | 89898 |
| Bread Financial Holdings, Inc. <sup>(c)</sup> | 6.750% | 05/15/31 | 50000 | 49612 |
| Bread Financial Holdings, Inc. <sup>(b)(c)</sup> | 8.375% | 06/15/35 | 50000 | 50554 |
| Freedom Mortgage Holdings, LLC <sup>(c)</sup> | 7.875% | 04/01/33 | 100000 | 93757 |
| LFS Topco, LLC <sup>(b)(c)</sup> | 8.750% | 07/15/30 | 100000 | 95544 |
| Provident Funding Associates, LP / PFG Finance Corp. <sup>(c)</sup> | 9.750% | 09/15/29 | 70000 | 71862 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Finance Companies - 0.6% (Continued)** |  |  |  |  |
| Stonebriar ABF, LLC <sup>(c)</sup> | 8.125% | 12/15/30 | $75000 | $77523 |
| TrueNoord Capital DAC <sup>(c)</sup> | 8.750% | 03/01/30 | 75000 | 76581 |
|  |  |  |  | 605331 |
| **Financial-Other - 0.3%** |  |  |  |  |
| Cipher Compue, LLC <sup>(c)</sup> | 7.125% | 11/15/30 | 75000 | 77702 |
| Icahn Enterprises, LP <sup>(c)</sup> | 10.000% | 11/15/29 | 100000 | 98515 |
| PPH Escrow Issuer, LLC <sup>(c)</sup> | 9.875% | 11/01/29 | 150000 | 144740 |
|  |  |  |  | 320957 |
| **Industrials-Other - 0.1%** |  |  |  |  |
| Brundage-Bone Concrete Pumping Holdings, Inc. <sup>(c)</sup> | 7.500% | 02/01/32 | 100000 | 101046 |
| **Insurance - 2.1%** |  |  |  |  |
| Acrisure, LLC <sup>(c)</sup> | 8.500% | 06/15/29 | 100000 | 99051 |
| Anthem, Inc. | 4.600% | 09/15/32 | 90000 | 88641 |
| Asurion, LLC <sup>(c)</sup> | 8.000% | 12/31/32 | 150000 | 155617 |
| Equitable Financial Life Global Funding <sup>(c)</sup> | 1.800% | 03/08/28 | 25000 | 23699 |
| Equitable Financial Life Global Funding <sup>(b)(c)</sup> | 5.000% | 03/27/30 | 25000 | 25198 |
| Jackson National Life Global Funding <sup>(c)</sup> | 4.550% | 09/09/30 | 20000 | 19593 |
| Lincoln Financial Global Funding <sup>(c)</sup> | 4.625% | 05/28/28 | 70000 | 70010 |
| Lincoln Financial Global Funding <sup>(c)</sup> | 4.625% | 08/18/30 | 40000 | 39580 |
| MassMutual Global Funding <sup>(c)</sup> | 5.150% | 05/30/29 | 200000 | 203858 |
| Met Life Global Funding I <sup>(c)</sup> | 5.050% | 01/08/34 | 150000 | 150771 |
| New York Life Global Funding <sup>(c)</sup> | 4.600% | 12/05/29 | 100000 | 100587 |
| Northwestern Mutual Global Funding, Series 2025-1 <sup>(c)</sup> | 4.960% | 01/13/30 | 100000 | 101245 |
| Northwestern Mutual Global Funding <sup>(c)</sup> | 4.300% | 01/13/31 | 25000 | 24648 |
| Northwestern Mutual Global Funding <sup>(b)(c)</sup> | 5.160% | 05/28/31 | 50000 | 51158 |
| Pacific Life Global Fund II <sup>(c)</sup> | 1.450% | 01/20/28 | 100000 | 95028 |
| Pricoa Global Funding I <sup>(c)</sup> | 5.350% | 05/28/35 | 150000 | 151384 |
| Principal Life Global Funding II, Series 50 <sup>(c)</sup> | 4.800% | 01/09/28 | 100000 | 100618 |
| Principal Life Global Funding II <sup>(c)</sup> | 4.450% | 01/13/31 | 25000 | 24658 |
| Protective Life Global Funding <sup>(c)</sup> | 4.772% | 12/09/29 | 150000 | 150482 |
| Protective Life Global Funding <sup>(c)</sup> | 5.432% | 01/14/32 | 150000 | 153606 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Insurance - 2.1% (Continued)** |  |  |  |  |
| UnitedHealth Group, Inc. | 5.000% | 04/15/34 | $100000 | $100078 |
|  |  |  |  | 1929510 |
| **Natural Gas - 0.1%** |  |  |  |  |
| Sempra Energy <sup>(a)(b)</sup> | 6.400% | 10/01/54 | 100000 | 99687 |
| **REITS - 0.3%** |  |  |  |  |
| CubeSmart LP | 3.000% | 02/15/30 | 150000 | 141426 |
| Extra Space Storage, LP | 5.700% | 04/01/28 | 50000 | 51053 |
| Realty Income Corp. | 4.750% | 04/15/33 | 50000 | 49321 |
|  |  |  |  | 241800 |
| **Technology - 1.9%** |  |  |  |  |
| Alphabet, Inc. | 5.300% | 05/15/65 | 10000 | 9256 |
| Alphabet, Inc. | 5.700% | 11/15/75 | 50000 | 48458 |
| APLD ComputeCo 2, LLC <sup>(c)</sup> | 6.750% | 03/15/31 | 150000 | 148908 |
| APLD ComputeCo, LLC <sup>(c)</sup> | 9.250% | 12/15/30 | 100000 | 103032 |
| Broadcom, Inc. <sup>(c)</sup> | 4.150% | 04/15/32 | 100000 | 96750 |
| Broadcom, Inc. | 4.800% | 02/15/36 | 55000 | 53621 |
| Capstone Borrower, Inc. <sup>(c)</sup> | 8.000% | 06/15/30 | 150000 | 143322 |
| Clarivate Science Holdings Corp. <sup>(c)</sup> | 4.875% | 07/01/29 | 75000 | 65076 |
| Crane Co. | 4.200% | 03/15/48 | 75000 | 45233 |
| Ellucian Holdings, Inc. <sup>(c)</sup> | 6.500% | 12/01/29 | 175000 | 170934 |
| Fair Isaac Corp. <sup>(c)</sup> | 6.250% | 09/15/34 | 200000 | 196707 |
| Oracle Corp. <sup>(b)</sup> | 2.300% | 03/25/28 | 100000 | 95256 |
| Oracle Corp. | 3.600% | 04/01/40 | 260000 | 188494 |
| Salesforce, Inc. | 4.500% | 03/15/28 | 225000 | 225058 |
| Shift4 Payments, LLC <sup>(c)</sup> | 6.750% | 08/15/32 | 100000 | 98335 |
| UKG, Inc. <sup>(c)</sup> | 6.875% | 02/01/31 | 100000 | 97732 |
|  |  |  |  | 1786172 |
| **Transportation - 0.4%** |  |  |  |  |
| Beacon Mobility Finance Corp. <sup>(c)</sup> | 7.250% | 08/01/30 | 175000 | 180769 |
| Norfolk Southern Corp. | 5.100% | 05/01/35 | 75000 | 75219 |
| Ryder System, Inc. | 4.900% | 12/01/29 | 50000 | 50551 |
| United Parcel Service, Inc. <sup>(b)</sup> | 5.250% | 05/14/35 | 25000 | 25549 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Credit - 21.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Transportation - 0.4% (Continued)** |  |  |  |  |
| Vistajet Malta / VM Holdings <sup>(b)(c)</sup> | 9.500% | 06/01/28 | $70000 | $68386 |
|  |  |  |  | 400474 |
| **Total Corporate Credit (Cost $20,534,914)** |  |  |  | $20537107 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 4.8%** | **ABS-Other - 4.8%** | **ABS-Other - 4.8%** | | |
| ACHD Trust, Series 2025-DS1, Class A <sup>(c)</sup> | 5.978% | 01/09/34 | $63132 | $63228 |
| AMDR ABS Trust, Series 2025-1A, Class A <sup>(c)</sup> | 6.378% | 12/19/33 | 44080 | 44199 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2023-1, Class A <sup>(c)</sup> | 5.520% | 02/22/55 | 77577 | 72206 |
| GoodLeap Sustainable Home Improvement Loan Trust, Series 2024-1, Class A <sup>(c)</sup> | 6.250% | 06/20/57 | 339226 | 326897 |
| Helios Issuer, LLC, Series 2019-AA, Class A <sup>(c)</sup> | 3.750% | 06/20/46 | 279114 | 255729 |
| Helios Issuer, LLC, Series 2020-4, Class A <sup>(c)</sup> | 2.980% | 06/20/47 | 295545 | 259486 |
| Hero Funding Trust, Series 2016-3A, Class A1 <sup>(c)</sup> | 3.080% | 09/20/42 | 136501 | 126481 |
| Hero Funding Trust, Series 2017-3A, Class A2 <sup>(c)</sup> | 3.950% | 09/20/48 | 17676 | 16494 |
| Loanpal Solar Loan Ltd., Series 2020-2GF, Class B <sup>(c)</sup> | 3.860% | 07/20/47 | 261531 | 189339 |
| Loanpal Solar Loan Ltd., Series 2020-3GS, Class B <sup>(c)</sup> | 3.450% | 12/20/47 | 266365 | 186170 |
| Luminace ABS-2022 Issuer, LLC, Series 2024-1, Class B <sup>(c)</sup> | 6.960% | 10/30/31 | 116306 | 111901 |
| Mosaic Solar Loans, LLC, Series 2017-2, Class B <sup>(c)</sup> | 4.770% | 06/22/43 | 120326 | 108497 |
| Mosaic Solar Loans, LLC, Series 2018-2GS, Class A <sup>(c)</sup> | 4.200% | 02/22/44 | 553093 | 516455 |
| Mosaic Solar Loans, LLC, Series 2022-2A, Class A <sup>(c)</sup> | 4.380% | 01/21/53 | 331760 | 307138 |
| Mosaic Solar Loans, LLC, Series 2023-1A, Class A <sup>(c)</sup> | 5.320% | 06/20/53 | 144812 | 133940 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **ABS-Other - 4.8% (Continued)** |  |  |  |  |
| Mosaic Solar Loans, LLC, Series 2023-3A, Class A <sup>(c)</sup> | 5.910% | 11/20/53 | $185277 | $179648 |
| OHS Issuer, LLC, Series 2026-1, Class A2 <sup>(c)</sup> | 5.750% | 01/15/61 | 299750 | 293881 |
| PowerPay Issuance Trust, Series 2025-1A, Class A <sup>(c)</sup> | 5.230% | 11/18/41 | 172731 | 172257 |
| Renew Financial, LLC, Series 2017-2, Class A <sup>(c)</sup> | 3.220% | 09/22/53 | 252450 | 229313 |
| Service Experts Issuer, Series 2025-1A, C lass B <sup>(c)</sup> | 7.620% | 01/20/37 | 400000 | 400370 |
| US Bank NA, Series 2025-SUP2, Class D (1\* SOFR30A + 220) <sup>(a)(c)</sup> | 5.862% | 09/25/32 | 205639 | 205829 |
| US Bank NA, Series 2025-SUP2, Class E (1\* SOFR30A + 370) <sup>(a)(c)</sup> | 7.362% | 09/25/32 | 287895 | 288522 |
|  |  |  |  | 4487980 |
| **Agency CMBS - 0.5%** |  |  |  |  |
| Farmer Mac Agricultural Real Estate, Series 2022-1, Class A <sup>(c)</sup> | 2.540% | 07/25/51 | 203933 | 165556 |
| Farmer Mac Agricultural Real Estate, Series 2025-1, Class A <sup>(c)</sup> | 5.220% | 08/01/55 | 280740 | 275051 |
|  |  |  |  | 440607 |
| **Agency MBS CMO - 27.2%** |  |  |  |  |
| FHLMC, Series 4109, Class HC | 2.500% | 09/15/32 | 191528 | 182247 |
| FHLMC, Series 4613, Class AF (1\* SOFR + 110) <sup>(a)</sup> | 4.873% | 11/15/37 | 168851 | 168347 |
| FHLMC, Series 3652, Class AP | 4.500% | 03/15/40 | 84501 | 84322 |
| FHLMC, Series 3746, Class KZ | 3.500% | 07/15/40 | 128546 | 119518 |
| FHLMC, Series 5228, Class JL | 2.500% | 10/25/41 | 500000 | 421826 |
| FHLMC, Series 4143, Class AV | 2.000% | 12/15/42 | 371445 | 300979 |
| FHLMC, Series 4141, Class PL | 2.500% | 12/15/42 | 110000 | 79094 |
| FHLMC, Series 4210, Class Z | 3.000% | 05/15/43 | 258741 | 216939 |
| FHLMC, Series 4274, Class EM | 4.000% | 11/15/43 | 400000 | 369081 |
| FHLMC, Series 4487, Class TL | 3.000% | 05/15/45 | 559000 | 509188 |
| FHLMC, Series 4710, Class JE | 2.750% | 06/15/47 | 182414 | 163259 |
| FHLMC, Series 5227, Class BA | 3.500% | 08/25/48 | 138999 | 132674 |
| FHLMC, Series 5147, Class PA | 1.000% | 10/25/48 | 560655 | 440572 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 27.2% (Continued)** |  |  |  |  |
| FHLMC, Series 4988, Class AK | 1.000% | 07/25/50 | $456446 | $356644 |
| FHLMC, Series 5129, Class GU | 1.000% | 08/25/50 | 582662 | 439930 |
| FHLMC, Series 5013, Class ME, Pool #5013 | 1.000% | 09/25/50 | 258046 | 198987 |
| FHLMC, Series 5013, Class MC, Pool #5013 | 1.500% | 09/25/50 | 184317 | 147395 |
| FHLMC, Series 5038, Class PJ | 0.750% | 10/25/50 | 483623 | 350871 |
| FHLMC, Series 5038, Class QP | 0.750% | 10/25/50 | 320258 | 231501 |
| FHLMC, Series 5035, Class ZA | 2.000% | 11/25/50 | 884506 | 493837 |
| FHLMC, Series 5050, Class UJ | 1.500% | 12/25/50 | 239328 | 132699 |
| FHLMC, Series 5169, Class YA | 2.000% | 09/25/51 | 274989 | 163902 |
| FHLMC, Series 5150, Class KD | 1.000% | 10/25/51 | 594511 | 476088 |
| FHLMC, Series 5156, Class GD | 2.000% | 10/25/51 | 575290 | 368477 |
| FHLMC, Series 5201, Class PY | 2.500% | 03/25/52 | 252513 | 192510 |
| FNMA, Series 2018-16, Class HW | 3.000% | 06/25/38 | 728000 | 647989 |
| FNMA, Series 2010-126, Class JU | 2.125% | 11/25/40 | 100872 | 95118 |
| FNMA, Series 2013-56, Class GZ | 4.500% | 08/25/41 | 533371 | 495730 |
| FNMA, Series 2012-42, Class PY | 3.500% | 11/25/41 | 100000 | 86354 |
| FNMA, Series 2012-56, Class WC | 3.500% | 05/25/42 | 102000 | 92189 |
| FNMA, Series 2012-152, Class TA | 2.500% | 09/25/42 | 352029 | 323359 |
| FNMA, Series 2012-110, Class CA | 3.000% | 10/25/42 | 378944 | 348027 |
| FNMA, Series 2013-9, Class KD | 2.500% | 12/25/42 | 305000 | 231325 |
| FNMA, Series 2013-13, Class YC | 2.500% | 01/25/43 | 145414 | 131678 |
| FNMA, Series 2013-4, Class PL | 2.000% | 02/25/43 | 367000 | 278269 |
| FNMA, Series 4292, Class PB | 3.500% | 01/15/44 | 420000 | 377388 |
| FNMA, Series 2024-20, Class ZQ | 4.000% | 10/25/45 | 431818 | 380973 |
| FNMA, Series 2016-31, Class TM | 3.000% | 12/25/45 | 330000 | 298769 |
| FNMA, Series 2016-83, Class UK | 2.500% | 11/25/46 | 354749 | 248165 |
| FNMA, Series 4767, Class VX | 4.000% | 08/14/47 | 303816 | 284443 |
| FNMA, Series 2019-37, Class CA | 3.000% | 10/25/47 | 119089 | 113993 |
| FNMA, Series 2018-55, Class GA | 3.375% | 08/25/48 | 370896 | 355154 |
| FNMA, Series 2009-50, Class HZ | 5.540% | 02/25/49 | 709731 | 715840 |
| FNMA, Series 2019-69, Class JB | 3.000% | 12/25/49 | 520330 | 401135 |
| FNMA, Series 2020-92, Class NB | 1.000% | 05/25/50 | 640900 | 485859 |
| FNMA, Series 2021-6, Class KU | 1.500% | 02/25/51 | 243399 | 139098 |
| FNMA, Series 2021-78, Class PA | 2.500% | 11/25/51 | 264297 | 232767 |
| GNMA, Series 2016-118, Class GZ | 3.000% | 02/16/40 | 285942 | 215558 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO - 27.2% (Continued)** |  |  |  |  |
| GNMA, Series 2023-81, Class AL | 4.500% | 08/20/40 | $575000 | $551364 |
| GNMA, Series 2012-74, Class LY | 2.500% | 06/20/42 | 260000 | 195278 |
| GNMA, Series 2013-4, Class ML | 2.500% | 10/16/42 | 366000 | 286898 |
| GNMA, Series 2019-151, Class GC | 1.750% | 12/20/42 | 133292 | 117823 |
| GNMA, Series 2013-165, Class LB | 4.000% | 03/20/43 | 260000 | 227222 |
| GNMA, Series 2014-118, Class ZD | 2.500% | 08/16/44 | 801281 | 713337 |
| GNMA, Series 2019-136, Class P | 1.500% | 10/20/45 | 301571 | 249429 |
| GNMA, Series 2017-179, Class NZ | 2.500% | 12/20/47 | 465011 | 319208 |
| GNMA, Series 2018-27, Class KY | 3.500% | 02/20/48 | 1608166 | 1324249 |
| GNMA, Series 2018-079, Class LM | 3.250% | 06/20/48 | 335000 | 302493 |
| GNMA, Series 2018-120, Class LH | 3.500% | 09/20/48 | 593318 | 456711 |
| GNMA, Series 2019-012, Class PY | 3.500% | 02/20/49 | 575480 | 518773 |
| GNMA, Series 2022-45, Class B | 2.500% | 05/20/50 | 179435 | 158637 |
| GNMA, Series 2020-95, Class EA | 1.500% | 07/20/50 | 1042459 | 822385 |
| GNMA, Series 2020-123, Class LA | 1.000% | 08/20/50 | 294598 | 143385 |
| GNMA, Series 2022-063, Class LM | 3.500% | 10/20/50 | 900000 | 755468 |
| GNMA, Series 2020-183, Class EB | 1.150% | 12/20/50 | 292527 | 127041 |
| GNMA, Series 2021-29, Class AG | 5.000% | 02/20/51 | 931407 | 918353 |
| GNMA, Series 2021-91, Class MF | 1.000% | 05/20/51 | 203879 | 156284 |
| GNMA, Series 2021-223, Class P | 2.000% | 06/20/51 | 523141 | 459010 |
| GNMA, Series 2021-116, Class CV | 1.500% | 07/20/51 | 1015212 | 589081 |
| GNMA, Series 2021-136, Class TC | 1.500% | 08/20/51 | 1061825 | 685458 |
| GNMA, Series 2021-136, Class TU | 1.500% | 08/20/51 | 324993 | 161953 |
| GNMA, Series 2022-64, Class MA | 2.500% | 11/20/51 | 807372 | 751534 |
| GNMA, Series 2023-13, Class HL | 5.000% | 01/20/53 | 244634 | 233339 |
| GNMA, Series 2025-71, Class NL | 5.000% | 04/20/55 | 620005 | 565579 |
|  |  |  |  | 25510359 |
| **Agency MBS CMO Derivatives - 1.2%** |  |  |  |  |
| FNMA, Series 2009-78, Class OS (IO) (-1\* SOFR30A + 685) <sup>(a)</sup> | 2.964% | 10/25/39 | 1409494 | 136561 |
| FNMA, Series 2013-56, Class SH (IO) (-1\* SOFR30A + 411) <sup>(a)</sup> | 0.224% | 06/25/43 | 201875 | 126394 |
| FNMA, Series 2013-105, Class KO (PO) | 0.000% | 10/25/43 | 395632 | 349803 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Agency MBS CMO Derivatives - 1.2% (Continued)** |  |  |  |  |
| GNMA, Series 2022-31, Class MS (IO) (-2.5\* SOFR30A + 900) <sup>(a)</sup> | 0.000% | 02/20/52 | $644257 | $494309 |
|  |  |  |  | 1107067 |
| **Agency MBS Passthrough - 1.9%** |  |  |  |  |
| FNMA, Pool #MA0633 | 5.000% | 01/01/41 | 219663 | 220513 |
| FNMA, Pool #BM6504 | 3.500% | 01/01/48 | 693334 | 646373 |
| GNMA, Pool #MA9367 | 8.000% | 12/20/53 | 164917 | 170124 |
| GNMA, Pool #DJ1126 | 7.000% | 04/20/65 | 747961 | 780301 |
|  |  |  |  | 1817311 |
| **Auto Loan - 2.9%** |  |  |  |  |
| ACM Auto Trust, Series 2025-1A, Class B <sup>(c)</sup> | 7.870% | 11/20/31 | 200000 | 201533 |
| ACM Auto Trust, Series 2025-2A, Class B <sup>(c)</sup> | 7.250% | 02/20/32 | 100000 | 100451 |
| ACM Auto Trust, Series 2025-3A, Class B <sup>(c)</sup> | 6.080% | 07/20/32 | 100000 | 99477 |
| AgoraCapital Auto Securities Trust, Series 2025-1A, Class B <sup>(c)</sup> | 7.270% | 11/25/32 | 150000 | 151122 |
| First Help Financial, LLC, Series 2023-1A, Class B <sup>(c)</sup> | 6.770% | 05/15/29 | 225000 | 226411 |
| Flagship Credit Auto Trust, Series 2023-1, Class C <sup>(c)</sup> | 5.430% | 05/15/29 | 150000 | 150252 |
| Huntington National Bank (The), Series 2025-2, Class B1 <sup>(c)</sup> | 4.835% | 09/20/33 | 160069 | 160342 |
| Lendbuzz Securitization Trust, Series 2023-2A, Class A2 <sup>(c)</sup> | 7.090% | 10/16/28 | 155088 | 156743 |
| Lendbuzz Securitization Trust, Series 2025-2A, Class A2 <sup>(c)</sup> | 5.180% | 05/15/30 | 342607 | 343811 |
| Lendbuzz Securitization Trust, Series 2026-1A, Class D <sup>(c)</sup> | 6.860% | 02/15/33 | 227349 | 229000 |
| Merchants Fleet Funding, LLC, Series 2025-1A, Class D <sup>(c)</sup> | 5.760% | 01/20/39 | 175000 | 174929 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2024-3A, Class C <sup>(c)</sup> | 6.460% | 03/25/33 | 108734 | 109323 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-1A, Class C <sup>(c)</sup> | 6.675% | 06/27/33 | 100000 | 100642 |
| Research-Driven Pagaya Motor Asset Trust I, Series 2025-5A, Class D <sup>(c)</sup> | 6.012% | 06/26/34 | 225000 | 224777 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Auto Loan - 2.9% (Continued)** |  |  |  |  |
| Research-Driven Pagaya Motor Asset Trust I, Series 26-R1A, Class D <sup>(c)</sup> | 7.720% | 07/25/35 | $200000 | $196666 |
| Veros Auto Receivables Trust, Series 2026-1, Class C <sup>(c)</sup> | 5.220% | 07/15/31 | 150000 | 150246 |
|  |  |  |  | 2775725 |
| **CRE/CLO - 0.9%** |  |  |  |  |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class B (1\* TSFR1M + 319) <sup>(a)(c)</sup> | 6.862% | 01/18/41 | 100000 | 100006 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2025-BTR1, Class C (1\* TSFR1M + 369) <sup>(a)(c)</sup> | 7.362% | 01/18/41 | 100000 | 100006 |
| Arbor Realty Commercial Real Estate Notes, Series 2025-FL1, Class C<br> (1\* TSFR1M + 269) <sup>(a)(c)</sup> | 6.368% | 08/20/42 | 100000 | 99922 |
| BXMT Ltd., Series 2020-FL2, Class AS (1\* TSFR1M + 151) <sup>(a)(c)</sup> | 5.193% | 02/15/38 | 200000 | 199646 |
| BXMT Ltd., Series 2020-FL2, Class D (1\* TSFR1M + 206) <sup>(a)(c)</sup> | 5.743% | 02/15/38 | 100000 | 98510 |
| BXMT Ltd., Series 2021-FL4, Class D (1\* TSFR1M + 236) <sup>(a)(c)</sup> | 6.037% | 05/15/38 | 100000 | 96473 |
| BXMT Ltd., Series 2021-FL4, Class A (1\* TSFR1M + 116) <sup>(a)(c)</sup> | 4.837% | 05/17/38 | 166305 | 166218 |
|  |  |  |  | 860781 |
| **Credit Cards - 0.1%** |  |  |  |  |
| Genesis Sales Finance Master Trust, Series 2024-B, Class D <sup>(c)</sup> | 7.040% | 12/20/32 | 150000 | 148246 |
| **Equipment - 0.2%** |  |  |  |  |
| NMEF Funding, LLC, Series 2022-B, Class C <sup>(c)</sup> | 8.540% | 06/15/29 | 220000 | 222533 |
| **HECM - 4.0%** |  |  |  |  |
| Brean Asset Backed Securities Trust, Series 2025-RM10, Class A2 <sup>(c)</sup> | 5.000% | 01/25/65 | 100000 | 97011 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **HECM - 4.0% (Continued)** |  |  |  |  |
| Brean Asset Backed Securities Trust, Series 2025-RM12, Class M3 <sup>(c)</sup> | 4.500% | 07/25/65 | $128719 | $105608 |
| Brean Asset Backed Securities Trust, Series 2025-RM13, Class M3 <sup>(c)</sup> | 4.250% | 10/25/65 | 203615 | 166861 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M2 <sup>(c)</sup> | 4.250% | 01/25/66 | 201490 | 168042 |
| Brean Asset Backed Securities Trust, Series 2026-RM14, Class M3 <sup>(c)</sup> | 4.250% | 01/25/66 | 251863 | 202889 |
| Brean Asset Backed Securities Trust, Series 2023-RM7, Class A2 <sup>(c)</sup> | 4.500% | 03/25/78 | 180000 | 174395 |
| Cascade Funding Mortgage Trust, Series 2023-HB12, Class M1 <sup>(c)</sup> | 4.250% | 04/25/33 | 250000 | 248202 |
| Cascade Funding Mortgage Trust, Series 2022-AB2, Class M3 <sup>(c)</sup> | 2.000% | 02/25/52 | 271375 | 260312 |
| MOO Securitization Trust, Series 2026-RM1, Class M3 <sup>(a)(c)</sup> | 4.500% | 03/25/66 | 100000 | 83162 |
| Ocwen Loan Investment Trust, Series 2023-HB1, Class M1 <sup>(c)</sup> | 3.000% | 06/25/36 | 250000 | 248802 |
| Ocwen Loan Investment Trust, Series 2023-HB1, Class M2 <sup>(c)</sup> | 3.000% | 06/25/36 | 300000 | 298357 |
| Ocwen Loan Investment Trust, Series 2025-HB2, Class M3 <sup>(c)</sup> | 3.000% | 11/25/38 | 275000 | 250997 |
| RMF Buyout Issuance Trust, Series 2020-HB1, Class AB <sup>(c)</sup> | 1.744% | 10/25/50 | 175224 | 163810 |
| RMF Proprietary Issuance Trust, Series 2021-2, Class A <sup>(c)</sup> | 2.125% | 09/25/61 | 379620 | 361675 |
| RMF Proprietary Issuance Trust, Series 2022-2, Class A <sup>(c)</sup> | 3.750% | 06/25/62 | 455534 | 432013 |
| RMF Proprietary Issuance Trust, Series 2022-3, Class M3 <sup>(c)</sup> | 4.000% | 08/25/62 | 150000 | 136879 |
| RMF Proprietary Issuance Trust II, Series 2022-1, Class M1 <sup>(c)</sup> | 3.000% | 01/25/62 | 400000 | 374880 |
|  |  |  |  | 3773895 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Hospitality - 0.3%** | **Hospitality - 0.3%** | **Hospitality - 0.3%** | | |
| BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class B <br> (1\* TSFR1M + 255) <sup>(a)(c)</sup> | 6.224% | 08/15/42 | $100000 | $100001 |
| BX Trust, Series 2026-CSMO, Class A (1\* TSFR1M + 140) <sup>(a)(c)</sup> | 5.060% | 02/15/42 | 100000 | 100000 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class D <br> (1\* TSFR1M + 285) <sup>(a)(c)</sup> | 6.523% | 03/15/42 | 100000 | 99750 |
|  |  |  |  | 299751 |
| **Industrial - 0.4%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2025-VLT6, Class D <br> (1\* TSFR1M + 259) <sup>(a)(c)</sup> | 6.264% | 03/15/30 | 100000 | 98875 |
| BX Trust, Series VOLT-2025, Class A (1\* SOFR30A + 2) <sup>(a)(c)</sup> | 5.700% | 12/15/44 | 300000 | 299062 |
|  |  |  |  | 397937 |
| **Laboratory - 2.6%** |  |  |  |  |
| BX Commercial Mortgage Trust, Series 2024-BIO2, Class D <sup>(a)(c)</sup> | 7.713% | 08/13/41 | 210000 | 202656 |
| Commercial Mortgage Trust, Series 2020-CX, Class B <sup>(c)</sup> | 2.446% | 11/10/46 | 550000 | 454604 |
| Life Financial Services Trust, Series 2021-BMR, Class D <br> (1\* TSFR1M + 151) <sup>(a)(c)</sup> | 5.187% | 03/15/38 | 280000 | 260400 |
| Life Financial Services Trust, Series 2021-BMR, Class E <br> (1\* TSFR1M + 186) <sup>(a)(c)</sup> | 5.537% | 03/15/38 | 350000 | 316750 |
| Life Financial Services Trust, Series 2021-BMR, Class F <br> (1\* TSFR1M + 246) <sup>(a)(c)</sup> | 6.137% | 03/15/38 | 192500 | 169920 |
| Life Financial Services Trust, Series 2022-BMR2, Class A1 <br> (1\* TSFR1M + 130) <sup>(a)(c)</sup> | 4.968% | 05/15/39 | 250000 | 241250 |
| Life Financial Services Trust, Series 2022-BMR2, Class B <br> (1\* TSFR1M + 179) <sup>(a)(c)</sup> | 5.466% | 05/15/39 | 250000 | 229375 |
| Life Financial Services Trust, Series 2022-BMR2, Class C <br> (1\* TSFR1M + 209) <sup>(a)(c)</sup> | 5.766% | 05/15/39 | 350000 | 311500 |
| VLS Commercial Mortgage Trust, Series 2020-LAB, Class A <sup>(c)</sup> | 2.130% | 10/10/42 | 300000 | 255586 |
|  |  |  |  | 2442041 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Multifamily - 1.6%** | **Multifamily - 1.6%** | **Multifamily - 1.6%** | | |
| BX Commercial Mortgage Trust, Series 2024-AIRC, Class D <br> (1\* TSFR1M + 309) <sup>(a)(c)</sup> | 6.762% | 08/15/39 | $260175 | $260175 |
| MultiFamily Connecticut Avenue, Series 2025-01, Class M1 <br> (1\* SOFR30A + 240) <sup>(a)(c)</sup> | 6.062% | 05/25/55 | 199848 | 202799 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN2, Class M2 <br> (1\* SOFR30A + 335) <sup>(a)(c)</sup> | 7.212% | 07/25/41 | 282967 | 282967 |
| MultiFamily Structured Credit Risk Notes, Series 2024-MN9, Class M1 <br> (1\* SOFR30A + 245) <sup>(a)(c)</sup> | 6.112% | 10/25/44 | 190056 | 191622 |
| MultiFamily Structured Credit Risk Notes, Series 2025-MN10, Class M-1 <br> (1\* SOFR30A + 205) <sup>(a)(c)</sup> | 5.712% | 02/25/45 | 247360 | 245189 |
| MultiFamily Structured Credit Risk Notes, Series 2021-MN1, Class M-1 <br> (1\* SOFR + 200) <sup>(a)(c)</sup> | 5.662% | 01/25/51 | 14324 | 14298 |
| MultiFamily Structured Credit Risk Notes, Series 2022-MN4, Class M2 <br> (1\* SOFR30A + 650) <sup>(a)(c)</sup> | 10.162% | 05/25/52 | 250000 | 274786 |
|  |  |  |  | 1471836 |
| **Non-Agency MBS 2.0 - 0.7%** |  |  |  |  |
| JP Morgan Mortgage Trust, Series 2018-3, Class B5 <sup>(c)</sup> | 3.698% | 09/25/48 | 397440 | 271306 |
| Redwood Funding Trust, Series 2025-2, Class A <sup>(c)</sup> | 7.112% | 05/27/55 | 80914 | 80917 |
| Redwood Funding Trust, Series 2025-3, Class B <sup>(c)</sup> | 7.749% | 12/27/56 | 275000 | 276172 |
|  |  |  |  | 628395 |
| **Non-Performing Loan - 0.1%** |  |  |  |  |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL2, Class A1 <sup>(c)</sup> | 7.774% | 05/25/30 | 105993 | 106794 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Non-QM - 0.2%** | **Non-QM - 0.2%** | **Non-QM - 0.2%** | | |
| COLT Funding, LLC, Series 2024-7, Class A1 <sup>(c)</sup> | 5.538% | 12/26/69 | $185586 | $186179 |
| **Office - 1.3%** |  |  |  |  |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class A <sup>(c)</sup> | 2.627% | 01/15/32 | 100000 | 90769 |
| Banc of America Merrill Lynch Commercial Mortgage, Series 2020-BOC, Class D <sup>(c)(d)</sup> | 3.289% | 01/15/32 | 100000 | 59000 |
| COLEM Mortgage Trust, Series 2022-HLNE, Class B <sup>(c)</sup> | 2.461% | 04/12/42 | 100000 | 93072 |
| Drop Mortgage Trust, Series 2021-FILE, Class A (1\* TSFR1M + 126) <sup>(a)(c)</sup> | 4.937% | 10/15/43 | 450000 | 447750 |
| NYT Mortgage Trust, Series 2019-NYT, Class C (1\* TSFR1M + 200) <sup>(a)(c)</sup> | 5.420% | 12/15/35 | 100000 | 96750 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class B <sup>(c)</sup> | 6.013% | 09/15/40 | 200000 | 197605 |
| Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class D <sup>(c)</sup> | 8.623% | 09/15/40 | 200000 | 198299 |
|  |  |  |  | 1183245 |
| **Residential Transition Loan - 1.6%** |  |  |  |  |
| Colony American Finance Ltd., Series 2026-R1, Class A1 <sup>(c)</sup> | 6.773% | 03/25/36 | 175000 | 174801 |
| Colony American Finance Ltd., Series 2026-R1, Class A2 <sup>(c)</sup> | 10.054% | 03/25/36 | 100000 | 99803 |
| Easy STG Mortgage Loan Trust, Series 2025-RTL1, Class A2 <sup>(c)</sup> | 8.299% | 05/25/40 | 150000 | 151496 |
| Fidelis Mortgage Trust, Series 25-RTL1, Class A-2 <sup>(c)</sup> | 6.220% | 02/27/40 | 100000 | 100765 |
| LHOME Mortgage Trust, Series 2024-RTL3, Class A2 <sup>(c)</sup> | 6.894% | 05/25/29 | 500000 | 502233 |
| LHOME Mortgage Trust, Series 2025-RTL1, Class A2 <sup>(c)</sup> | 5.952% | 01/25/40 | 100000 | 100308 |
| LHOME Mortgage Trust, Series 2025-RTL2, Class A1 <sup>(c)</sup> | 5.612% | 04/25/40 | 300000 | 300948 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Residential Transition Loan - 1.6% (Continued)** |  |  |  |  |
| ROC Mortgage Trust, Series 2025-RTL1, Class A2 <sup>(c)</sup> | 6.114% | 02/25/40 | $100000 | $100430 |
|  |  |  |  | 1530784 |
| **Second Lien - 1.9%** |  |  |  |  |
| Achieve Mortgage, Series 2025-HE1, Class A <sup>(c)</sup> | 5.920% | 03/25/55 | 79810 | 80763 |
| HTAP Trust, Series 2024-1, Class A <sup>(c)</sup> | 7.000% | 04/25/37 | 183616 | 183785 |
| HTAP Trust, Series 2024-2, Class A <sup>(c)</sup> | 6.500% | 04/25/42 | 173341 | 171965 |
| Point Securitization Trust, Series 2025-1, Class A1 <sup>(c)</sup> | 6.250% | 06/25/55 | 93306 | 93291 |
| Point Securitization Trust, Series 2025-2, Class A1 <sup>(c)</sup> | 5.750% | 09/25/55 | 249948 | 246290 |
| Splitero Trust, Series 2025-1, Class A1 <sup>(c)</sup> | 5.750% | 12/25/55 | 250000 | 245559 |
| Unlock HEA Trust, Series 2025-1, Class A <sup>(c)</sup> | 6.750% | 07/25/41 | 94701 | 94984 |
| Unlock HEA Trust, Series 2025-2, Class C <sup>(c)</sup> | 6.000% | 11/25/41 | 150000 | 115660 |
| Unlock HEA Trust, Series 2025-2, Class A <sup>(c)</sup> | 6.000% | 11/25/41 | 98174 | 97218 |
| Vista Point Securitization Trust, Series 2024-CES3, Class A1 <sup>(c)</sup> | 5.679% | 01/25/55 | 72854 | 73088 |
| Vista Point Securitization Trust, Series 2024-CES3, Class A2 <sup>(c)</sup> | 5.995% | 01/25/55 | 400000 | 403374 |
|  |  |  |  | 1805977 |
| **Single Family Rental - 0.2%** |  |  |  |  |
| Home Partners of America Trust, Series 2021-3, Class A <sup>(c)</sup> | 2.200% | 01/17/41 | 158005 | 148372 |
| **Small Business - 0.9%** |  |  |  |  |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class A <sup>(c)</sup> | 5.490% | 09/10/31 | 150000 | 150241 |
| Kapitus Asset Securitization, LLC, Series 2024-4R, Class C <sup>(c)</sup> | 7.150% | 09/10/31 | 200000 | 199311 |
| Kapitus Asset Securitization, LLC, Series 2025-1A, Class C <sup>(c)</sup> | 7.400% | 04/10/32 | 225000 | 224002 |
| Newtek Alternative Loan Program, Series 2026-1, Class A <sup>(c)</sup> | 5.720% | 06/26/51 | 136844 | 136372 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Small Business - 0.9% (Continued)** |  |  |  |  |
| Newtek Alternative Loan Program, Series 2026-1, Class B <sup>(c)</sup> | 7.180% | 06/26/51 | $136844 | $137522 |
|  |  |  |  | 847448 |
| **Student Loan - 0.8%** |  |  |  |  |
| Bayview Opportunity Master Fund, Series 2025-EDU1, Class D <br> (1\* SOFR30A + 225) <sup>(a)(c)</sup> | 5.912% | 07/27/48 | 208860 | 208333 |
| College Ave Student Loans, Series 2018-A, Class B <sup>(c)</sup> | 4.750% | 12/26/47 | 130657 | 128942 |
| Social Professional Loan Program, Series 2019-B, Class BFX <sup>(c)</sup> | 3.730% | 08/17/48 | 400000 | 376227 |
|  |  |  |  | 713502 |
| **Unsecured Consumer - 4.2%** |  |  |  |  |
| ACHV ABS Trust, Series 2024-1PL, Class D <sup>(c)</sup> | 7.290% | 04/25/31 | 122796 | 124071 |
| ACHV ABS Trust, Series 2024-3AL, Class D <sup>(c)</sup> | 6.750% | 12/26/31 | 62300 | 62904 |
| Affirm, Inc., Series 2025-X1, Class D <sup>(c)</sup> | 6.110% | 04/15/30 | 250000 | 251096 |
| AMCR ABS Trust, Series 2023-1, Class B <sup>(c)</sup> | 8.700% | 01/21/31 | 3070 | 3074 |
| AMCR ABS Trust, Series 2024-A, Class A <sup>(c)</sup> | 6.260% | 08/18/31 | 966 | 966 |
| AMCR ABS Trust, Series 2026-A, Class B <sup>(c)</sup> | 6.280% | 05/18/33 | 100000 | 99990 |
| Cherry Securitization Trust, Series 2025-1A, Class A <sup>(c)</sup> | 6.130% | 11/15/32 | 200000 | 201955 |
| Oportun Funding, LLC, Series 2024-3, Class C <sup>(c)</sup> | 6.250% | 08/15/29 | 125000 | 125280 |
| Oportun Funding, LLC, Series 2021-C, Class C <sup>(c)</sup> | 3.610% | 10/08/31 | 38394 | 37964 |
| Oportun Funding, LLC, Series 2025-D, Class D <sup>(c)</sup> | 6.970% | 02/08/33 | 340000 | 343106 |
| Oportun Funding, LLC, Series 2025-C, Class D <sup>(c)</sup> | 5.910% | 07/08/33 | 200000 | 199402 |
| Pagaya AI Debt Selection Trust, Series 2025-1, Class D <sup>(c)</sup> | 6.282% | 07/15/32 | 59907 | 60008 |
| Pagaya AI Debt Selection Trust, Series 2024-11, Class D <sup>(c)</sup> | 6.307% | 07/15/32 | 80728 | 81144 |
| Pagaya AI Debt Selection Trust, Series 2025-6, Class B <sup>(c)</sup> | 4.883% | 04/15/33 | 349968 | 347383 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Securitized - 60.5% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| **Unsecured Consumer - 4.2% (Continued)** |  |  |  |  |
| Pagaya AI Debt Selection Trust, Series 2025-8, Class B <sup>(c)</sup> | 5.409% | 07/15/33 | $100000 | $99656 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class A <sup>(c)</sup> | 5.715% | 01/20/34 | 100000 | 100352 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class D <sup>(c)</sup> | 6.739% | 01/20/34 | 150000 | 150769 |
| Pagaya Point of Sale Holdings, Series 2025-1, Class E <sup>(c)</sup> | 11.276% | 01/20/34 | 100000 | 102075 |
| Pagaya Point of Sale Holdings Grantor Trust, Series 2025-2, Class F <sup>(c)</sup> | 12.000% | 07/20/33 | 300000 | 283298 |
| Reach Financial, LLC, Series 2025-1A, Class B <sup>(c)</sup> | 5.340% | 08/16/32 | 200000 | 201516 |
| Reach Financial, LLC, Series 2025-1A, Class C <sup>(c)</sup> | 5.990% | 08/16/32 | 100000 | 101187 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST2, Class NT <sup>(c)</sup> | 6.110% | 06/15/32 | 129299 | 130275 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B <sup>(c)</sup> | 5.254% | 09/15/32 | 200000 | 199721 |
| Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class C <sup>(c)</sup> | 5.923% | 09/15/32 | 300000 | 299159 |
| Upgrade Receivables Trust, Series 2024-1A, Class C <sup>(c)</sup> | 6.470% | 01/15/31 | 100000 | 100425 |
| Upstart Securitization Trust, Series 2025-3, Class C <sup>(c)</sup> | 5.430% | 09/20/35 | 225000 | 223920 |
|  |  |  |  | 3930696 |
| **Total Securitized (Cost $56,039,832)** |  |  |  | $56837461 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Treasury - 15.9%** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| U.S. Treasury Notes | 0.625% | 08/15/30 | $2075000 | $1802008 |
| U.S. Treasury STRIPS | 0.000% | 08/15/33 | 100000 | 73409 |
| U.S. Treasury Notes <sup>(b)</sup> | 4.000% | 02/15/34 | 4400000 | 4340188 |
| U.S. Treasury STRIPS | 0.000% | 08/15/34 | 150000 | 104750 |

---

**Diamond Hill Core Plus Bond Fund**

**Schedule of Investments (Continued)**

**March 31, 2026 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Treasury - 15.9% (Continued)** | **Coupon** | **Maturity** | **Shares / Par Value** | **Fair Value** |
| U.S. Treasury STRIPS | 0.000% | 02/15/36 | $250000 | $161637 |
| U.S. Treasury STRIPS | 0.000% | 02/15/37 | 250000 | 152840 |
| U.S. Treasury STRIPS | 0.000% | 02/15/38 | 1000000 | 577313 |
| U.S. Treasury STRIPS | 0.000% | 11/15/38 | 300000 | 165747 |
| U.S. Treasury Bonds | 1.125% | 08/15/40 | 1000000 | 623398 |
| U.S. Treasury Bonds | 1.375% | 11/15/40 | 850000 | 547520 |
| U.S. Treasury STRIPS | 0.000% | 08/15/41 | 200000 | 93490 |
| U.S. Treasury Inflation-Protected Notes | 0.625% | 02/15/43 | 494141 | 363873 |
| U.S. Treasury STRIPS | 0.000% | 08/15/43 | 300000 | 124257 |
| U.S. Treasury Bonds | 2.250% | 08/15/46 | 1000000 | 651836 |
| U.S. Treasury Bonds | 3.000% | 02/15/48 | 5700000 | 4203305 |
| U.S. Treasury Bonds | 1.250% | 05/15/50 | 400000 | 189828 |
| U.S. Treasury Bonds | 1.625% | 11/15/50 | 1500000 | 782637 |
| **Total Treasury (Cost $15,187,114)** |  |  |  | $14958036 |

---

---

| | | |
|:---|:---|:---|
| **Registered Investment Companies - 3.0%** | **Shares** | **Fair Value** |
| State Street Institutional US Government Money Market Fund - Premier Class, 3.60% <sup>(e)</sup> | 593188 | $593188 |
| State Street Navigator Securities Lending Portfolio I, 3.39% <sup>(e)(f)</sup> | 2256128 | 2256128 |
| **Total Registered Investment Companies (Cost $2,849,316)** |  | $2849316 |
| **Total Investment Securities - 101.3% (Cost $94,611,176)** |  | $95181920 |
| **Liabilities in Excess of Other Assets - (1.3)%** |  | (1267786) |
| **Net Assets - 100.0%** |  | $93914134 |

---

<sup>(a)</sup> Variable rate security. The rate shown is the effective interest rate as of March 31, 2026. The benchmark on which the rate is calculated is shown parenthetically, if applicable. Certain variable rate securities are not based on a published rate and spread but are determined by the issuer or agent and may be based on index changes, prerepayment of underlying positions and/or other variables. These securities do not indicate a reference rate and spread in their description above.

<sup>(b)</sup> All or a portion of the security is on loan. The total fair value of the securities on loan as of March 31, 2026 was $7,219,335.

<sup>(c)</sup> Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities have been deemed liquid under procedures approved by the Fund's Board of Trustees and may normally be sold to qualified institutional buyers in transactions exempt from registration. The total fair value of these securities as of March 31, 2026 was $38,377,527, representing 40.9% of net assets.

<sup>(d)</sup> Illiquid security as determined under procedures approved by the Board of Trustees. The total fair value of these securities as of March 31, 2026 was $59,000, representing 0.1% of net assets.

<sup>(e)</sup> The rate shown is the 7-day effective yield as of March 31, 2026.

<sup>(f)</sup> This security was purchased using cash collateral held from securities on loan. Securities on loan are also collateralized by various U.S. Treasury and government agency securities in the amount of $5,156,595.

IO - Interest Only

plc - Public Limited Company

PO - Principal Only

REIT - Real Estate Investment Trust

SOFR - Secured Overnight Financing Rate

TSFR - CME Term SOFR

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Diamond Hill Funds

- **b. Investment Company Act file number:** 811-08061

- **c. CIK number of Registrant:** 0001032423

- **d. LEI of Registrant:** 549300PZZTQU6QTHS663

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

  - **Street Address 1:** 325 John H. McConnell Blvd.

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 888-226-5595

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

- **a. Name of Series:** DIAMOND HILL CORE BOND FUND

- **b. EDGAR series identifier (if any):** S000055044

- **c. LEI of Series:** 549300WJVOWBLPHOUE51

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3253455962.94

**Total Liabilities:** $37439020.78

**Net Assets:** $3216016942.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1500.54448946 | **1-Year:** 56886.36219324 | **5-Year:** 383607.46055686 | **10-Year:** 479535.98131174 | **30-Year:** 92871.19002101

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

- **3-Month:** 40.05690920 | **1-Year:** 227.98722404 | **5-Year:** 35.29019173 | **10-Year:** 742.24897308 | **30-Year:** 67.65867806

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173086 | 0.34%                | 1.64%                | -1.79%               |
| Class ID C000173087 | 0.37%                | 1.78%                | -1.76%               |
| Class ID C000173088 | 0.38%                | 1.79%                | -1.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $919360.10               | $-251120.67                                |
| Month 2  | $1486424.67              | $42672590.90                               |
| Month 3  | $727074.85               | $-72227537.27                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST 2023-3PL                                                  | ACHV ABS Trust Series 23-3PL Class D                                       | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218497 | PA      | $1219756.34   | 0.04%             | 2030-08-19      | Fixed         | 8.36%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                  | ACHV ABS Trust Series 2024-3AL, Class D                                    | CUSIP: 00092KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2273936 | PA      | $2296013.20   | 0.07%             | 2031-12-26      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACHD TRUST 2025-DS1                                                      | ACHD Trust Series 2025-DS1, Class A                                        | CUSIP: 00092TAA3<br>LEI: 529900TKZUWQLIQN6T48 | Long             | ABS-CBDO         | CORP              | US        |   1941308 | PA      | $1944274.53   | 0.06%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ACHM TRUST 2024-HE2                                                      | Achieve Mortgage Series 2024-HE2, Class A                                  | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810398 | PA      | $2815042.94   | 0.09%             | 2039-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ACM AUTO TRUST 2025-1                                                    | ACM Auto Trust Series 2025-1A, Class B                                     | CUSIP: 00161EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3022999.20   | 0.09%             | 2031-11-20      | Fixed         | 7.87%                 | Yes           |                  2 | On Loan: No      |
| ACM AUTO TRUST 2025-2                                                    | ACM Auto Trust Series 2025-2A, Class B                                     | CUSIP: 00161TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205411.64   | 0.04%             | 2032-02-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Acm Auto Trust 2025-3                                                    | ACM Auto Trust Series 2025-3A, Class A                                     | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2334767 | PA      | $2332513.06   | 0.07%             | 2030-01-22      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Acm Auto Trust 2025-3                                                    | ACM Auto Trust Series 2025-3A, Class B                                     | CUSIP: 00161UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $895291.56    | 0.03%             | 2032-07-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AMCR ABS TRUST 2023-1                                                    | AMCR ABS Trust Series 2023-1A, Class B                                     | CUSIP: 00178CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98248 | PA      | $98373.91     | 0.00%             | 2031-01-21      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| AMCR ABS TRUST 2024-A                                                    | AMCR ABS Trust Series 2024-A Class A                                       | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4830 | PA      | $4831.56      | 0.00%             | 2031-08-18      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T, Inc. 4.50%, Due 05/15/2035                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $663504.30    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T, Inc. 2.300%, Due 06/01/2027                                          | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635371.97    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T Inc 3.50% Due 06/01/2041                                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310271.28    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T, Inc. 2.55%, Due 12/01/2033                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5989000 | PA      | $5068115.55   | 0.16%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Areit 2022-Cre7 LLC                                                      | AREIT CRE Trust Series 2022-CRE7, Class C                                  | CUSIP: 00217VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $900019.80    | 0.03%             | 2039-06-17      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories 4.75%, Due 11/30/2036                                  | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98241.78     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                              | Abbvie Incorporated 4.50%, Due 05/14/2035                                  | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773670.99    | 0.02%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                              | Abbvie, Inc. 3.20%, Due 11/21/2029                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3759855.84   | 0.12%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                              | Abbvie, Inc. 4.55%, Due 03/15/2035                                         | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97093.57     | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                      | Achieve Mortgage Series 2025-HE1, Class A                                  | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4389561 | PA      | $4441944.26   | 0.14%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| ACM AUTO TRUST 2024-2                                                    | ACM Auto Trust Series 2024-2A, Class A                                     | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9080 | PA      | $9082.80      | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| ACM AUTO TRUST 2024-2                                                    | ACM Auto Trust Series 2024-2A, Class B                                     | CUSIP: 00461WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $605805.24    | 0.02%             | 2031-08-20      | Fixed         | 9.21%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                | Affirm Incorporated Series 2025-X1, Class D                                | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5775215.48   | 0.18%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AGORACAPITAL AUTO SECURITIES TR 202                                      | AgoraCapital Auto Securities Trust Series 2025-1A, Class A                 | CUSIP: 008483AA7<br>LEI: 5493004UROJFQSP6RC85 | Long             | ABS-O            | CORP              | US        |   3128417 | PA      | $3137053.89   | 0.10%             | 2032-11-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                               | ALASKA AIRLINES 4.8%, DUE 02/15/2029                                       | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |     85330 | PA      | $85341.06     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                    | Alexandria Real Estate Equities, Inc. 3.95%, Due 01/15/2028                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98936.07     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet Inc 5.30% Due 05/15/2065                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    430000 | PA      | $398020.65    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet Incorporated 5.70%, Due 11/15/2075                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1671812.85   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHAFLOW TRANSITIONAL MORTGAGE TRU                                      | AlphaFlow Transitional Mortgage Company Series 2021-WL1, Class A1          | CUSIP: 02079YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300326 | PA      | $228622.88    | 0.01%             | 2026-12-31      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| ALPHAFLOW TRANSITIONAL MORTGAGE TRU                                      | AlphaFlow Transitional Mortgage Company Series 2021-WL1, Class A2          | CUSIP: 02079YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4788 | PA      | $178.39       | 0.00%             | 2026-12-31      | Variable      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                         | Amazon.com Incorporated 5.65%, Due 03/13/2046                              | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423529.64    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMCR ABS TRUST 2026-A                                                    | AMCR ABS Trust Series 2026-A, Class B                                      | CUSIP: 02341AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4799529.60   | 0.15%             | 2033-05-18      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AMDR ABS TRUST 2025-1                                                    | AMDR ABS Trust Series 2025-1A, Class A                                     | CUSIP: 02342WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1652993 | PA      | $1657466.08   | 0.05%             | 2033-12-19      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Airlines 2016-2AA Pass Through Trust                            | American Airlines Passthrough Trust Series 2016-2 Class AA                 | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263025 | PA      | $256255.18    | 0.01%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.282%, Due 07/27/2029                            | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406814.68    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.532%, Due 04/25/2030                            | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334636.77    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.284%, Due 07/26/2035                            | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    825000 | PA      | $832661.93    | 0.03%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.085%, Due 01/30/2031                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    925000 | PA      | $940646.27    | 0.03%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 4.456%, Due 02/10/2032                            | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1781360.73   | 0.06%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance 4.90%, Due 01/10/2034                               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388996.05    | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corporation                                       | American Honda Finance 4.25%, Due 09/01/2028                               | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1705760.34   | 0.05%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                | American Homes 4 Rent 4.25%, Due 02/15/2028                                | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99446.47     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corporation 3.125%, Due 01/15/2027                          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296751.22    | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corporation 2.1%, Due 06/15/2020                            | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179992.75    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                               | American Tower Corporation 5.20%, Due 02/15/2029                           | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2466102.22   | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                              | American Water Capital Corporation 2.8%, DUE 05/01/2030                    | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281622.22    | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                              | American Water Capital Corp. 2.3%, Due 06/01/2031                          | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    825000 | PA      | $737840.85    | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp                                              | American Water Works Company Incorporated 5.15%, Due 03/01/2034            | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032987.70   | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                              | American Water Capital Corporation 5.70%, Due 09/01/2055                   | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440273.93    | 0.01%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                               | Amgen, Inc. 4.20%, Due 03/01/2033                                          | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386040.62    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                               | Amgen Incorporated 5.25%, Due 03/02/2033                                   | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3848354.78   | 0.12%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                               | Amgen, Inc. 5.60%, Due 03/02/2043                                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418895.59    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc.                                        | Anheuser-Busch InBev SA/NV 4.70%, Due 02/01/2036                           | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2556678.76   | 0.08%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                     | Elevance Health Incorporated 4.60%, Due 09/15/2032                         | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2526270.76   | 0.08%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.                  | Arbor Realty Commerical Real Estate Notes Series 2025-FL1, Class C         | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2398118.40   | 0.07%             | 2042-08-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.                  | Arbor Realty Collateralized Loan Obligation Ltd. Series 2025-BTR1, Class B | CUSIP: 03881UAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500150.00   | 0.08%             | 2041-01-18      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.                  | Arbor Realty Collateralized Loan Obligation Ltd. Series 2025-BTR1, Class C | CUSIP: 03881UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000240.00   | 0.12%             | 2041-01-18      | Variable      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2024-1                      | Arivo Acceptance Auto Loan Receivables Trust Series 2024-1A, Class B       | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2033205.60   | 0.06%             | 2030-06-17      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                      | Arivo Acceptance Auto Loan Series 25-1A Class B                            | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5640000 | PA      | $5659935.71   | 0.18%             | 2031-11-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                      | Arivo Acceptance Auto Loan Receivables Trust Series 2022-2A, Class C       | CUSIP: 04047JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2803621.95   | 0.09%             | 2029-03-15      | Fixed         | 9.84%                 | Yes           |                  2 | On Loan: No      |
| ASCENT CAREER FUNDING TRUST 2024-1                                       | Ascent Career Funding Trust Series 2024-1A, Class A                        | CUSIP: 04363LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333747 | PA      | $1341248.56   | 0.04%             | 2032-10-25      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| ASCENT CAREER FUNDING TRUST 2024-1                                       | Ascent Career Funding Trust Series 2024-1A, Class B                        | CUSIP: 04363LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037272.80   | 0.06%             | 2032-10-25      | Fixed         | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                       | Atmos Energy Corporation 4.125%, Due 03/15/2049                            | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    885000 | PA      | $692313.61    | 0.02%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                       | Atmos Energy Corporation 2.625%, Due 09/15/2029                            | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293612.48    | 0.01%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                       | Atmos Energy Corporation 5.90%, Due 11/15/2033                             | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    850000 | PA      | $907519.97    | 0.03%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf                     | Banc of America Merrill Lynch Commercial Mortgage Series 2020-BOC, Class A | CUSIP: 05551JAA8<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2133071.50   | 0.07%             | 2032-01-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Bxmt Ltd                                                                 | BXMT Ltd. Series 2021-FL4, Class C                                         | CUSIP: 05609GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1557838.40   | 0.05%             | 2038-05-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Bxmt Ltd                                                                 | BXMT Ltd. Series 2021-FL4, Class D                                         | CUSIP: 05609GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2170638.00   | 0.07%             | 2038-05-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-B                                      | BX Commercial Mortgage Trust 2024-BIO2 Floating Rate, Due 08/13/2041       | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6176194.56   | 0.19%             | 2041-08-13      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                       | BX Trust Series 2025-VOLT, Class A                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8274062.50   | 0.26%             | 2044-12-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation 3.194%, Due 07/23/2030                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3116945.49   | 0.10%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank Of America Corporation 2.884%, Due 10/22/2030                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2175572.71   | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation Floater, Due 04/29/2031                        | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $415725.90    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corp 1.898% Due 07/23/2031                                 | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2671931.22   | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation 2.687%, Due 04/22/2032                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $6456807.17   | 0.20%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America 2.972% Due 02/04/2033                                      | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5182344.94   | 0.16%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank Of America Corporation 4.571%, Due 04/27/2033                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1670276.11   | 0.05%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation 5.468%, Due 01/23/2035                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255199.67    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corporation 6.317%, Due 10/25/2029                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2251015.58   | 0.07%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corporation 5.316%, Due 06/06/2036                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2230731.76   | 0.07%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                               | Baxter International, Inc. 1.915%, Due 02/01/2027                          | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127902.03    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1, LLC                       | Bayview Opportunity Master Fund Series 2025-EDU1, Class D                  | CUSIP: 07337GAD5<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |   3508843 | PA      | $3499991.54   | 0.11%             | 2048-07-27      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                   | Berkshire Hathaway Incorporated 3.85%, Due 03/15/2052                      | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1434066.93   | 0.04%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2023-B                                          | Bankers Healthcare Group Securitization Trust Series 2023-B, Class C       | CUSIP: 08862GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1029414.90   | 0.03%             | 2036-12-17      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                 | BHMS Commerical Mortgage Trust Series 2025-ATLS, Class B                   | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3500051.10   | 0.11%             | 2042-08-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Inc.                                                           | BlackRock Incorporated 2.10%, Due 02/25/2032                               | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1419733.62   | 0.04%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                           | BlackRock Funding Incorporated 5.0%, Due 03/14/2034                        | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507209.32    | 0.02%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                            | Blackstone Reg Finance Company, LLC 4.30%, Due 11/03/2030                  | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1609286.01   | 0.05%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Blue Bridge Financial LLC                                                | Blue Bridge Funding Inc Series 23-1A Class A                               | CUSIP: 09531MAA8<br>LEI: 549300UZCOJ7LHE4T940 | Long             | ABS-O            | CORP              | US        |    322736 | PA      | $324716.30    | 0.01%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BOSTON LENDING TRUST 2022                                                | Boston Lending Trust Series 22-1 Class M2                                  | CUSIP: 10084LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560285 | PA      | $531391.54    | 0.02%             | 2062-02-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                     | Boston Properties, L.P. 2.75%, Due 10/01/2026                              | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49536.09     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America 4.812%, Due 02/13/2033                          | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802588.82    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America 4.893%, Due 09/11/2033                          | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502548.68    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America 4.989%, Due 04/10/2034                          | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503463.00    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BREAN ASST BCK SEC TR 2022-RM3                                           | Brean Asset Backed Securities Series 2022-RM5, Class A                     | CUSIP: 10637WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4375138 | PA      | $4285342.13   | 0.13%             | 2062-09-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASST BCK SEC TR 2022-RM3                                           | Brean Asset Backed Securities Series 2022-RM5, Class M1                    | CUSIP: 10637WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2687520 | PA      | $2527220.41   | 0.08%             | 2062-09-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASST BCK SEC TR 2022-RM3                                           | Brean Asset Backed Securities Series 2022-RM5, Class M2                    | CUSIP: 10637WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3038067 | PA      | $2769261.27   | 0.09%             | 2062-09-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 23-RM6 Class M1                       | CUSIP: 10638AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3177007 | PA      | $3093701.86   | 0.10%             | 2063-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 23-RM6 Class M2                       | CUSIP: 10638AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3177007 | PA      | $3039821.72   | 0.09%             | 2063-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2023-RM7, Class A1                    | CUSIP: 10638BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7506551 | PA      | $7384959.53   | 0.23%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2023-RM7, Class A2                    | CUSIP: 10638BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6039000 | PA      | $5850967.88   | 0.18%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2023-RM7, Class M1                    | CUSIP: 10638BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3323180 | PA      | $3115945.03   | 0.10%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                                        | Brean Asset Backed Securities Trust Series 2024-RM9, Class A1              | CUSIP: 10638DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2791614 | PA      | $2762439.55   | 0.09%             | 2064-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2025-RM10, Class A2                   | CUSIP: 10638FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6800000 | PA      | $6596756.84   | 0.21%             | 2065-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securites Series 22-RM4 Class M1                        | CUSIP: 10638JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1117706 | PA      | $1001116.61   | 0.03%             | 2062-07-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Trust Series 2025-RM12, Class A2             | CUSIP: 10638KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6689498 | PA      | $6331819.20   | 0.20%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Trust Series 2025-RM12, Class M3             | CUSIP: 10638KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2368437 | PA      | $1943190.33   | 0.06%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2025-RM13                            | Brean Asset Backed Securities Trust Series 2025-RM13, Class M2             | CUSIP: 10638PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2239762 | PA      | $1917877.38   | 0.06%             | 2065-10-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2025-RM13                            | Brean Asset Backed Securities Trust Series 2025-RM13, Class M3             | CUSIP: 10638PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043526 | PA      | $855165.08    | 0.03%             | 2065-10-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2026-RM14                            | Brean Asset Backed Securities Series 2026-RM14, Class A2                   | CUSIP: 10638QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835000 | PA      | $3585824.71   | 0.11%             | 2066-01-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2026-RM14                            | Brean Asset Backed Securities Series 2026-RM14, Class M2                   | CUSIP: 10638QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4029805 | PA      | $3360831.75   | 0.10%             | 2066-01-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2026-RM14                            | Brean Asset Backed Securities Series 2026-RM14, Class M3                   | CUSIP: 10638QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410432 | PA      | $1136178.99   | 0.04%             | 2066-01-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2023-SRM1, Class M1                   | CUSIP: 10638RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3313860 | PA      | $3223753.52   | 0.10%             | 2063-09-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2023-SRM1, Class M3                   | CUSIP: 10638RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148167 | PA      | $2825889.14   | 0.09%             | 2063-09-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                             | Bristol- Myers Squibb Company 2.95%, Due 03/15/2032                        | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2108067.05   | 0.07%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                           | British Telecommunications PLC 3.25%, Due 11/08/2029                       | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264079.44    | 0.01%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Incorporated 4.15%, Due 04/15/2032                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3773257.02   | 0.12%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Incorporated 4.80%, Due 02/15/2036                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1662265.35   | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                         | Burlington North Santa Fe 5.05%, Due 03/01/2041                            | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $480219.29    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                         | Burlington North Santa Fe 2.875%, Due 06/15/2052                           | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $938131.17    | 0.03%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                 | BX Trust Series 2024-AIRC, Class D                                         | CUSIP: 12433CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7198185 | PA      | $7198184.65   | 0.22%             | 2039-08-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                       | BX Trust Series 2025-VLT6, Class D                                         | CUSIP: 12433KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2274125.00   | 0.07%             | 2030-03-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                   | BX Trust Series 2026-CSMO, Class A                                         | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4150000 | PA      | $4149980.08   | 0.13%             | 2042-02-15      | None          | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Bxmt 2020-Fl2 Ltd.                                                       | BXMT Ltd. Series 2020-FL2, Class B                                         | CUSIP: 12434LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2233120.96   | 0.07%             | 2038-02-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Bxmt 2020-Fl2 Ltd.                                                       | BXMT Ltd. Series 2020-FL2, Class D                                         | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1477654.50   | 0.05%             | 2038-02-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CAFL 2026-R1 Issuer LLC                                                  | Colony American Finance Limited Series 2026-R1, Class A1                   | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9625000 | PA      | $9614046.75   | 0.30%             | 2036-03-25      | None          | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2021-Ebo1 Llc                                                       | Cascade Funding Mortgage Trust Series 2021-GRN1, Class B                   | CUSIP: 12529KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677952 | PA      | $671543.08    | 0.02%             | 2041-03-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                       | Cascade Funding Mortgage Trust Series 2024-HB13, Class M3                  | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1927941.00   | 0.06%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                       | Cascade Funding Mortgage Trust Series 2024-HB14, Class M2                  | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3628369.88   | 0.11%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                                       | Cascade Funding Mortgage Trust Series 2024-HB14, Class M3                  | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3852266.80   | 0.12%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding Llc                                                          | CLI Funding VI LLC Series 2020-1 Class B                                   | CUSIP: 12563LAP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289657 | PA      | $274137.07    | 0.01%             | 2045-09-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                   | CMS Energy Corporation 2.95%, Due 02/15/2027                               | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98768.09     | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                          | CSX Corporation 4.25%, Due 11/01/2066                                      | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75160.52     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                      | Commercial Mortgage Trust Series 2020-CX Class A                           | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12175000 | PA      | $10362349.48  | 0.32%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                      | COMM Mortgage Trust Series 2020-CX, Class B                                | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7959000 | PA      | $6578526.57   | 0.20%             | 2046-11-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| COLEM 2022-HLNE MORTGAGE TRUST                                           | Colem 2021-HLNE Mortgage Trust Series 22-HLNE Class B                      | CUSIP: 12659JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2792160.30   | 0.09%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corporation 5.05%, Due 03/25/2048                               | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2187906.40   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corporateion 3.75%, Due 04/01/2030                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483140.49    | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corporation 5.875%, Due 06/01/2053                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426095.48    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                       | Coterra Energy, Inc. 3.90%, Due 05/15/2027                                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99283.19     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Company 1.878%, Due 11/02/2027                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475213.46   | 0.05%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Company 6.377%, Due 06/08/2034                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526931.06    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Company 4.493%, Due 09/11/2031                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3338340.25   | 0.10%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Company 5.197%, Due 09/11/2036                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    890000 | PA      | $862792.15    | 0.03%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                               | Carrier Global Corporation 2.722%, Due 02/15/2030                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233479.13    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Incorporated 5.20%, Due 05/15/2035                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1690301.20   | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CFMT 2024-HB15 LLC                                                       | Cascade Funding Mortgage Trust Series 2024-HB15, Class M3                  | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5318092.45   | 0.17%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2024-1                                       | Cherry Securitization Trust Series 2024-1A, Class A                        | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2761601.15   | 0.09%             | 2032-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                                       | Cherry Securitization Trust Series 2025-1A, Class A                        | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12400000 | PA      | $12521191.40  | 0.39%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                      | Citadel Finance LLC 4.75%, Due 02/14/2029                                  | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4751956.96   | 0.15%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc. 2.666%, due 01/29/2031                                     | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4537000 | PA      | $4208921.00   | 0.13%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc 2.572% DUE 06/03/2031                                        | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4331313.71   | 0.13%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc. 2.561%, Due 05/01/2032                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1386542.66   | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc. 2.976%, due 11/05/2030                                     | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3192429.54   | 0.10%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                           | Citibank NA 5.57%, Due 04/30/2034                                          | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1813270.10   | 0.06%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Incorporated 3.057%, Due 01/25/2033                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2034758.52   | 0.06%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans 2019-A LLC                                  | College Avenue Student Loans Series 2019-A Class A1                        | CUSIP: 19421UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55524 | PA      | $55697.29     | 0.00%             | 2048-12-28      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| College Avenue Student Loans 2019-A LLC                                  | College Avenue Student Loans Series 2019-A Class C                         | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95180 | PA      | $93231.42     | 0.00%             | 2048-12-28      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| College Avenue Student Loans 2018-A LLC                                  | College Avenue Student Loans Series 2018-A Class B                         | CUSIP: 19423DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33258 | PA      | $32821.77     | 0.00%             | 2047-12-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| College Avenue Student Loans 2018-A LLC                                  | College Avenue Student Loans Series 2018-A Class C                         | CUSIP: 19423DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22892 | PA      | $22687.08     | 0.00%             | 2047-12-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| College Avenue Student Loans 2021-A Llc                                  | College Ave Student Loans Series 21-A Class B                              | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266559 | PA      | $247251.13    | 0.01%             | 2051-07-25      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| College Avenue Student Loans 2021-A Llc                                  | College Ave Student Loans Series 21-A Class D                              | CUSIP: 19424KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202461 | PA      | $192337.80    | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation 3.969%, Due 11/01/2047                                 | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    144000 | PA      | $105963.00    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation 1.95%, Due 01/15/2031                                  | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1996097.24   | 0.06%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation 5.35%, Due 05/15/2053                                  | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    925000 | PA      | $817847.90    | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Comerica Incorporated 5.982%, Due 01/30/2030                               | CUSIP: 200340AW7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2940793.76   | 0.09%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                              | Commonwealth Edison Company 5.30%, Due 06/01/2034                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $925849.84    | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                       | ConocoPhillips Company 5.55%, Due 03/15/2054                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431169.02    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                               | Constellation Brands, Inc. 2.25%, Due 08/01/2031                           | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1936118.96   | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CP EF ASSET SECURITIZATION II LLC                                        | CPF IV, LLC Series 2023-1A, Class A                                        | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285447 | PA      | $286803.51    | 0.01%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION II LLC                                        | CPF IV, LLC Series 2023-1A, Class C                                        | CUSIP: 224092AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021249.40   | 0.06%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                             | Cubesmart LP 3.0%, Due 02/15/2030                                          | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4714192.85   | 0.15%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                           | DTE Energy Company 2.85%, Due 10/01/2026                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99239.63     | 0.00%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                           | DTE Energy Company 2.95%, Due 03/01/2030                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117748.45    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                         | DTE Electric Company 5.2%, Due 04/01/2033                                  | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460699.64    | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                         | DTE Electric Company 4.85%, Due 03/01/2036                                 | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417033.59    | 0.01%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                          | Deere & Company 3.10%, Due 04/15/2030                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1646818.70   | 0.05%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corporation 5.10%, Due 04/11/2034                       | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763602.74    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corporation 4.40%, Due 09/08/2031                       | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898909.60    | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                       | Dell International LLC / EMC Corporation 5.0%, Due 04/01/2030              | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430113.43    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                              | Deutsche Telekom International Finance 4.75%, Due 06/21/2038               | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94854.65     | 0.00%             | 2038-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS                                                                 | Dext ABS Series 2023-2, Class D                                            | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1574217.00   | 0.05%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                   | Diamondback Energy, Inc 3.25% Due 12/01/2026                               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198705.80    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                   | Diamondback Energy, Inc. 6.25%, Due 03/15/2053                             | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505690.35    | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree, Inc. 4.200%, Due 5/15/2028                                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4072344.02   | 0.13%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Dominion Energy South Carolina Inc                                       | Dominion Energy South Carolina 6.25%, Due 10/15/2053                       | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471547.65    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                      | Dominion Energy Inc 1.45%, Due 04/15/2026                                  | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749084.12    | 0.02%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DROP MTGE TST                                                            | Drop Mortgage Trust Series 2021-FILE, Class A                              | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3482500.00   | 0.11%             | 2043-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| DROP MTGE TST                                                            | Drop Mortgage Trust Series 2021-FILE, Class B                              | CUSIP: 26210YAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10300000 | PA      | $10222750.00  | 0.32%             | 2043-10-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corporation 4.3%, Due 03/15/2028                               | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    825000 | PA      | $823550.29    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corporation 4.95%, Due 09/15/2035                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    880000 | PA      | $857863.44    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Duke Energy Ohio Inc.                                                    | Duke Energy Ohio, Inc. 5.25%, Due 04/01/2033                               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255450.93    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                 | Duke Energy Progress Incorporation 2.00%, Due 08/15/2031                   | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $528539.84    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC.                                                | Duke Energy Indinana, LLC 2.75%, Due 04/01/2050                            | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $224903.04    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas SC Storm Funding LLC                               | Duke Energy Carolinas SC Storm Funding, LLC 4.898%, Due 03/01/2044         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4115455.94   | 0.13%             | 2044-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                  | Duke Energy Florida LLC 6.20%, Due 11/15/2053                              | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047152.91   | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                        | ERP Operating, L.P. 2.850%, Due 11/01/2026                                 | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99273.28     | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                        | ERP Operating, L.P. 2.50%, Due 02/15/2030                                  | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1724189.86   | 0.05%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL1                                | Easy 2025-RTL1 Series 25-RTL1 Class A2                                     | CUSIP: 27786FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3787408.13   | 0.12%             | 2040-05-25      | Variable      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP 5.55%, Due 05/15/2034                                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509133.60    | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP 5.60%, Due 09/01/2034                                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3057494.10   | 0.10%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                  | Equitable Financial Life 1.80%, Due 03/08/2028                             | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1359368.72   | 0.04%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                  | Equitable Financial Life 5.0%, Due 03/27/2030                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    825000 | PA      | $831530.11    | 0.03%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Expedia Group Inc                                                        | Expedia, Inc. 3.8%, due 2/15/2028                                          | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233095.56   | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP 5.70%, Due 04/01/2028                               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102105.31    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP 2.20%, Due 10/15/2030                               | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1251681.77   | 0.04%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP 5.35%, Due 01/15/2035                               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401332.53    | 0.01%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                             | FMC  GMSR Issue Trust Series 2020-GT1, Class A                             | CUSIP: 30259RAE5<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1976209.20   | 0.06%             | 2028-01-25      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                             | FMC  GMSR Issue Trust Series 2021-GT1, Class A                             | CUSIP: 30259RAH8<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3166364.52   | 0.10%             | 2028-07-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                             | FMC GMSR Issue Trust Series 2021-GT2                                       | CUSIP: 30259RAK1<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3750618.30   | 0.12%             | 2028-10-25      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2018-KF46 Mortgage Trust                                           | FREMF Mortgage Trust Series 2018-KF46, Class B                             | CUSIP: 302955AC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    127904 | PA      | $124128.17    | 0.00%             | 2028-03-25      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                           | FREMF Mortgage Trust Series 18-KF43 Class B                                | CUSIP: 30296DAG6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    236208 | PA      | $229944.76    | 0.01%             | 2028-01-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                           | FREMF Mortgage Trust Series 2019-KF57 CLASS B                              | CUSIP: 30297VAA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1054297 | PA      | $1012930.85   | 0.03%             | 2029-01-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FREMF MTG TR 2016-K1502                                                  | FREMF Mortgage Trust Series 2019-KF67, Class B                             | CUSIP: 30298NAG2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    171222 | PA      | $163400.47    | 0.01%             | 2029-08-25      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                           | Freedom Mortgage Trust Series 2018-KF48, Class B                           | CUSIP: 30308EAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1438424 | PA      | $1376998.36   | 0.04%             | 2028-06-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Fresb Mortgage Trust                                                     | FRESB Multifamily Mortgage Pass-Through Trust Series 2018-SB57, Class A10F | CUSIP: 30308LAD1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2069194 | PA      | $2037697.99   | 0.06%             | 2028-07-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Farm Mortgage Trust 2024-2                                               | Farmer Mac Agricultural Real Estate Series 22-1 Class A                    | CUSIP: 30328CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17130398 | PA      | $13906714.39  | 0.43%             | 2051-07-25      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                                         | First Help Financial LLC Class B, Series 23-1A                             | CUSIP: 30331GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3270374.25   | 0.10%             | 2029-05-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2023-2                                                  | First Help Financial LLC Series 2023-2A, Class D                           | CUSIP: 30333LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1794199.40   | 0.06%             | 2030-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                  | First Help Financial, LLC Series 2025-2A, Class A2                         | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3513995.80   | 0.11%             | 2030-05-15      | None          | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FARM 2023-1 MORTGAGE TRUST                                               | Farm Mortgage Trust Series 2023-1, Class A                                 | CUSIP: 30767YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8899259 | PA      | $7370748.84   | 0.23%             | 2052-01-25      | Variable      | 2.63%                 | Yes           |                  2 | On Loan: No      |
| FARM 2025-2 MORTGAGE TRUST                                               | Farmer Mac Agricultural Real Estate Series 2025-2, Class A                 | CUSIP: 30768BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9641395 | PA      | $9595029.35   | 0.30%             | 2054-09-25      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| FARM 2025-1 MORTGAGE TRUST                                               | Farmer Mac Agricultural Real Estate Series 2025-1, Class A                 | CUSIP: 30768CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6082707 | PA      | $5959435.26   | 0.19%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Farm Mortgage Trust 2024-2                                               | FARM Mortgage Trust Series 2021-1, Class A                                 | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20580456 | PA      | $16617071.65  | 0.52%             | 2051-01-25      | Variable      | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 237 Class S14                | CUSIP: 31282YEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178881 | PA      | $18956.14     | 0.00%             | 2036-05-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association Series 306 Class F3                 | CUSIP: 31283APR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7912 | PA      | $7905.69      | 0.00%             | 2028-05-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 226 Class PO                 | CUSIP: 3128HVBU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59979 | PA      | $51660.14     | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool S0-6050                        | CUSIP: 3128HXWK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106538 | PA      | $82468.81     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool #G06085                        | CUSIP: 3128M8CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25766 | PA      | $27088.79     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool FH 2B7995                      | CUSIP: 31326N3C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3438658 | PA      | $3230852.95   | 0.10%             | 2050-10-01      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool SD3000                         | CUSIP: 3132DQKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7388758 | PA      | $7480325.61   | 0.23%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool SD3394                         | CUSIP: 3132DQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6481959 | PA      | $6564827.11   | 0.20%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool S0-6829                        | CUSIP: 3132HTSS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198609 | PA      | $153744.12    | 0.00%             | 2043-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 322, Class V1                | CUSIP: 3132HTY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010306 | PA      | $919570.67    | 0.03%             | 2043-12-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 366, Class 200               | CUSIP: 3132J0VF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2314651 | PA      | $1989188.19   | 0.06%             | 2049-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association Pool FG G61909                      | CUSIP: 31335CDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190902 | PA      | $190688.34    | 0.01%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool QH7551                         | CUSIP: 3133CLL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4528464 | PA      | $4652632.45   | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool RB5090                         | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13041904 | PA      | $11507764.07  | 0.36%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Pool RE-0015                               | CUSIP: 3133LWAQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5053472 | PA      | $4501111.16   | 0.14%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool #RE6080                        | CUSIP: 3133N3XH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4228955 | PA      | $3181592.67   | 0.10%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Pool RE-6093                               | CUSIP: 3133N3XW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1142462 | PA      | $859512.34    | 0.03%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-40, Class GY             | CUSIP: 3136A5BK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    743361 | PA      | $714855.11    | 0.02%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association SERIES 2012-52 CLASS PQ              | CUSIP: 3136A6AS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    683221 | PA      | $610184.70    | 0.02%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-56 Class WC              | CUSIP: 3136A6WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1318000 | PA      | $1191225.27   | 0.04%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 12-92 Class Z                 | CUSIP: 3136A7K50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5156815 | PA      | $4709385.16   | 0.15%             | 2042-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-79 Class QB              | CUSIP: 3136A7LK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     71574 | PA      | $62087.48     | 0.00%             | 2042-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-99, Class BY             | CUSIP: 3136A8TF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2712354 | PA      | $2327650.80   | 0.07%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-99 Class UY              | CUSIP: 3136A8WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    479000 | PA      | $389032.64    | 0.01%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2012-99, Class QS              | CUSIP: 3136A8WU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1215744 | PA      | $168574.51    | 0.01%             | 2042-09-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-124, Class JA            | CUSIP: 3136A9V96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2354752 | PA      | $2145405.43   | 0.07%             | 2042-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-128, Class WS            | CUSIP: 3136A9VE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1065507 | PA      | $713523.47    | 0.02%             | 2042-11-25      | Floating      | 0.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assoication SERIES 2012-128 CLASS SH             | CUSIP: 3136A9VH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4502962 | PA      | $3161242.44   | 0.10%             | 2042-11-25      | Floating      | 0.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-148 Class IA             | CUSIP: 3136ABNP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     15004 | PA      | $148.88       | 0.00%             | 2028-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-13, Class WH             | CUSIP: 3136ACD73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1087000 | PA      | $899060.42    | 0.03%             | 2043-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 13-31 Class NT                | CUSIP: 3136ADFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     24227 | PA      | $23127.63     | 0.00%             | 2043-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-34 Class GP              | CUSIP: 3136ADQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    206622 | PA      | $197964.96    | 0.01%             | 2042-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-35 Class YT              | CUSIP: 3136ADSD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     71117 | PA      | $72756.77     | 0.00%             | 2032-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-35 Class CV              | CUSIP: 3136ADSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    835000 | PA      | $806939.99    | 0.03%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-43, Class XL             | CUSIP: 3136ADZ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4468336.00   | 0.14%             | 2043-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-84, Class B              | CUSIP: 3136AF5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1340879.70   | 0.04%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-89 Class DI              | CUSIP: 3136AFY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    548112 | PA      | $34378.89     | 0.00%             | 2033-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 13-115, Class PB              | CUSIP: 3136AG5V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $276607.98    | 0.01%             | 2043-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-104 Class CY             | CUSIP: 3136AGSP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $304206.51    | 0.01%             | 2043-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2014-2 Class PB               | CUSIP: 3136AJBU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    429553 | PA      | $411505.38    | 0.01%             | 2044-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2015-24, Class ZA             | CUSIP: 3136AM6F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1976849 | PA      | $1758426.26   | 0.05%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2015-11 Class MZ              | CUSIP: 3136AMXR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5193524 | PA      | $4971029.11   | 0.15%             | 2043-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2015-82 Class AI              | CUSIP: 3136AQHT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    216726 | PA      | $7926.71      | 0.00%             | 2034-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 16-28, Class DI               | CUSIP: 3136AR2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    228741 | PA      | $9528.57      | 0.00%             | 2035-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2016-30 Class IN              | CUSIP: 3136ARX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    315991 | PA      | $6848.19      | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2016-24 Class KI              | CUSIP: 3136ASED4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    181705 | PA      | $10495.01     | 0.00%             | 2035-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2016-32 Class GO              | CUSIP: 3136ASTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     11453 | PA      | $4888.54      | 0.00%             | 2043-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2016-68, Class AL             | CUSIP: 3136ATQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    851183 | PA      | $769859.79    | 0.02%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2016-80, Class CZ              | CUSIP: 3136AUFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    669617 | PA      | $443403.90    | 0.01%             | 2046-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2017-10, Class LZ             | CUSIP: 3136AVPM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3990074 | PA      | $3490503.11   | 0.11%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2017-16, Class UW             | CUSIP: 3136AVZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2044494 | PA      | $1852234.08   | 0.06%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2017-34, Class KB             | CUSIP: 3136AWTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6378134 | PA      | $5649955.84   | 0.18%             | 2047-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2017-77 Class HZ              | CUSIP: 3136AYFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3558174 | PA      | $3229869.69   | 0.10%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-08 Class DZ              | CUSIP: 3136B0VY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    487427 | PA      | $441830.85    | 0.01%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-37, Class CL             | CUSIP: 3136B15C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    622735 | PA      | $505272.05    | 0.02%             | 2048-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assoication Series 18-31 Class KB                | CUSIP: 3136B1YC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    155531 | PA      | $136285.92    | 0.00%             | 2048-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | FEDERAL NATIONAL MORTGAGE ASSOC. Series 18-31 Class KQ                     | CUSIP: 3136B1YE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $545116.26    | 0.02%             | 2048-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-66, Class PZ             | CUSIP: 3136B25U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    648897 | PA      | $519000.36    | 0.02%             | 2048-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-71, Class PZ             | CUSIP: 3136B2H47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  15521303 | PA      | $14644730.88  | 0.46%             | 2048-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2018-69, Class PZ              | CUSIP: 3136B2XT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1553672 | PA      | $1396195.24   | 0.04%             | 2048-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-01, Class MH             | CUSIP: 3136B3F62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    131025 | PA      | $117589.24    | 0.00%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-77, Class BY             | CUSIP: 3136B3JW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2178568 | PA      | $1937280.50   | 0.06%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-8 Class ZD               | CUSIP: 3136B3W97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    566316 | PA      | $513527.89    | 0.02%             | 2049-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-40, Class PL             | CUSIP: 3136B4E38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    318000 | PA      | $250747.07    | 0.01%             | 2049-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2019-038 Class MT             | CUSIP: 3136B5FW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    670434 | PA      | $599130.57    | 0.02%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Assoication Series 209-31, Class CI              | CUSIP: 3136B5MM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    371426 | PA      | $16095.35     | 0.00%             | 2047-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 19-42 Class DZ                | CUSIP: 3136B5WJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1819022 | PA      | $1255786.98   | 0.04%             | 2049-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-60 ClassWZ               | CUSIP: 3136B6US0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    626112 | PA      | $408336.91    | 0.01%             | 2049-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-60, Class DZ             | CUSIP: 3136B6VK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1745554 | PA      | $1023082.58   | 0.03%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-83, Class EB             | CUSIP: 3136B8BY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    171000 | PA      | $92478.29     | 0.00%             | 2050-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-15, Class KY             | CUSIP: 3136B8M63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2077414 | PA      | $1462740.23   | 0.05%             | 2050-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-42, Class BY             | CUSIP: 3136B95Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    935000 | PA      | $578001.39    | 0.02%             | 2050-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-22 Class AY              | CUSIP: 3136B9GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1254000 | PA      | $737555.27    | 0.02%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-22, Class CA             | CUSIP: 3136B9HE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1217347 | PA      | $1101604.73   | 0.03%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-50, Class A              | CUSIP: 3136BAZX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   6055456 | PA      | $5046062.67   | 0.16%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-61, Class DB             | CUSIP: 3136BBG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4208191 | PA      | $3113156.24   | 0.10%             | 2060-09-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-55, Class EY             | CUSIP: 3136BBQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2300000 | PA      | $1640699.94   | 0.05%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2020-81, Class MA             | CUSIP: 3136BCKR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3354409 | PA      | $2611172.56   | 0.08%             | 2050-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2020-95, Class KY             | CUSIP: 3136BDNJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2060000 | PA      | $1211719.81   | 0.04%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2021-13, Class AG             | CUSIP: 3136BFPB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4012506 | PA      | $3387027.45   | 0.11%             | 2049-01-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2021-15 Class HD              | CUSIP: 3136BFWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    768148 | PA      | $568617.25    | 0.02%             | 2051-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-43, Class CJ             | CUSIP: 3136BH5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3370595 | PA      | $2495301.76   | 0.08%             | 2051-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-43, Class ME             | CUSIP: 3136BH6S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2220329 | PA      | $1740280.91   | 0.05%             | 2051-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-25, Class JB             | CUSIP: 3136BHED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1295959 | PA      | $990646.92    | 0.03%             | 2051-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-34, Class KC             | CUSIP: 3136BHVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    389776 | PA      | $203845.07    | 0.01%             | 2051-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-79, Class EL             | CUSIP: 3136BJB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5974892 | PA      | $4921356.91   | 0.15%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-73 Class ZD              | CUSIP: 3136BJE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1510396 | PA      | $698730.35    | 0.02%             | 2051-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2021-66, Class NP             | CUSIP: 3136BJQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3252870 | PA      | $2399406.71   | 0.07%             | 2051-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 22-1 Class GE                 | CUSIP: 3136BLMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3124353 | PA      | $2697229.30   | 0.08%             | 2052-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 22-4 Class QM                 | CUSIP: 3136BLXF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1602020 | PA      | $1093265.55   | 0.03%             | 2048-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 22-49 Class GZ                | CUSIP: 3136BNA89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5279024 | PA      | $4625430.64   | 0.14%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2023-21, Class MY             | CUSIP: 3136BP2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2047000 | PA      | $1908854.73   | 0.06%             | 2053-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2023-67, Class LA              | CUSIP: 3136BQC23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   8560967 | PA      | $8665707.86   | 0.27%             | 2054-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2023-35, Class BZ             | CUSIP: 3136BQEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5664318 | PA      | $5738100.73   | 0.18%             | 2053-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 23-56 Class BZ                | CUSIP: 3136BQNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7204083 | PA      | $7537086.99   | 0.23%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2012-99, Class QS              | CUSIP: 3136BY5K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  97094969 | PA      | $1640011.70   | 0.05%             | 2056-03-25      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Strip SMBS 368                        | CUSIP: 3136FCJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236774 | PA      | $27823.16     | 0.00%             | 2036-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 378, Class 22                 | CUSIP: 3136FEMZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343061 | PA      | $44074.65     | 0.00%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Sieres 384 Class 11                  | CUSIP: 3136FES37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278333 | PA      | $34882.87     | 0.00%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Sereis 398 Class C5                  | CUSIP: 3136FGRD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401833 | PA      | $67521.61     | 0.00%             | 2039-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association FNMA Strip                           | CUSIP: 3136FLFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644623 | PA      | $113025.46    | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN 252409                       | CUSIP: 31371HKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16872 | PA      | $17100.60     | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3759, Clas ME                | CUSIP: 3137A2TQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    513073 | PA      | $486780.91    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3852, Class NT               | CUSIP: 3137ABA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1327638 | PA      | $1124133.55   | 0.03%             | 2041-05-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3923, Class CZ               | CUSIP: 3137AFKF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    342701 | PA      | $345113.65    | 0.01%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3919 Class QS                | CUSIP: 3137AFRK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    382398 | PA      | $12174.10     | 0.00%             | 2030-08-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association Series 3959, Class PZ               | CUSIP: 3137AHHE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3761396 | PA      | $3703351.87   | 0.12%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4074 Class JY                | CUSIP: 3137ASKV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    729000 | PA      | $657073.73    | 0.02%             | 2042-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4074 Class SJ                | CUSIP: 3137ASM92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    528778 | PA      | $63004.72     | 0.00%             | 2042-07-15      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4122, Class AB               | CUSIP: 3137AUXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7068008 | PA      | $6388689.68   | 0.20%             | 2042-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4120, Class ZA               | CUSIP: 3137AVJV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6208420 | PA      | $5689633.45   | 0.18%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4116, Class YC               | CUSIP: 3137AVPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1478000 | PA      | $1136064.55   | 0.04%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4136, Class LZ               | CUSIP: 3137AWJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3904733 | PA      | $3572631.24   | 0.11%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4153, Class YZ               | CUSIP: 3137AXT45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4299459 | PA      | $3851915.45   | 0.12%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4165, Class ZT               | CUSIP: 3137AYTA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  17608628 | PA      | $15077430.19  | 0.47%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Lan Mortgage Corporation Series 4183 Class NQ                 | CUSIP: 3137B0EF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2920000 | PA      | $2696442.76   | 0.08%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 4180 Class BU                       | CUSIP: 3137B13L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2406645 | PA      | $2100231.02   | 0.07%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4180 Class ZB                | CUSIP: 3137B15N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    185447 | PA      | $149954.83    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4210 Class Z                 | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1673303 | PA      | $1402962.61   | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4204, Class QZ               | CUSIP: 3137B1ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    732488 | PA      | $542067.72    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association Series 4265 Class FD                | CUSIP: 3137B5QZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    137408 | PA      | $136488.28    | 0.00%             | 2035-01-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4312, Class ZB               | CUSIP: 3137B7Q36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9847667 | PA      | $9043477.62   | 0.28%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4333 Class GL                | CUSIP: 3137B9YV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $224548.15    | 0.01%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp. Series 4377 Class KZ                      | CUSIP: 3137BDBN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    934592 | PA      | $837755.98    | 0.03%             | 2052-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4395, Class JZ               | CUSIP: 3137BEW59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3365973 | PA      | $2912029.36   | 0.09%             | 2052-12-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association 3.0%, Due 11/15/2044                | CUSIP: 3137BFBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1020410 | PA      | $871349.02    | 0.03%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4422 Class DO                | CUSIP: 3137BFJ36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    610834 | PA      | $480281.96    | 0.01%             | 2041-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4448, Class GZ               | CUSIP: 3137BGYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2965295 | PA      | $2430018.09   | 0.08%             | 2045-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 447 Class YZ                 | CUSIP: 3137BHBU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    836002 | PA      | $802823.07    | 0.02%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | FEDERAL NATIONAL MORTGAGE ASSOC. SERIES 4473 CLASS Z                       | CUSIP: 3137BJAZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    442710 | PA      | $366953.37    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Association Series 4531 Class PZ                | CUSIP: 3137BLY44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1152680 | PA      | $1063092.56   | 0.03%             | 2045-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4613 Class AF                | CUSIP: 3137BRZK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    211064 | PA      | $210433.41    | 0.01%             | 2037-11-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4620, Class DZ               | CUSIP: 3137BSAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7045658 | PA      | $5868241.08   | 0.18%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4623, Class BZ               | CUSIP: 3137BSJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3138297 | PA      | $2909024.79   | 0.09%             | 2046-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4623, Class MW               | CUSIP: 3137BSLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5045000 | PA      | $4277146.96   | 0.13%             | 2046-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4768, Class ZH               | CUSIP: 3137F3K60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1234933 | PA      | $1083375.80   | 0.03%             | 2048-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4776, Class CZ               | CUSIP: 3137F4MJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8631350 | PA      | $8127054.74   | 0.25%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5039, Class JL               | CUSIP: 3137F63U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1203532 | PA      | $917024.26    | 0.03%             | 2050-11-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 5057 Class DN                       | CUSIP: 3137F7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    801640 | PA      | $646889.83    | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5072, Class DG               | CUSIP: 3137F96P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    661768 | PA      | $521685.42    | 0.02%             | 2051-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5072, Class ME               | CUSIP: 3137F97M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    722985 | PA      | $556830.83    | 0.02%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4710, Class GZ               | CUSIP: 3137FA5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4785122 | PA      | $4044975.76   | 0.13%             | 2047-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 4738, Class LZ               | CUSIP: 3137FC4R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3645865 | PA      | $3144329.59   | 0.10%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 4738, Class TW               | CUSIP: 3137FC6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1476000 | PA      | $1372975.05   | 0.04%             | 2046-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 4745 Class CZ                       | CUSIP: 3137FDBN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1334197 | PA      | $1233151.60   | 0.04%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4745, Class EZ               | CUSIP: 3137FDBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8743361 | PA      | $7637556.90   | 0.24%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 4753 Class EZ                       | CUSIP: 3137FDVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1541686 | PA      | $1401161.46   | 0.04%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 4839 Class AL                       | CUSIP: 3137FJGW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2326401 | PA      | $1984810.42   | 0.06%             | 2051-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 4892 Class PZ                       | CUSIP: 3137FMSZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1472626 | PA      | $976284.57    | 0.03%             | 2049-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4908, Class AB               | CUSIP: 3137FNBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6487552 | PA      | $5732863.98   | 0.18%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation SERIES 4911 CLASS JM                | CUSIP: 3137FNFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $770888.60    | 0.02%             | 2049-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4929, Class HP               | CUSIP: 3137FPKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6058738 | PA      | $5137896.23   | 0.16%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4941, Class NW               | CUSIP: 3137FQU43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    758520 | PA      | $473177.59    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Association Series 4968, Class NP               | CUSIP: 3137FRYR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1272155 | PA      | $1329232.87   | 0.04%             | 2050-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5017, Class CB               | CUSIP: 3137FVRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1055407 | PA      | $799061.59    | 0.02%             | 2050-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5011, Class DB               | CUSIP: 3137FVSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    262000 | PA      | $141894.20    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 5028 Class PW                       | CUSIP: 3137FWSQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    684000 | PA      | $406315.02    | 0.01%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5019, Class PL               | CUSIP: 3137FXJT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1994091 | PA      | $1516600.04   | 0.05%             | 2050-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5037, Class PA               | CUSIP: 3137FXM47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4266663 | PA      | $3271110.55   | 0.10%             | 2050-03-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5038, Class PJ               | CUSIP: 3137FXP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5029677 | PA      | $3649061.16   | 0.11%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 5038 Class QP                       | CUSIP: 3137FXPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8006438 | PA      | $5787518.06   | 0.18%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5085, Class TY               | CUSIP: 3137FXRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1263612 | PA      | $733268.36    | 0.02%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5099, Class CM               | CUSIP: 3137FY6S0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   3750000 | PA      | $2543291.25   | 0.08%             | 2047-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3740 Class FC                | CUSIP: 3137GAPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     47933 | PA      | $47527.80     | 0.00%             | 2040-10-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5103, Class LH               | CUSIP: 3137H0CZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1823944 | PA      | $1494057.56   | 0.05%             | 2050-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5115, Class AZ               | CUSIP: 3137H0UV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11454735 | PA      | $7877129.01   | 0.24%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5129, Class DM               | CUSIP: 3137H1NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1158951 | PA      | $875419.77    | 0.03%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5146, Class ZW               | CUSIP: 3137H2GU2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1724971 | PA      | $848946.08    | 0.03%             | 2051-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5149, Class CA               | CUSIP: 3137H2RX4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1049335 | PA      | $751270.13    | 0.02%             | 2043-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corp Series 5155 Class MG                       | CUSIP: 3137H36W7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    838218 | PA      | $700116.30    | 0.02%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corp Series 5159 Class PL                       | CUSIP: 3137H3UE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1201844 | PA      | $992859.92    | 0.03%             | 2051-11-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corp Series 5159 Class WZ                       | CUSIP: 3137H3UW0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    701239 | PA      | $413935.92    | 0.01%             | 2050-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5173, Class BZ               | CUSIP: 3137H4CS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1114293 | PA      | $654257.45    | 0.02%             | 2051-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5189, Class ZP               | CUSIP: 3137H5VS3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1085387 | PA      | $879945.41    | 0.03%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5202, Class DZ               | CUSIP: 3137H5ZZ3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   2815690 | PA      | $1659678.08   | 0.05%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5210, Class BZ               | CUSIP: 3137H6WD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9201036 | PA      | $6297912.82   | 0.20%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5223, Class MZ               | CUSIP: 3137H7HZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3830998 | PA      | $3342851.44   | 0.10%             | 2050-12-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5228, Class JL               | CUSIP: 3137H7UV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10614560 | PA      | $8954987.34   | 0.28%             | 2041-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5232, Class HL               | CUSIP: 3137H7YF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4120792 | PA      | $3577054.32   | 0.11%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5249, Class PL               | CUSIP: 3137H8LS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2904186 | PA      | $2539683.07   | 0.08%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corp Series 5297 Class DB                       | CUSIP: 3137H9RM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1239531 | PA      | $1140457.77   | 0.04%             | 2053-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5318, Class AZ               | CUSIP: 3137HA4Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5293989 | PA      | $5160585.74   | 0.16%             | 2053-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5332, Class CZ               | CUSIP: 3137HADN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4630433 | PA      | $4652668.21   | 0.14%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5402, Class BZ               | CUSIP: 3137HC2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11271598 | PA      | $11595009.25  | 0.36%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5510, Class HB               | CUSIP: 3137HJN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6749677 | PA      | $4271020.79   | 0.13%             | 2048-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5519, Class GV               | CUSIP: 3137HK6U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11660390 | PA      | $11921401.29  | 0.37%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5526, Class DB               | CUSIP: 3137HKT38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3595220 | PA      | $2258742.26   | 0.07%             | 2048-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5583, Class NV               | CUSIP: 3137HNGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  11803217 | PA      | $12069719.90  | 0.38%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AL3200                          | CUSIP: 3138EKRW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137683 | PA      | $133461.44    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AL5166                          | CUSIP: 3138EMW49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958825 | PA      | $916169.19    | 0.03%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AL6685                          | CUSIP: 3138EPNB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565671 | PA      | $555351.41    | 0.02%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN AM5015                       | CUSIP: 3138L5SD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682955 | PA      | $690315.89    | 0.02%             | 2043-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AN3598                          | CUSIP: 3138LF7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242012 | PA      | $232874.18    | 0.01%             | 2028-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AN6149                          | CUSIP: 3138LJZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $699794.75    | 0.02%             | 2032-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AN7612                          | CUSIP: 3138LLN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237348 | PA      | $223287.00    | 0.01%             | 2032-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN0035                          | CUSIP: 3138NJBD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5402139 | PA      | $5121047.65   | 0.16%             | 2032-12-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool #AS4073                         | CUSIP: 3138WDQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131084 | PA      | $126240.68    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool AS5236                          | CUSIP: 3138WEZA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840529 | PA      | $805017.40    | 0.03%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool # AS7287                        | CUSIP: 3138WHCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138384 | PA      | $136524.64    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool #7120                           | CUSIP: 3138WU4E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216301 | PA      | $211269.90    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2002-86 Class PG              | CUSIP: 31392FWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     27079 | PA      | $27826.82     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2003-W2 Class 1-1A            | CUSIP: 31392JAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    404217 | PA      | $419574.19    | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2003-W10 Class 3A-5           | CUSIP: 31393DUU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2110052 | PA      | $2103229.78   | 0.07%             | 2043-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool# 2646                          | CUSIP: 31393W2P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    154934 | PA      | $154572.39    | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2004-17 Class BA              | CUSIP: 31393XA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    429015 | PA      | $437324.12    | 0.01%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2004-56 Class Z               | CUSIP: 31393Y5S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     53535 | PA      | $56957.96     | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assoication Series 2004-61, Ckass GO             | CUSIP: 31394ARR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    154349 | PA      | $141006.75    | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assoication Series 2004-91, Clas SP              | CUSIP: 31394BZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73747 | PA      | $78191.05     | 0.00%             | 2031-10-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2005-3 Class CG               | CUSIP: 31394CBU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     96383 | PA      | $98691.85     | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2005-52, Class JH             | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    136240 | PA      | $5830.90      | 0.00%             | 2035-05-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2005-62, Class ZL             | CUSIP: 31394EPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    160769 | PA      | $164430.00    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2006-56 Class DC              | CUSIP: 31395NXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    198339 | PA      | $194615.51    | 0.01%             | 2036-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3102 Class TA                | CUSIP: 31396H6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    139786 | PA      | $138716.27    | 0.00%             | 2036-01-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal Home Loan Mortgage Corporation SERIES 2006-71 CLASS ZH             | CUSIP: 31396KUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    152503 | PA      | $158890.54    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2006-96 Class MO              | CUSIP: 31396LCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      9078 | PA      | $8292.30      | 0.00%             | 2036-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2006-108 Class FD             | CUSIP: 31396LTA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     55345 | PA      | $54872.31     | 0.00%             | 2036-11-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2007-39 Class NB              | CUSIP: 31396VSS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     60885 | PA      | $59814.37     | 0.00%             | 2037-05-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2007-95 Class A3              | CUSIP: 31396XWV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1600000 | PA      | $1541599.20   | 0.05%             | 2036-08-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Principal Only                      | CUSIP: 31397A4K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50995 | PA      | $43662.61     | 0.00%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2009-19 Class TD              | CUSIP: 31397NUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     46125 | PA      | $46638.09     | 0.00%             | 2036-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association 4.0%, Due 12/25/2028                 | CUSIP: 31397Q4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     65700 | PA      | $65338.36     | 0.00%             | 2028-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2011-14 Class PB              | CUSIP: 31397SBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    324824 | PA      | $328413.47    | 0.01%             | 2041-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 11-62 Class UA                | CUSIP: 31397U6D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    579376 | PA      | $563629.97    | 0.02%             | 2041-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2011-57 Class PD              | CUSIP: 31397UM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    321407 | PA      | $311231.16    | 0.01%             | 2041-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2009-103 Class MB             | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     81771 | PA      | $81776.20     | 0.00%             | 2039-12-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3605 Class PB                | CUSIP: 31398KP95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     38294 | PA      | $38238.09     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Principal Only                      | CUSIP: 31398LQK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     42902 | PA      | $36932.61     | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Principal Only                      | CUSIP: 31398LQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    165210 | PA      | $141786.55    | 0.00%             | 2037-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2010-118, Class DZ            | CUSIP: 31398NUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1565082 | PA      | $1533928.83   | 0.05%             | 2040-10-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2010-44 Class CS              | CUSIP: 31398PWQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     32576 | PA      | $3009.09      | 0.00%             | 2040-05-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool DA1521                          | CUSIP: 3140A1VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6486476 | PA      | $6612100.97   | 0.21%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN DC6991                       | CUSIP: 3140AUXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20303072 | PA      | $20093216.05  | 0.62%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN DC9203                       | CUSIP: 3140AXGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8532569 | PA      | $8444376.38   | 0.26%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN DC6393                       | CUSIP: 3140B7C76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11457432 | PA      | $11738521.80  | 0.37%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BK8466                       | CUSIP: 3140HNMQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002803 | PA      | $934089.71    | 0.03%             | 2050-12-01      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BL4548                          | CUSIP: 3140HWBS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172687 | PA      | $164051.33    | 0.01%             | 2029-10-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BL9861                          | CUSIP: 3140J25X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085000 | PA      | $1855484.12   | 0.06%             | 2030-12-01      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BM6452                          | CUSIP: 3140JBE28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2600360 | PA      | $2418464.52   | 0.08%             | 2050-10-01      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BM6530                          | CUSIP: 3140JBGH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248250 | PA      | $224781.84    | 0.01%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BM6504                       | CUSIP: 3140JBGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8493337 | PA      | $7918069.23   | 0.25%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BM7598                          | CUSIP: 3140JCNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4837734 | PA      | $4432770.39   | 0.14%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BP7449                       | CUSIP: 3140KFH32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720642 | PA      | $709475.30    | 0.02%             | 2050-10-01      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BQ5239                       | CUSIP: 3140KQZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1284349 | PA      | $1269761.11   | 0.04%             | 2050-10-01      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BR9977                       | CUSIP: 3140L9CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2277701 | PA      | $2074832.35   | 0.06%             | 2051-06-01      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Federal National Mortgage Association Pool BS0038                          | CUSIP: 3140LABG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1958335 | PA      | $1731125.60   | 0.05%             | 2031-01-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                         | Federal National Mortgage Association Pool BS0602                          | CUSIP: 3140LAU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12143387 | PA      | $10806418.76  | 0.34%             | 2031-01-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BS0915                       | CUSIP: 3140LBAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $2798912.38   | 0.09%             | 2031-03-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BS3542                          | CUSIP: 3140LD5C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2850000 | PA      | $2073804.64   | 0.06%             | 2041-10-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BS3369                          | CUSIP: 3140LDW70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7768000 | PA      | $5686173.13   | 0.18%             | 2041-10-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BS7220                          | CUSIP: 3140LJAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3187000 | PA      | $3329192.53   | 0.10%             | 2032-11-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BS7349                          | CUSIP: 3140LJEX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1043861.14   | 0.03%             | 2032-12-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BZ0326                          | CUSIP: 3140NULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2825515 | PA      | $2901551.21   | 0.09%             | 2031-01-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool BZ0414                          | CUSIP: 3140NUN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088428 | PA      | $2141121.78   | 0.07%             | 2031-01-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool CA6940                          | CUSIP: 3140QEWA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2126207 | PA      | $1990674.09   | 0.06%             | 2050-09-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool CA8249                          | CUSIP: 3140QGEX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7721519 | PA      | $5987871.20   | 0.19%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool CA9112                          | CUSIP: 3140QHDS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14487083 | PA      | $10899268.02  | 0.34%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FS9979                          | CUSIP: 3140XSCR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20604447 | PA      | $21207831.22  | 0.66%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN MA2198                       | CUSIP: 31418BNQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157894 | PA      | $153299.06    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN MA2778                       | CUSIP: 31418CCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72466 | PA      | $67108.78     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool MA3050                          | CUSIP: 31418CL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237604 | PA      | $235907.44    | 0.01%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Pool MA4199                          | CUSIP: 31418DUZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715524 | PA      | $538316.71    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association PoOl MA4294                          | CUSIP: 31418DXY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2646989 | PA      | $1991444.47   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool QZ6240                         | CUSIP: 31427D5A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4910922 | PA      | $5091931.45   | 0.16%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Pool SL1482                         | CUSIP: 31427NUG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3914460 | PA      | $4002959.82   | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                        | Fedex Corporation 2.40%, Due 05/15/2031                                    | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450249.50    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Pool FH 8C0205                       | CUSIP: 3142BAGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2902477 | PA      | $2740369.74   | 0.09%             | 2052-02-01      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal Express Corporation                                              | Fedex 1.875%, Due 08/20/2035                                               | CUSIP: 314353AA1<br>LEI: 2138002VCAKQQ63C7C03 | Long             | ABS-O            | CORP              | US        |   2644304 | PA      | $2276150.28   | 0.07%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FIDELIS MTG TR 2025-RTL1                                                 | Fidelis Mortgage Trust Series 25-RTL1 Class A2                             | CUSIP: 31575LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2216840.34   | 0.07%             | 2040-02-27      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                               | Fidelity National Information Services 1.65%, Due 03/01/2028               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283918.42    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp 1.707%, Due 11/01/2027                                 | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442930.14    | 0.01%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                      | Fifth Third Bancorp Sr Glbl Nt 4.895% Due 09/06/2030                       | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2357835.91   | 0.07%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                       | FIRST TENNESSEE BANK 5.75%, DUE 05/01/2030                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253717.17    | 0.01%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                        | Flagship Credit Auto Trust Series 2023-1, Class C                          | CUSIP: 337955AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4625000 | PA      | $4632763.53   | 0.14%             | 2029-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Company 5.10%, Due 04/01/2033                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510143.77    | 0.02%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                       | Ford Motor Company 3.250% Due 02/12/2032                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868551.13    | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                            | Ford Motor Credit Company, LLC 6.80%, Due 05/12/2028                       | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060201.12   | 0.06%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                   | Foundry JV Holdco, LLC 6.15%, Due 01/25/2032                               | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521993.25    | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 2021-MN1                     | CUSIP: 35563FAA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    436453 | PA      | $435672.06    | 0.01%             | 2051-01-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 2021-MN3, Class M1           | CUSIP: 35563GAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2376125 | PA      | $2377892.64   | 0.07%             | 2051-11-25      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | MultiFamily Structured Credit Series 22-MN4, Class M1                      | CUSIP: 35563HAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2668530 | PA      | $2718846.02   | 0.08%             | 2052-05-25      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Multifamily Structured Credit Risk Series 2021-MN2, Class M2               | CUSIP: 35563JAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9378332 | PA      | $9378343.25   | 0.29%             | 2041-07-25      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 2025-MN10, Class M1          | CUSIP: 35563UAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3957762 | PA      | $3923027.23   | 0.12%             | 2045-02-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 2025-MN10, Class M2          | CUSIP: 35563UAB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1550000 | PA      | $1557606.01   | 0.05%             | 2045-02-25      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Multifamily Structured Credit Risk Series 25-MN12 Class M1                 | CUSIP: 355913AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4984434 | PA      | $4980874.37   | 0.15%             | 2045-11-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | MultiFamily Structured Credit Series 2024-MN9, Class M1                    | CUSIP: 355917AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5069746 | PA      | $5111510.54   | 0.16%             | 2044-10-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-3FP                                                 | Freedom Financial Series 2022-3FP, Class D                                 | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571359 | PA      | $572391.72    | 0.02%             | 2029-08-20      | Fixed         | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                           | FREMG Mortgage Trust Series 2018-KF50, Class B                             | CUSIP: 35709BAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    338254 | PA      | $327005.17    | 0.01%             | 2028-07-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool MA5738M                      | CUSIP: 36179ULT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104454 | PA      | $104039.50    | 0.00%             | 2034-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 MA7248                    | CUSIP: 36179WBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    990376 | PA      | $867598.42    | 0.03%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool MA7385                       | CUSIP: 36179WF29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1221031 | PA      | $1078060.15   | 0.03%             | 2036-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool MA7929M                      | CUSIP: 36179WY28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5253690 | PA      | $4743777.13   | 0.15%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool MA9367                       | CUSIP: 36179YMQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2749833 | PA      | $2836647.16   | 0.09%             | 2053-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool MA9428                       | CUSIP: 36179YPM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965361 | PA      | $996927.88    | 0.03%             | 2054-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Pool G2 CN5057                     | CUSIP: 3617F4TN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469612 | PA      | $1409805.93   | 0.04%             | 2062-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool CN5236C                      | CUSIP: 3617F4Y98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3702430 | PA      | $3479809.23   | 0.11%             | 2062-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Pool G2 CN5237                     | CUSIP: 3617F4ZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1432818 | PA      | $1374504.78   | 0.04%             | 2062-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool CP5023                       | CUSIP: 3617FUSL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1502511 | PA      | $1526869.65   | 0.05%             | 2062-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CI6717                    | CUSIP: 3617XBPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1745222 | PA      | $1559043.78   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CM7497                    | CUSIP: 3617YTKJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3497694 | PA      | $3450341.21   | 0.11%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CQ3549                    | CUSIP: 3618A55J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218797 | PA      | $193259.14    | 0.01%             | 2062-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CR2128                    | CUSIP: 3618AGLH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    798087 | PA      | $704990.57    | 0.02%             | 2055-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CS5780                    | CUSIP: 3618AYM56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322520 | PA      | $284876.03    | 0.01%             | 2063-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 CX4361                    | CUSIP: 3618FQZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332350 | PA      | $348198.11    | 0.01%             | 2053-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 DJ1126                    | CUSIP: 3618KMHB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21690870 | PA      | $22628732.98  | 0.70%             | 2065-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association 5.50%, Due 11/15/2038             | CUSIP: 3622A2XG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178601 | PA      | $182369.30    | 0.01%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool GN 784541                    | CUSIP: 3622A3BJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69506 | PA      | $69199.42     | 0.00%             | 2046-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association 4.50%, Due 08/20/2049             | CUSIP: 3622AAF90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354182 | PA      | $332375.89    | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool 784991                       | CUSIP: 3622AANG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3058293 | PA      | $2719262.63   | 0.08%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association 3.50%, Due 08/20/2052             | CUSIP: 3622AC5T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8563953 | PA      | $7750793.99   | 0.24%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool 711522X                      | CUSIP: 36297GPF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    181052 | PA      | $182472.04    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                   | General Motors Company 5.625%, Due 04/15/2030                              | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4626693.00   | 0.14%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Company  Inc                                    | General Motors Financial Company, Inc 1.50% Due 06/10/2026                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695917.79    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motros Financial Company 5.45%, Due 09/06/2034                     | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1686097.50   | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                           | Genesis Sales Finance Master Trust Series 2024-B, Class D                  | CUSIP: 37186XBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4941530.00   | 0.15%             | 2032-12-20      | Fixed         | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Incorporated 5.207%, Due 01/28/2031                    | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1828865.99   | 0.06%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc 2.6%, Due 02/07/2030                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465111.54    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc 1.992%, Due 01/27/2032                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3993227.37   | 0.12%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group, Inc. 2.615%, Due 04/22/2032                           | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $8241472.28   | 0.26%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc 1.948%, Due 10/21/2027                             | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986351.96    | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc 4.516%, Due 01/21/2032                             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $910978.80    | 0.03%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                      | GoodLeap Sustainable Home Improvement Loan Trust Series 2024-1GS, Class A  | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8311068 | PA      | $8009016.60   | 0.25%             | 2057-06-20      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                      | GoodLeap Sustainable Home Improvement Loan Trust Series 2023-1GS, Class A  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3490979 | PA      | $3249279.21   | 0.10%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2004-49 Class MZ           | CUSIP: 38374GV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    574019 | PA      | $574695.65    | 0.02%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2005-13 Class BG           | CUSIP: 38374KUK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    129881 | PA      | $130111.33    | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association 6.00%, Due 04/20/2036             | CUSIP: 38374MX46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     79633 | PA      | $80013.87     | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2009-50, Class MZ          | CUSIP: 38374VP52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2107469 | PA      | $2207391.94   | 0.07%             | 2039-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2012-74 Class LY           | CUSIP: 38375CZ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    935000 | PA      | $702248.49    | 0.02%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2017-H16 Class DB          | CUSIP: 38375UE89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     13472 | PA      | $13347.90     | 0.00%             | 2067-08-20      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2014-H14 Class FA          | CUSIP: 38375UMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     60086 | PA      | $60076.19     | 0.00%             | 2064-07-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-H11 Class FD          | CUSIP: 38375UWR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     49503 | PA      | $49952.16     | 0.00%             | 2066-05-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2009-2 Class PA            | CUSIP: 38375Y3L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     23097 | PA      | $23071.50     | 0.00%             | 2038-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2017-H18 Class EB          | CUSIP: 38376R6W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     12539 | PA      | $12470.44     | 0.00%             | 2063-06-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2017-080 Class BZ          | CUSIP: 38376U3C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    476586 | PA      | $354937.38    | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government Naitonal Mortgage Association Series 2011-21 , Class SA         | CUSIP: 38377TVT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1060004 | PA      | $100105.44    | 0.00%             | 2041-02-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2011-34, Class MB          | CUSIP: 38377UPB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1729159 | PA      | $1660283.02   | 0.05%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2011-139 Class LS          | CUSIP: 38377YS43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1704118 | PA      | $73684.00     | 0.00%             | 2038-03-16      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assoication Series 12-34 Class LC             | CUSIP: 38378D2S3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1415051 | PA      | $1151499.10   | 0.04%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 13-6 Class PE              | CUSIP: 38378FHY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    169000 | PA      | $133586.42    | 0.00%             | 2043-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 13-5 Class GY              | CUSIP: 38378FTQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    809000 | PA      | $658094.24    | 0.02%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 12-134 Class KM            | CUSIP: 38378GBA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    342000 | PA      | $252169.53    | 0.01%             | 2042-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2012-145, Class PY         | CUSIP: 38378GPW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1900000 | PA      | $1586645.92   | 0.05%             | 2042-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2012-113 Class NZ          | CUSIP: 38378HSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    333743 | PA      | $306742.06    | 0.01%             | 2042-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-186, Class PY         | CUSIP: 38378PUZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4500000 | PA      | $3969229.05   | 0.12%             | 2042-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-82, Class NS          | CUSIP: 38378TDV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1294967 | PA      | $702062.30    | 0.02%             | 2043-05-20      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-149, Class LZ         | CUSIP: 38378UKN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3020961 | PA      | $2654758.07   | 0.08%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-147 Class SD          | CUSIP: 38378UPW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    929186 | PA      | $108528.71    | 0.00%             | 2039-12-20      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-113 Class QS          | CUSIP: 38378WNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    167728 | PA      | $11205.38     | 0.00%             | 2042-02-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2014-79, Class HU           | CUSIP: 38379B3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    465651 | PA      | $377694.53    | 0.01%             | 2040-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2014-58, Class PE          | CUSIP: 38379BRU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  10388000 | PA      | $9862167.75   | 0.31%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2015-161, Class AV         | CUSIP: 38379FUL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    154710 | PA      | $152451.44    | 0.00%             | 2029-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2015-76, Class MZ          | CUSIP: 38379LN85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2701409 | PA      | $2419552.79   | 0.08%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2015-123 Class VB          | CUSIP: 38379QDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     59629 | PA      | $59388.45     | 0.00%             | 2035-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2015-179 Class ZB          | CUSIP: 38379TBD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     63676 | PA      | $46592.13     | 0.00%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION Series 2016-32 Class MS           | CUSIP: 38379VV50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1271031 | PA      | $140525.35    | 0.00%             | 2046-03-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-38 Class ZP           | CUSIP: 38379VWQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     85100 | PA      | $61591.53     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 16-37, Class YA            | CUSIP: 38379VYZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1052764 | PA      | $915380.25    | 0.03%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2016-74 Class PL            | CUSIP: 38379WXZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1075906 | PA      | $970910.36    | 0.03%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-77, Class GY          | CUSIP: 38379YKS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1110000 | PA      | $1005358.86   | 0.03%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-116, Class ZB         | CUSIP: 38380AJZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1409120 | PA      | $1205313.04   | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-120, Class YA         | CUSIP: 38380ATH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    500000 | PA      | $429379.55    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association SERIES 2016-118 CLASS LB          | CUSIP: 38380AUC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    500000 | PA      | $436916.60    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association IO SERIES 2017-004 CLASS WI       | CUSIP: 38380CUH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    349173 | PA      | $14281.14     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2017-120, Class JZ         | CUSIP: 38380GSU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    738397 | PA      | $615633.36    | 0.02%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assoication Series 2018-006, Class JY         | CUSIP: 38380U5F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    362000 | PA      | $315690.75    | 0.01%             | 2048-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-14 Class MZ           | CUSIP: 38380UX40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    440645 | PA      | $284220.80    | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-46, Class CZ          | CUSIP: 38380V4J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  17409551 | PA      | $15327337.04  | 0.48%             | 2048-03-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-024 Class DL          | CUSIP: 38380VAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1539792 | PA      | $1400836.91   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 18-097 Class GY            | CUSIP: 38380XJ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1162000 | PA      | $1114845.23   | 0.03%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Federal National Mortgage Association Series 2018-091 Class VL             | CUSIP: 38380XUD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    739582 | PA      | $719665.61    | 0.02%             | 2029-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-124, Class Z          | CUSIP: 38380Y2K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4159159 | PA      | $3883481.65   | 0.12%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2018-105, Class ZK          | CUSIP: 38380YRT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    541473 | PA      | $473936.91    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | GOV'T NATIONAL MORTGAGE ASSOC Series 18-120 Class PY                       | CUSIP: 38380YTX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    476680 | PA      | $425453.81    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-154, Class ZU         | CUSIP: 38381AUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    577642 | PA      | $477704.23    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-166, Class Z          | CUSIP: 38381BAV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    552556 | PA      | $451596.69    | 0.01%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2025-98, Class BZ          | CUSIP: 38381NMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3023955 | PA      | $3054007.26   | 0.09%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-031, Class AZ         | CUSIP: 38381RYW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    150106 | PA      | $147933.73    | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2019-42, Class AB           | CUSIP: 38381TE84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5870544 | PA      | $5225863.74   | 0.16%             | 2049-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Government National Mortgage Association Series 2019-052 Class HL          | CUSIP: 38381VBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    490565 | PA      | $430919.65    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                          | Government National Mortgage Assocation Series 2019-92, Class DB           | CUSIP: 38381WV96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1336292 | PA      | $1163381.13   | 0.04%             | 2048-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2019-85, Class MC           | CUSIP: 38381XPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    688188 | PA      | $615275.64    | 0.02%             | 2049-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 19-99 Class GP             | CUSIP: 38381XTS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    517000 | PA      | $395669.92    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 19-99, Class EW            | CUSIP: 38381XUZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    540446 | PA      | $423106.04    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assoication Series 19-98 Class BI             | CUSIP: 38381YBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    847484 | PA      | $203526.67    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-152, Class LC         | CUSIP: 38382BF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2686226 | PA      | $2483246.03   | 0.08%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-15, Class EH          | CUSIP: 38382CRE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1416881 | PA      | $1183781.16   | 0.04%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2020-093, Class AZ          | CUSIP: 38382FF33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    923089 | PA      | $650088.59    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-93, Class CP          | CUSIP: 38382FF82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2460808 | PA      | $2090382.30   | 0.06%             | 2050-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-84, Class LB          | CUSIP: 38382FM43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4100604 | PA      | $3200932.29   | 0.10%             | 2050-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assoication Series 2020-97, Class ML          | CUSIP: 38382GWF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1975000 | PA      | $1216825.55   | 0.04%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assoication Series 20-133, Class ZM           | CUSIP: 38382JG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    508132 | PA      | $179458.75    | 0.01%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-160, Class QD         | CUSIP: 38382KR54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    607379 | PA      | $297972.24    | 0.01%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-165, Class BP         | CUSIP: 38382KV67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    385710 | PA      | $325296.32    | 0.01%             | 2050-11-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Government National Mortgage Association Series 2020-183, Class AE         | CUSIP: 38382LSV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    598103 | PA      | $311824.46    | 0.01%             | 2050-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-86, Class MB          | CUSIP: 38382QPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    675364 | PA      | $517692.04    | 0.02%             | 2051-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-89, Class JY          | CUSIP: 38382QXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1524647 | PA      | $883814.08    | 0.03%             | 2051-03-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-58, Class NA          | CUSIP: 38382RGV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    448231 | PA      | $343947.09    | 0.01%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-66, Class YM          | CUSIP: 38382RXZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1570594 | PA      | $1376337.10   | 0.04%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 21-81 Class KE             | CUSIP: 38382TSE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4432137 | PA      | $2499656.43   | 0.08%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-96, Class JK          | CUSIP: 38382UYF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2529675 | PA      | $1570904.23   | 0.05%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-97, Class PA          | CUSIP: 38382VJX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1873350 | PA      | $1436758.14   | 0.04%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-121, Class JW         | CUSIP: 38382VMD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1708699 | PA      | $956435.89    | 0.03%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-149, Class ZB         | CUSIP: 38382XCC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    326508 | PA      | $186975.11    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-158, Class KQ         | CUSIP: 38382XU94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2601701 | PA      | $1577805.76   | 0.05%             | 2051-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-205, Class ZL         | CUSIP: 38383C3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4783274 | PA      | $2132653.01   | 0.07%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-216, Class QM         | CUSIP: 38383D4Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1172581 | PA      | $657653.79    | 0.02%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-216, Class Z          | CUSIP: 38383D6H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6032704 | PA      | $3426800.29   | 0.11%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-196, Class YZ         | CUSIP: 38383DBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1148302 | PA      | $524989.38    | 0.02%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-101, Class PL         | CUSIP: 38383F5S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9199000 | PA      | $8462651.33   | 0.26%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-10, Class QJ          | CUSIP: 38383GAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1317637 | PA      | $767354.19    | 0.02%             | 2052-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-205, Class CE         | CUSIP: 38383HAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2180598 | PA      | $2068641.96   | 0.06%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-205, Class CH         | CUSIP: 38383HAW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3242719 | PA      | $3181716.32   | 0.10%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-206, Class GZ         | CUSIP: 38383HKG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1212736 | PA      | $1065681.40   | 0.03%             | 2051-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-13, Class JB          | CUSIP: 38383HNB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    505050 | PA      | $448329.35    | 0.01%             | 2053-01-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-190, Class DZ         | CUSIP: 38383LAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2367026 | PA      | $2372816.95   | 0.07%             | 2052-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-197, Class JB         | CUSIP: 38383LFJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1500715 | PA      | $1530035.67   | 0.05%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-200, Class SC         | CUSIP: 38383LPF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3976783 | PA      | $4320769.89   | 0.13%             | 2052-11-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-2019, Class JW        | CUSIP: 38383LQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2038000 | PA      | $2054009.10   | 0.06%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-69, Class BY          | CUSIP: 38383P2A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1000000 | PA      | $776555.20    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Federal National Mortgage Association Series 22-68 Class QW                | CUSIP: 38383PG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3800000 | PA      | $3170110.10   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-63, Class LM          | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    200000 | PA      | $167881.80    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-84, Class AL          | CUSIP: 38383RT31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2812353 | PA      | $2433011.30   | 0.08%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-125, Class JW         | CUSIP: 38383TWR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2000000 | PA      | $1846977.80   | 0.06%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-129, Class PL         | CUSIP: 38383UCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3595000 | PA      | $3039374.42   | 0.09%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-136, Class PB         | CUSIP: 38383UPY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1585000 | PA      | $1327870.05   | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-4, Class BV           | CUSIP: 38383VKK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    953674 | PA      | $969011.94    | 0.03%             | 2033-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-4, Class BZ           | CUSIP: 38383VKL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1813856 | PA      | $1677958.03   | 0.05%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2023-4, Class PB            | CUSIP: 38383VKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3932000 | PA      | $3797899.53   | 0.12%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-35, Class DB          | CUSIP: 38383VM62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1233954 | PA      | $1146462.59   | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 23-18 Class ZA             | CUSIP: 38383VU55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1911080 | PA      | $1757181.60   | 0.05%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-45, Class EZ          | CUSIP: 38383W4R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2173481 | PA      | $2237000.81   | 0.07%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-45, Class HZ          | CUSIP: 38383W4W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3485002 | PA      | $3190481.46   | 0.10%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-58, Class PZ          | CUSIP: 38383XTK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6724555 | PA      | $6616119.83   | 0.21%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-260, Class GZ         | CUSIP: 38383YRT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  15048028 | PA      | $8989400.06   | 0.28%             | 2052-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-160, Class QL         | CUSIP: 38383YSJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5500000 | PA      | $5144297.95   | 0.16%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-172, Class MZ         | CUSIP: 38383YU59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2248270 | PA      | $2231159.72   | 0.07%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-70, Class BZ          | CUSIP: 38384ADW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5370440 | PA      | $5488805.77   | 0.17%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-065, Class LZ         | CUSIP: 38384AHJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1368539 | PA      | $1297592.95   | 0.04%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-82, Class GZ          | CUSIP: 38384AT29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2769359 | PA      | $2777167.65   | 0.09%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2023-66, Class ZE           | CUSIP: 38384AWT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3375255 | PA      | $3512148.33   | 0.11%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                                     | Government National Mortgage Association Series 2023-96, Class CB          | CUSIP: 38384B2G5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1581915 | PA      | $1662020.61   | 0.05%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                                     | Government National Mortgage Association Series 2023-81, Class KB          | CUSIP: 38384BAV3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1997706 | PA      | $2085879.10   | 0.06%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-117, Class LZ         | CUSIP: 38384CGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7965033 | PA      | $8194211.58   | 0.25%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-115, Class VL         | CUSIP: 38384CH28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3159882 | PA      | $3227673.16   | 0.10%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-128, Class LZ         | CUSIP: 38384CMZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7397920 | PA      | $7551804.56   | 0.23%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-113, Class QC         | CUSIP: 38384CWJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6188700 | PA      | $6379953.11   | 0.20%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-165, Class AZ         | CUSIP: 38384D6G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5690169 | PA      | $6152744.91   | 0.19%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-152, Class MY         | CUSIP: 38384DC88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1592333 | PA      | $1636204.64   | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-169, Class MB         | CUSIP: 38384DK97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1704596 | PA      | $1768286.72   | 0.05%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-148, Class CB         | CUSIP: 38384DNW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4188291 | PA      | $4339997.60   | 0.13%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-147, Class Z          | CUSIP: 38384DRP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4898273 | PA      | $5156706.54   | 0.16%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-152, Class GX         | CUSIP: 38384DUS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6587217 | PA      | $6754013.24   | 0.21%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-152, Class JL         | CUSIP: 38384DWL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2362155 | PA      | $2430587.10   | 0.08%             | 2052-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-152, Class TW         | CUSIP: 38384DWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  10605596 | PA      | $11085555.43  | 0.34%             | 2063-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-167, Class CV         | CUSIP: 38384FAH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6616444 | PA      | $6801648.18   | 0.21%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2023-167, Class CZ          | CUSIP: 38384FAJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9159766 | PA      | $9673398.35   | 0.30%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2023-167, Class VC          | CUSIP: 38384FAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   8372879 | PA      | $8513872.85   | 0.26%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2023-171, Class BZ          | CUSIP: 38384FDJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3481446 | PA      | $3628289.60   | 0.11%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2024-23, Class AZ          | CUSIP: 38384J2V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9029713 | PA      | $9382339.95   | 0.29%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2024-28, Class GM          | CUSIP: 38384JBH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4527479 | PA      | $4703637.83   | 0.15%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2024-60, Class BZ          | CUSIP: 38384NHN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  11071132 | PA      | $11384485.53  | 0.35%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2024-127, Class VC         | CUSIP: 38384USD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2078783 | PA      | $2102482.87   | 0.07%             | 2033-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2024-127, Class VQ         | CUSIP: 38384UTH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5773577 | PA      | $5785050.89   | 0.18%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2025-170, Class YL         | CUSIP: 38385HK55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  19443479 | PA      | $19403530.43  | 0.60%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2025-168, Class CZ         | CUSIP: 38385HZ91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   4991716 | PA      | $4953167.72   | 0.15%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                          | Government National Mortgage Association Series 2026-1, Class SM           | CUSIP: 38385K6Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        | 149177679 | PA      | $2114340.00   | 0.07%             | 2056-01-20      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                        | HF Sinclair Corporation 5.75%, Due 01/15/2031                              | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3780457.83   | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                 | UnitedHealth Group, Inc. 4.45%, due 12/15/2048                             | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641014.00    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                 | HCA, Inc. 3.375%, Due 03/15/2029                                           | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1839543.98   | 0.06%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                 | HCA, Inc. 4.30%, Due 11/15/2030                                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1121169.69   | 0.03%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hero Funding 2016-4                                                      | Hero Funding Trust Series 2016-4A Class A1                                 | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79600 | PA      | $74615.08     | 0.00%             | 2047-09-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings plc 2.804%, Due 05/24/2032                                   | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899356.13    | 0.03%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings plc 5.597%, Due 05/17/2028                                   | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3134824.75   | 0.10%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings plc 4.619%, Due 11/06/2031                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986111.79    | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HTAP 2024-2                                                              | HTAP Trust Series 2024-2, Class A                                          | CUSIP: 40444WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750422 | PA      | $9673003.71   | 0.30%             | 2042-04-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HTAP 2024-1                                                              | HTAP Trust Series 2024-1, Class A                                          | CUSIP: 40445NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5829802 | PA      | $5835160.02   | 0.18%             | 2037-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HTAP 2024-1                                                              | HTAP Trust Series 2024-1, Class B                                          | CUSIP: 40445NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2630000 | PA      | $2579101.08   | 0.08%             | 2037-04-25      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                               | L3Harris Technologies Incorporated 4.40%, Due 06/15/2028                   | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1711059.69   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                    | Helmerich & Payne, Inc. 2.90%, Due 09/29/2031                              | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1471603.44   | 0.05%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Hero Fdg Tr 2016-2                                                       | Hero Funding Trust Series 2016-2A Class A                                  | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53144 | PA      | $50433.38     | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hero Fdg 2016-3                                                          | Hero Funding Trust Series 2016-3A Class A1                                 | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835905 | PA      | $774541.98    | 0.02%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Hero Funding 2018-1                                                      | Hero Funding Trust Series 2017-3A Class A1                                 | CUSIP: 42771AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72472 | PA      | $66072.53     | 0.00%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Hero Funding 2018-1                                                      | HERO Funding Trust Series 17-3A Class A2                                   | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265140 | PA      | $247402.58    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Hero Funding 2018-1                                                      | Hero Funding Trust Series 2018-1A Class A2                                 | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28256 | PA      | $27435.94     | 0.00%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc.                                                          | Home Depot Incorporated 4.95%, Due 06/25/2034                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755429.78    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Home Partners Of America Trust 2019-1                                    | Home Partners of America Trust Series 2019-1, Class B                      | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457309 | PA      | $447411.35    | 0.01%             | 2039-09-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Home Partners Of America Trust 2019-2                                    | Home Partners of America Trust Series 2019-2 Class B                       | CUSIP: 43732TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4579254 | PA      | $4468396.04   | 0.14%             | 2039-10-19      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2024-                                       | Homeward Opportunities Fund Series 24-RRTL2 Class A2                       | CUSIP: 43789GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4001608.00   | 0.12%             | 2039-09-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                 | Honeywell Aerospace Incorporated 4.60%, Due 03/16/2033                     | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4992067.26   | 0.16%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares 5.023%, Due 05/17/2033                               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397416.63    | 0.01%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares, Inc. 6.208%, Due 08/21/2029                         | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778064.20    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                         | The Huntington National Bank Series 2025-2, Class B1                       | CUSIP: 44644NAN9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   4642011 | PA      | $4649909.51   | 0.14%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 5.35%, Due 03/19/2029                              | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3166897.17   | 0.10%             | 2029-03-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 5.40%, Due 06/24/2031                              | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864753.81    | 0.03%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 4.75%, Due 09/26/2031                              | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395838.42    | 0.01%             | 2031-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 5.30%, Due 01/08/2030                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1293896.97   | 0.04%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Idaho Power Company                                                      | Idaho Power Company 5.50%, Due 03/15/2053                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855582.44    | 0.03%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                      | Idaho Power Company 5.80%, Due 04/01/2054                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1844359.87   | 0.06%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                                            | Intercontinental Exhange Incorporated 4.95%, Due 06/15/2052                | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    875000 | PA      | $775503.75    | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                                            | Intercontinental Exchange Incorporated 5.25%, Due 06/15/2031               | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412780.00    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTOWN MTG TR 2025-STAY                                                  | INTOWN Mortgage Trust Series 2025-STAY, Class D                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1895250.00   | 0.06%             | 2042-03-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                | J.P. Morgan Wealth Management Series 2021-CL1, Class M1                    | CUSIP: 46591HBK5<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    504675 | PA      | $503687.47    | 0.02%             | 2051-03-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                | J.P. Morgan Wealth Management Series 2021-CL1, Class M3                    | CUSIP: 46591HBM1<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |   1396654 | PA      | $1389687.38   | 0.04%             | 2051-03-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                | Chase Mortgage Finance Corporation Series 21-CL1 Class M3                  | CUSIP: 46591HBZ2<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |    542288 | PA      | $528973.63    | 0.02%             | 2050-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JP Morgan Chase & Company 3.509%, Due 1/23/2019                            | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3059743.27   | 0.10%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase &Co. 3.702%, Due 05/06/2030                                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462845.71   | 0.05%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JP Morgan Chase & Company 2.739%, Due 10/15/2030                           | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1742351.13   | 0.05%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JP Morgan Chase and Co. 1.578%, Due 04/22/2027                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399355.47    | 0.01%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JP Morgan Chase and Company 2.069%, Due 06/01/2029                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189369.21   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co Sr 3.25%, Due 09/22/2027                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1331525.80   | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co 2.545%, Due 11/08/2032                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    475000 | PA      | $422233.77    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 2.963%, Due 01/25/2033                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $7960878.58   | 0.25%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 5.04%, Due 01/23/2028                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005072.04   | 0.03%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 5.294%, Due 07/22/2035                            | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961763.48    | 0.03%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 4.603%, Due 10/22/2030                            | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904052.36   | 0.06%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Jackson National Life Global Funding                                     | Jackson National Life Global Funding 5.55%, Due 07/02/2027                 | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2220150.42   | 0.07%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                     | Jackson National Life Global 4.55%, Due 09/09/2030                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $842505.15    | 0.03%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | Johnson Controls International 5.50%, Due 04/19/2029                       | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464883.08    | 0.01%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | Johnson Controls International 2.00%, Due 09/16/2031                       | CUSIP: 47837RAD2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435530.78    | 0.01%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                      | Kapitus Asset Securitization, LLC Series 2024-1A, Class C                  | CUSIP: 48555MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $348794.64    | 0.01%             | 2031-09-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                      | Kapitus Asset Securitization LLC Series 2024-1A, Class 1A                  | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4707543.97   | 0.15%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                      | Kapitus Asset Securitization LLC Series 2024-1A, Class 2C                  | CUSIP: 48555MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5082436.11   | 0.16%             | 2031-09-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                     | Keurig Dr. Pepper Incorporated 5.10%, Due 03/15/2027                       | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803101.43    | 0.02%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                  | Keycorp Bank 4.789%, Due 06/01/2033                                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293162.09    | 0.01%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                             | Key Bank NA 5.00%, Due 01/26/2033                                          | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5815017.76   | 0.18%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                               | Kirby Corporation 4.20%, Due 03/01/2028                                    | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596476.96    | 0.02%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                           | Kroger Company (The) 2.650% Due 10/15/2026                                 | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99094.28     | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                           | Kroger Company 1.70%, Due 01/15/2031                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1356084.63   | 0.04%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| LHOME MTG TR 2024-RTL3                                                   | LHOME Mortgage Trust Series 2024-RTL3, Class A2                            | CUSIP: 50205GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4036346.80   | 0.13%             | 2029-05-25      | Fixed         | 8.37%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                           | LHOME Mortgage Trust Series 2024-RTL2, Class A2                            | CUSIP: 50205JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505829.00   | 0.05%             | 2029-03-25      | Fixed         | 9.54%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                   | LHOME Mortgage Trust Series 2025-RTL1, Class A1                            | CUSIP: 50205UAA9<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8026779.20   | 0.25%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                   | LHOME Mortgage Trust Series 2025-RTL1, Class A2                            | CUSIP: 50205UAB7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |   8950000 | PA      | $8977549.89   | 0.28%             | 2040-01-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                               | Laboratory Corporation American Holdings 1.55%, Due 06/01/2026             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373254.70    | 0.01%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LENDING FUNDING TRUST                                                    | Lendmark Funding Trust Series 2020-2A, Class B                             | CUSIP: 51507KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195000 | PA      | $1171621.86   | 0.04%             | 2031-04-21      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| LENDING FUNDING TRUST                                                    | Lendmark Funding Trust Series 2020-2A, Class C                             | CUSIP: 51507KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $540334.30    | 0.02%             | 2031-04-21      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                     | Lendbuzz Securitization Trust Series 2026-1A, Class C                      | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2046141 | PA      | $2051724.45   | 0.06%             | 2031-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                     | Lendbuzz Securitization Trust Series 2026-1A, Class D                      | CUSIP: 525952AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1679655 | PA      | $1691850.00   | 0.05%             | 2033-02-15      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-2                                            | Lendmark Funding Trust Series 2025-2A, Class D                             | CUSIP: 52603GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7807050.42   | 0.24%             | 2034-10-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                   | Lendmark Funding Trust Series 21-1A Class C                                | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $715842.90    | 0.02%             | 2031-11-20      | Fixed         | 3.41%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                            | Lendbuzz Securitization Trust Series 2023-1A, Class A2                     | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1916019 | PA      | $1934639.32   | 0.06%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                            | Life Financial Services Trust Series 2021-BMR, Class D                     | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6510000.00   | 0.20%             | 2038-03-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                            | Life Financial Services Trust Series 2021-BMR, Class E                     | CUSIP: 53218CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6314700 | PA      | $5714803.50   | 0.18%             | 2038-03-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                            | Life Financial Services Trust Series 2022-BMR2, Class A1                   | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9891250.00   | 0.31%             | 2039-05-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                            | Life Financial Services Trust Series 2022-BMR2, Class B                    | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2752500.00   | 0.09%             | 2039-05-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                            | Life Financial Services Trust Series 2022-BMR2, Class C                    | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $4895000.00   | 0.15%             | 2039-05-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                         | Lincoln Financial Global Funding 4.625%, Due 05/28/2028                    | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2750397.79   | 0.09%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                         | Lincoln Financial Global Funding 4.625%, Due 08/18/2030                    | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    850000 | PA      | $841084.02    | 0.03%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lincoln National Corp.                                                   | Lincoln National Corporation 3.625%, Due 12/12/2026                        | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99407.19     | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| LOANPAL SOLAR LOAN 2020-3 LLC                                            | LoanPal Solar Loan LLC Series 2020-3, Class B                              | CUSIP: 53948NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1731370 | PA      | $1210106.83   | 0.04%             | 2047-12-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan 2021-2 Ltd.                                           | Loanpal Solar Loan Ltd. Series 21-1GS Class A                              | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367018 | PA      | $303725.50    | 0.01%             | 2048-01-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Loan 2021-2 Ltd.                                           | Loanpal Solar Loan Ltd. Series 21-1GS Class B                              | CUSIP: 53948PAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590542 | PA      | $449029.43    | 0.01%             | 2048-01-20      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Loanpal Solar Ln 2021-2 Ltd / LLC.                                       | Loanpal Solar Loan Ltd. Series 2021-2GS, Class A                           | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2085089 | PA      | $1641759.33   | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                    | Lowes Cos. Inc. 2.625%, Due 04/01/2031                                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    950000 | PA      | $863178.01    | 0.03%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                    | Lowe's Cos. Inc. 2.80%, Due 09/15/2041                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2130186.85   | 0.07%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LUMINACE ABS-2024 ISSUER LLC                                             | Luminace ABS-2022 Issuer, LLC Series 2024-1, Class B                       | CUSIP: 55026NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3861372 | PA      | $3715123.75   | 0.12%             | 2031-10-30      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                        | MF1 Multifamily Housing Mortgage Trust Series 2026-FL21, Class A           | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10017270.00  | 0.31%             | 2041-02-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MMP CAPITAL 2025-A LLC                                                   | MMP Capital Series 2025-A, Class A                                         | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6095855 | PA      | $6138208.33   | 0.19%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| MOO SECURITIZATION TRUST 2026-RM1                                        | MOO Securitization Trust Series 2026-RM1, Class M2                         | CUSIP: 55318PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1260812.99   | 0.04%             | 2066-03-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MOO SECURITIZATION TRUST 2026-RM1                                        | MOO Securitization Trust Series 2026-RM1, Class M3                         | CUSIP: 55318PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $790041.76    | 0.02%             | 2066-03-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX Lp Sr Nt 5.5% Due 06/01/2034                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3649172.18   | 0.11%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                           | Mariner Finance Issuance Trust Series 2024-AA, Class D                     | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3303214.85   | 0.10%             | 2036-09-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| MARINER FINANCE ISSE TR 2021-A                                           | Mariner Finance Issuance Trust Series 2021-AA                              | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $965477.60    | 0.03%             | 2036-03-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Massmutual Global Funding II                                             | MassMutual Global Funding 5.05%, Due 08/26/2035                            | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490714.02    | 0.02%             | 2035-08-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: —       |
| Massmutual Global Funding II                                             | MassMutual Global Funding 4.35%, Due 09/17/2031                            | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2257210.52   | 0.07%             | 2031-09-17      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: —       |
| Massmutual Global Funding II                                             | MassMutual Global Funding 5.15%, Due 05/30/2029                            | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4433921.85   | 0.14%             | 2029-05-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Massmutual Global Funding II                                             | MassMutual Global Funding 1.20%, Due 07/16/2026                            | CUSIP: 57629WDE7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396608.64    | 0.01%             | 2026-07-16      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                  | Mastercard Incorporated 2.00%, Due 11/18/2031                              | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2032815.10   | 0.06%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MasterCard Incorporated                                                  | Mastercard Incorporated 4.875%, Due 05/09/2034                             | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754277.36    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                              | MCR Mortgage Trust Series 2024-TWA, Class D                                | CUSIP: 582923AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3517575.95   | 0.11%             | 2039-06-12      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                  | Mercedes-Benz Financing NA 5.0%, Due 01/11/2034                            | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968749.52   | 0.06%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                  | Mercedes-Benz Financing North America 4.75%, Due 03/31/2028                | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503392.16    | 0.02%             | 2028-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                              | Merchants Fleet Funding LLC Series 2023-1A, Class D                        | CUSIP: 588926AD7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4031495.20   | 0.13%             | 2036-05-20      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                              | Merchants Fleet Funding, LLC Series 2025-1A, Class D                       | CUSIP: 588926AP0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5775000 | PA      | $5772642.07   | 0.18%             | 2039-01-20      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                             | Mercury Financial Credit Card Master Trust Series 2024-2A, Class B         | CUSIP: 58940BBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5017065.00   | 0.16%             | 2029-07-20      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Met Tower Global Funding                                                 | Met Tower Global Funding 4.0%, Due 01/14/2029                              | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247379.28    | 0.01%             | 2029-01-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Funding I 4.30%, Due 08/25/2029                            | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990540.00    | 0.03%             | 2029-08-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Fund I 5.15%, Due 03/28/2033                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504944.15    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Funding 5.40%, Due 09/12/2028                              | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1893946.40   | 0.06%             | 2028-09-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Funding I 5.05%, Due 01/08/2034                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854367.74    | 0.03%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Financials 1.55%, Due 01/07/2031                           | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1694741.12   | 0.05%             | 2031-01-07      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Midamerican Energy Company                                               | MidAmerican Energy Company 3.65%, Due 04/15/2029                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343657.76    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MILL CITY SOLAR LN 2019-2                                                | Mill City Solar Loan LTD Series 19-2GS Class A                             | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88316 | PA      | $79928.31     | 0.00%             | 2043-07-20      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                      | Mission Lane Credit Card Master Trust Series 2024-A, Class C               | CUSIP: 60510MBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3008206.80   | 0.09%             | 2029-08-15      | Fixed         | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                           | Mondelez International Holdings 1.25%, Due 09/24/2026                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577829.55   | 0.05%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 2.699%, Due 01/22/2031                                      | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9192380.77   | 0.29%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 3.622% Due 04/01/2031                                       | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2397264.35   | 0.07%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 1.794%, Due 02/13/2032                                      | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3247268.93   | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 1.928%, Due 04/28/2032                                      | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $650112.31    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley Floating rate, due 7/21/2032                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875478.29    | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 5.23%, Due 01/15/2031                                       | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    875000 | PA      | $888457.80    | 0.03%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                         | Morgan Stanley Private Bank 4.466%, Due 07/06/2028                         | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999925.92   | 0.06%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-3                                           | Mosaic Solar Loans, LLC Series 2023-3A, Class A                            | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2417420 | PA      | $2343975.14   | 0.07%             | 2053-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2025-1                                           | Mosaic Solar Loans LLC Series 2025-1A, Class A                             | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031783 | PA      | $2005499.89   | 0.06%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-1                                           | Mosaic Solar Loans, LLC Series 2023-1A, Class A                            | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2751431 | PA      | $2544861.05   | 0.08%             | 2053-06-20      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-1                                           | Mosaic Solar Loans LLC Series 23-1A Class B                                | CUSIP: 61945VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2027370 | PA      | $1473638.52   | 0.05%             | 2053-06-20      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                           | Mosaic Solar Loans LLC Series 2023-2A, Class C                             | CUSIP: 61945WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $778068.00    | 0.02%             | 2053-09-22      | Fixed         | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2018-1                                           | Mosaic Solar Loans, LLC Series 2018-1A Class A                             | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63381 | PA      | $59702.25     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-1 LLC                                            | Mosaic solar Loans LLC Series 2017-2A Class B                              | CUSIP: 61946GAB9<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     24065 | PA      | $21699.27     | 0.00%             | 2043-06-22      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-1                                           | Mosaic Solar Loans, LLC Series 2021-1A, Class A                            | CUSIP: 61947DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2704142 | PA      | $2237050.14   | 0.07%             | 2046-12-20      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECT TR 2024-01                                           | Multifamily Connecticut Avenue Series 2024-01, Class M7                    | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-O            | CORP              | US        |   7237642 | PA      | $7318733.48   | 0.23%             | 2054-07-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECU                                      | Multifamily Connecticut Avenue Series 2025-1, Class M1                     | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4596507 | PA      | $4664367.20   | 0.15%             | 2055-05-25      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2022-B LLC                                                  | NMEF Funding, LLC Series 2022-B, Class C                                   | CUSIP: 62890MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4551813.90   | 0.14%             | 2029-06-15      | Fixed         | 8.54%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC 2023-A                                                  | NMEF Funding LLC Series 2023-A, Class C                                    | CUSIP: 62890QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3610614.70   | 0.11%             | 2030-06-17      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Nyt Mortgage Trust                                                       | NYT Mortgage Trust Series 2019-NYT, Class C                                | CUSIP: 62954PAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2612263.50   | 0.08%             | 2035-12-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Nyt Mortgage Trust                                                       | NYT Mortgage Trust Series 2019-NYT, Class D                                | CUSIP: 62954PAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2337512.50   | 0.07%             | 2035-12-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NALP BUSINESS LOAN TRUST 2024-1                                          | Newtek Alternative Loan Program Series 2024-1, Class B                     | CUSIP: 629863AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2454612 | PA      | $2483706.50   | 0.08%             | 2049-12-27      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| NALP BUSINESS LOAN TRUST 2026-1                                          | Newtek Alternative Loan Program Series 2026-1, Class A                     | CUSIP: 62986BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2622838 | PA      | $2613803.15   | 0.08%             | 2051-06-26      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NALP BUSINESS LOAN TRUST 2026-1                                          | Newtek Alternative Loan Program Series 2026-1, Class B                     | CUSIP: 62986BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1140364 | PA      | $1146016.12   | 0.04%             | 2051-06-26      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Company                                                     | Nevada Power Company 6.0%, Due 03/15/2054                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450628.72    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                             | New York Life Global Funding 1.2%, Due 08/07/2030                          | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1740945.34   | 0.05%             | 2030-08-07      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: —       |
| New York Life Global Funding                                             | New York Life Global Funding 1.15%, Due 06/09/2026                         | CUSIP: 64952WED1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49713.35     | 0.00%             | 2026-06-09      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                             | New York Life Global Funding 5.0%, Due 01/09/2034                          | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014796.44   | 0.06%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                             | New York Life Global Funding 4.70%, Due 01/29/2029                         | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008478.38   | 0.03%             | 2029-01-29      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                             | New York Life Global Funding 4.25%, Due 01/09/2031                         | CUSIP: 64952WFR9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1803348.84   | 0.06%             | 2031-01-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NEWTEK SML BUS LN TR 2022-1                                              | Newtek Small Business Loan Trust Series 2022-1, Class B                    | CUSIP: 65254BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596117 | PA      | $592186.78    | 0.02%             | 2049-10-25      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEWTEK SMALL BUSI LN TR 2023-1                                           | Newtek Small Business Loan Trust Series 23-1 Class B                       | CUSIP: 65254RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656293 | PA      | $1652390.74   | 0.05%             | 2050-07-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                      | Nextera Energy Cap Holdings Inc 4.625%, Due 07/15/2027                     | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1540488.18   | 0.05%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                      | Nextera Energy Capital Holdings Incorporated 5.25%, Due 03/15/2034         | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506190.16    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                             | Norfolk Sourthern Corporation 3.00%, Due 03/15/2032                        | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $547465.31    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                             | Norfolk Southern Corporation 5.95%, Due 03/15/2064                         | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495050.93    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                            | Northern Stars Power Company 2.25%, Due 04/01/2031                         | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450523.54    | 0.01%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                            | Northern States Power 5.10%, Due 05/15/2053                                | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $819996.13    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                             | Northrop Grumman Corporation 4.90%, Due 06/01/2034                         | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898134.84    | 0.03%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global Funding 4.35%, Due 09/15/2027                   | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400367.06    | 0.01%             | 2027-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: —       |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global 5.07%, Due 03/25/2027                           | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025158.57   | 0.09%             | 2027-03-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: —       |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global 5.16%, Due 05/28/2031                           | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3320144.43   | 0.10%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global Funding 4.30%, Due 01/13/2031                   | CUSIP: 66815L2Z1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577466.08   | 0.05%             | 2031-01-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corporation                                                        | Nucor Corporation 3.125%, Due 04/01/2032                                   | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230060.93    | 0.01%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                            | Ondeck Asset Securitization Trust Series 2024-2A, Class B                  | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1288386.84   | 0.04%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OHS ISSUER LLC                                                           | OHS Issuer, LLC Series 2026-1, Class A2                                    | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8492917 | PA      | $8326642.35   | 0.26%             | 2061-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NYSEG Storm Funding LLC                                                  | NYSEG Storm Funding LLC 4.713%, Due 05/01/2031                             | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8313765 | PA      | $8367989.16   | 0.26%             | 2031-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                               | Occidental Petroleum Corporation 3.0%, Due 02/15/2027                      | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1456880.36   | 0.05%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST 2023-HB                                      | Ocwen Loan Investment Trust Series 2023-HB1, Class M2                      | CUSIP: 67578KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2983569.60   | 0.09%             | 2036-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST 2023-HB                                      | Ocwen Loan Investment Trust Series 2023-HB1, Class M3                      | CUSIP: 67578KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3973082.40   | 0.12%             | 2036-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LN INVESTMNT TR2024-HB1                                            | Ocwen Loan Investment Trust Series 2024-HB1, Class M2                      | CUSIP: 675952AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1464075.15   | 0.05%             | 2037-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LN INVESTMNT TR2024-HB1                                            | Ocwen Loan Investment Trust Series 2024-HB1, Class M3                      | CUSIP: 675952AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3395549.50   | 0.11%             | 2037-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                      | Oncor Electric Delivery Co. LLC 7.0%, Due 05/01/2032                       | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3066159.14   | 0.10%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                      | Oncor Electric Delivery Co. LLC 3.75%, Due 04/01/2045                      | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    490000 | PA      | $376997.19    | 0.01%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                      | Oncor Electric Delivery 4.95%, Due 09/15/2052                              | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439155.82    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ONITY LN INVT TR 2024-HB2                                                | Onity Loan Investment Trust Series 2024-HB2, Class M3                      | CUSIP: 68278DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4768011.15   | 0.15%             | 2037-08-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB1                                     | Onity Loan Investment Trust Series 2025-HB1, Class M3                      | CUSIP: 68278EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1389868.95   | 0.04%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB2                                     | Ocwen Loan Investment Trust Series 2025-HB2, Class M2                      | CUSIP: 68278FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3475000 | PA      | $3223012.11   | 0.10%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB2                                     | Ocwen Loan Investment Trust Series 2025-HB2, Class M3                      | CUSIP: 68278FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9050000 | PA      | $8260085.23   | 0.26%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-B                                            | Oportun Funding LLC Series 2021-B                                          | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448471 | PA      | $440881.96    | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-B                                            | Oportun Funding LLC Series 2021-B, Class C                                 | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110486 | PA      | $1100612.92   | 0.03%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING TR 2024-3                                                | Opportun Funding, LLC Series 2024-3, Class C                               | CUSIP: 68377NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1728868.14   | 0.05%             | 2029-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                            | Oportun Funding LLC Series 2021-C, Class A                                 | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578462 | PA      | $570656.56    | 0.02%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                            | Oportun Funding LLC Series 2021-C, Class B                                 | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    959838 | PA      | $946390.39    | 0.03%             | 2031-10-08      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-C                                            | Oportun Funding, LLC Series 2025-C, Class D                                | CUSIP: 68378RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3290138.28   | 0.10%             | 2033-07-08      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-D                                            | Oportun Funding, LLC Series 2025-D, Class C                                | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6005459.40   | 0.19%             | 2033-02-08      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-D                                            | Oportun Funding, LLC Series 2025-D, Class D                                | CUSIP: 68379HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9735000 | PA      | $9823938.96   | 0.31%             | 2033-02-08      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corporation 3.60%, Due 04/01/2040                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $5274214.08   | 0.16%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corporation 2.30%, Due 03/25/2028                                   | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3667351.00   | 0.11%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corporation 2.875%, Due 03/25/2031                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444097.29    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD /LLC                                                     | PFP III Series 2024-11, Class D                                            | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2477557.50   | 0.08%             | 2039-09-17      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co.                                                          | PECO Energy Company 3.00%, due 09/15/2049                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129910.64    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 2.60%, Due 07/23/2026                               | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248686.49    | 0.01%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 6.037%, Due 10/28/2033                              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $898978.62    | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services Group, Inc. (The) 5.582%, Due 01/26/2027            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512363.25    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 5.939%, Due 08/18/2034                              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047325.90   | 0.03%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 5.30%, Due 01/21/2028                               | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006839.48   | 0.03%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                    | PNC Bank National Association 2.70%, Due 10/22/2029                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235257.49    | 0.01%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                     | PPG Industries, Inc. 2.550%, Due 06/15/2030                                | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277805.18    | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                       | PPL Electric Utilities 3.00%, Due 10/01/2019                               | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $103062.98    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                       | PPL Electric Utilities 5.00%, Due 05/15/2033                               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909552.59    | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                           | Pacific Life Global Fund II 1.45%, Due 01/20/2028                          | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    790000 | PA      | $750724.48    | 0.02%             | 2028-01-20      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: —       |
| Pacific Life Global Funding II                                           | Pacific Life Global Funding II 4.85%, Due 02/10/2030                       | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5217000 | PA      | $5263073.57   | 0.16%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1                       | Pagaya Point of Sale Holdings Series 25-1 Class A                          | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5519344.60   | 0.17%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1                       | Pagaya Point of Sale Holdings Series 25-1 Class D                          | CUSIP: 694952AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2512819.75   | 0.08%             | 2034-01-20      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-2                                              | Pagaya AI Debt Selection Trust Series 24-2 Class C                         | CUSIP: 694961AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413110 | PA      | $1414278.60   | 0.04%             | 2031-08-15      | Fixed         | 7.57%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2026-1                                      | Pagaya AI Debt Selection Trust Series 2026-1, Class B                      | CUSIP: 694969AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8650000 | PA      | $8627932.99   | 0.27%             | 2033-09-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                              | PacifiCorp 5.50%, Due 05/15/2054                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394421.63    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-1                                      | Pagaya AI Debt Selection Trust Series 2025-1, Class D                      | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2815633 | PA      | $2820379.21   | 0.09%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-7                                      | Pagaya AI Debt Selection Trust Series 2025-7, Class B                      | CUSIP: 69545RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7998573 | PA      | $7951513.86   | 0.25%             | 2033-05-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-5                                      | Pagaya AI Debt Selection Trust Series 25-5 Class B                         | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7774700 | PA      | $7786919.86   | 0.24%             | 2033-03-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Trust 2025 8                                              | Pagaya AI Debt Selection Trust Series 2025-8, Class B                      | CUSIP: 69549TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3786918.50   | 0.12%             | 2033-07-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                           | Penske Trust Leasing Co. / PTL Finance Corp. 5.35%, Due 03/30/2029         | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1373055.66   | 0.04%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                   | Pfizer Incorporated 5.34%, Due 05/19/2063                                  | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1634988.01   | 0.05%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                              | Pfizer Incorporated 7.20%, Due 03/15/2039                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1285859.41   | 0.04%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Phillip Morris INTL INC 5.375%, Due 02/15/2033                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2620743.38   | 0.08%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Phillip Morris International, Inc. 5.50%, Due 09/07/2030                   | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1557639.86   | 0.05%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                          | Phillips 66 3.55%, Due 10/01/2026                                          | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99702.79     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                          | Phillips 66 5.30%, Due 06/30/2033                                          | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $889580.48    | 0.03%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                          | Phillips 66 Company 4.95%, Due 03/15/2035                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280019.27   | 0.04%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| POINT SECURITIZATION TRUST 2024-1                                        | Point Securitization Trust Series 2024-1, Class A1                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4242558 | PA      | $4241312.57   | 0.13%             | 2054-06-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2025-2                                        | Point Securitization Trust Series 2025-2, Class A1                         | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3639249 | PA      | $3585987.61   | 0.11%             | 2055-09-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2025-1                                        | Point Securitization Trust Series 2025-1, Class A1                         | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2705887 | PA      | $2705452.82   | 0.08%             | 2055-06-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2026-1                                        | Point Securitization Trust Series 2026-1, Class A1                         | CUSIP: 73072JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6089875.00   | 0.19%             | 2056-02-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                           | PowerPay Issuance Trust Series 2024-1A, Class A                            | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1882034 | PA      | $1918290.74   | 0.06%             | 2039-02-18      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2025-1                                           | PowerPay Issuance Trust Series 2025-1A, Class A                            | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6295069 | PA      | $6277815.31   | 0.20%             | 2041-11-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                  | Pricoa Global Funding I 5.35%, Due 05/28/2035                              | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1362458.99   | 0.04%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                  | Pricoa Global Funding I 4.75%, Due 08/26/2032                              | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1679214.92   | 0.05%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                  | Pricoa Global Funding I 4.65%, Due 01/12/2033                              | CUSIP: 74153WDA4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5232188.40   | 0.16%             | 2033-01-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                         | Principal Life Global Funding 5.0%, Due 01/16/2027                         | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502658.03    | 0.02%             | 2027-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                         | Principal Life Global Funding II 4.60%, Due 08/19/2027                     | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300849.31    | 0.01%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                         | Principal Life Global Funding II 4.45%, Due 01/13/2031                     | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1701395.88   | 0.05%             | 2031-01-13      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                         | Principal Life Global Funding II 4.25%, Due 08/18/2028                     | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    925000 | PA      | $919497.83    | 0.03%             | 2028-08-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PRODIGY FINANCE CM2021-1 DESIGNATED                                      | Prodigy Finance Series 2021-1A, Class A                                    | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |    115422 | PA      | $115143.44    | 0.00%             | 2051-07-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR2 TRUS                                      | Progress Residential Trust Series 2024-SFR2, Class E1                      | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1881426.80   | 0.06%             | 2041-04-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Energy Inc.                                                     | Progress Energy, Inc. 7.75%, Due 03/01/2031                                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1127355.00   | 0.04%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                              | Progressive Corp. 3.2%, Due 03/26/2030                                     | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229588.53    | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PROGRESS RESIDENTIAL 2024-SFR5 TR                                        | Progress Residential Trust Series 2024-SFR5, Class E1                      | CUSIP: 74332HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2768747.10   | 0.09%             | 2029-08-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                | Progress Residential Trust Series 21-SFR5 Class E                          | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2480089.25   | 0.08%             | 2038-07-17      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                | Progress Residential Trust Series 2021-SFR5, Class E2                      | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3571628.40   | 0.11%             | 2038-07-17      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUS                                      | Progress Residential Trust Series 25-SFR1 Class D                          | CUSIP: 74334NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4215078.90   | 0.13%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 1.737%, Due 09/21/2030                      | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1315318.10   | 0.04%             | 2030-09-21      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 1.90%, Due 07/06/2028                       | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613656.26    | 0.02%             | 2028-07-06      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 5.467%, Due 12/08/2028                      | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511324.50    | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 4.772%, Due 12/09/2029                      | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2508040.35   | 0.08%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 5.432%, Due 01/14/2032                      | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4597947.73   | 0.14%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                       | Public Service Company of Colorado 4.50%, Due 06/01/2052                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325357.84    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                       | Public Service Electric 2.25%, Due 09/15/2026                              | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99235.96     | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                       | Public Service Electric and Gas Company 4.90%, Due 08/15/2035              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2441012.22   | 0.08%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                           | Public Storage 1.85%, Due 05/01/2028                                       | CUSIP: 74460WAD9<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762150.57    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-1                                                             | RCKT Trust Series 25-1A Class C                                            | CUSIP: 74939RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $4051359.99   | 0.13%             | 2034-07-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-1                                                             | RCKT Trust Series 25-1A Class D                                            | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1845729.65   | 0.06%             | 2034-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RFT 2025-RR1 TRUST                                                       | Redwood Funding Trust Series 2025-RR1, Class A1                            | CUSIP: 749433AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5531054 | PA      | $5534145.57   | 0.17%             | 2028-06-27      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION II LLC                                          | RFS Asset Securitization II LLC Series 2024-1, Class C                     | CUSIP: 74969DAN5<br>LEI: 335800KGU1WWBLMPTP11 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2025347.60   | 0.06%             | 2031-07-15      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2021-HB1, Class M3                        | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1480695.47   | 0.05%             | 2031-11-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2021-HB1, Class M4                        | CUSIP: 74969TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4750290.00   | 0.15%             | 2031-11-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETORY ISSUANCE TRUST                                           | RMF Proprietary Issuance Trust Series 2021-2, Class A                      | CUSIP: 74969VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5124867 | PA      | $4882611.22   | 0.15%             | 2061-09-25      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| RMF PROP ISS TR 2022-1                                                   | RMF Proprietary Issuance Trust Series 2022-1, Class A1                     | CUSIP: 74969XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2771447 | PA      | $2652804.32   | 0.08%             | 2062-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RMF PROP ISS TR 2022-1                                                   | RMF Proprietary Issuance Trust Series 2022-1, Class M1                     | CUSIP: 74969XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1312078.88   | 0.04%             | 2062-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RMF PROP ISS TR 2022-1                                                   | RMF Proprietary Issuance Trust Series 2022-1, Class M2                     | CUSIP: 74969XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $921320.20    | 0.03%             | 2062-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST 2022                                      | RMF Proprietary Issuance Trust Series 2022-2, Class M3                     | CUSIP: 74970CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $995176.60    | 0.03%             | 2062-06-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RMF PRPTR ISSN TR 2022-3                                                 | RMF Proprietary Issuance Trust Series 2022-3, Class M1                     | CUSIP: 74970FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4752164.50   | 0.15%             | 2062-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RMF PRPTR ISSN TR 2022-3                                                 | RMF Proprietary Issuance Trust Series 2022-3, Class M3                     | CUSIP: 74970FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2281313.50   | 0.07%             | 2062-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                | RTX Corporation 6.10%, Due 03/15/2034                                      | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2880569.66   | 0.09%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                       | Citizens Bank 4.575%, Due 08/09/2028                                       | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1350683.76   | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                   | Reach Financial LLC Series 2025-1A, Class B                                | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4534103.25   | 0.14%             | 2032-08-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                   | Reach Financial LLC Series 2025-1A, Class C                                | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1821358.80   | 0.06%             | 2032-08-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                   | Reach Financial LLC Series 2024-1A, Class B                                | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835987 | PA      | $1846510.47   | 0.06%             | 2031-02-18      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                   | Reach Financial LLC Series 2024-1A, Class C                                | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1171449.34   | 0.04%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 2.20%, Due 06/15/2028                            | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144175.05    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 4.45%, Due 09/15/2026                            | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    413000 | PA      | $413004.40    | 0.01%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 2.10%, Due 03/15/2028                            | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239549.24    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 4.0%, Due 07/15/2029                             | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59328.84     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 3.20%, Due 02/15/2031                            | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234360.91    | 0.01%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 5.125%, Due 02/15/2034                           | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006711.57   | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                | Realty Income Corporation 4.75%, Due 04/15/2033                            | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1849521.28   | 0.06%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redaptive EAAS Issuer 2025-1 LLC                                         | Redaptive EAAS Issuer, LLC Series 2025-1A, Class A                         | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4111562 | PA      | $4102422.74   | 0.13%             | 2042-03-25      | None          | 5.94%                 | Yes           |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-2                                             | Redwood Funding Trust Series 2025-2, Class A                               | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1537372 | PA      | $1537429.03   | 0.05%             | 2055-05-27      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2021-2                                | Regional Management Issuance Series 21-2 Class C                           | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $611122.20    | 0.02%             | 2033-08-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Renew 2017-2                                                             | Renew Financial, LLC Series 2017-2A Class A                                | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22908 | PA      | $20808.91     | 0.00%             | 2053-09-22      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Rentas Fdo Inv Inm                                                       | Renew Financial, LLC Series 2017-1A Class A                                | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207750 | PA      | $193715.64    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 202                                      | Republic Finance Issuance Trust Series 2024-A, Class C                     | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1764012.08   | 0.05%             | 2032-08-20      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1                         | Research-Driven Pagaya Motors Series 26-R1A Class D                        | CUSIP: 76089TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7129138.88   | 0.22%             | 2035-07-25      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1                          | Research-Driven Pagaya Motor Asset Trust Series 2025-1A, Class A           | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3546683 | PA      | $3553844.37   | 0.11%             | 2033-06-27      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1                          | Research-Driven Pagaya Motor Asset Trust Series 2025-1A, Class C           | CUSIP: 76089YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9800000 | PA      | $9862895.42   | 0.31%             | 2033-06-27      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| RFT TRUST 2024-2                                                         | Redwood Funding Trust Series 2024-2, Class A1                              | CUSIP: 76201AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4919615 | PA      | $4899557.82   | 0.15%             | 2028-09-27      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| RFT TRUST 2024-2                                                         | Redwood Funding Trust Series 2024-2, Class A2                              | CUSIP: 76201AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1948362 | PA      | $1938293.29   | 0.06%             | 2028-09-27      | Fixed         | 8.81%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                       | RGA Global Funding 2.0%, Due 11/30/2026                                    | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    660000 | PA      | $649874.45    | 0.02%             | 2026-11-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: —       |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2020-HB1, Class A1                        | CUSIP: 76971EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1429683 | PA      | $1346385.07   | 0.04%             | 2050-10-25      | Variable      | 1.72%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2020-HB1, Class AB                        | CUSIP: 76971EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650502 | PA      | $3412705.88   | 0.11%             | 2050-10-25      | Variable      | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2020-HB1, Class M1                        | CUSIP: 76971EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1292538.15   | 0.04%             | 2050-10-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2021-RTL1                                             | ROC Securities Trust Series 2021-RLT1, Class A2                            | CUSIP: 77118TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1062776 | PA      | $1061535.56   | 0.03%             | 2026-08-25      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                     | Roche Holdings Incorporated 2.076%, Due 12/13/2031                         | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2023681.20   | 0.06%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                     | Roche Holdings Incorporated 5.593%, Due 11/13/2033                         | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2461715.04   | 0.08%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: —       |
| ROC MORTGAGE TRUST 2025-RTL1                                             | ROC Securities Trust Series 2025-RTL1, Class A2                            | CUSIP: 77119RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8034360.80   | 0.25%             | 2040-02-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada 4.522%, Due 10/18/2028                                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900998.27    | 0.03%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada 4.65%, Due 10/18/2030                                 | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3157377.08   | 0.10%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                       | Ryder Sys, Inc. 2.85%, Due 03/01/2027                                      | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493054.86    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                       | Ryder System Incorporated 5.30%, Due 03/15/2027                            | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006457.52   | 0.03%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                       | Ryder System, Inc. 5.50%, Due 06/01/2029                                   | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514075.73    | 0.02%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Pvt Education Loan Trust 2018-C                                      | SMB Private Education Loan Trust Series 2018-C Class B                     | CUSIP: 78449QAD9<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196157.24    | 0.01%             | 2042-11-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc.                                                          | Salesforce Incorporated 4.50%, Due 03/15/2028                              | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8102085.91   | 0.25%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust 2025-NPL2                        | Saluda Grade Alternative Mortgage Trust Series 2025-NPL2, Class A1         | CUSIP: 79589BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4063067 | PA      | $4093767.74   | 0.13%             | 2030-05-25      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                    | Shell Finance US Incorporated 2.375%, Due 11/07/2029                       | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $605030.24    | 0.02%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                    | Shell Finance US Incorporated 4.75%, Due 01/06/2036                        | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4089650.74   | 0.13%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                    | Shell Finance US Incorporated 6.375%, Due 12/15/2038                       | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $80283.89     | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                              | Social Professional Loan Program Series 2018-D Class BFX                   | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $483125.95    | 0.02%             | 2048-02-25      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Ln Program 2019-C Tr                                   | Social Pofessional Loan Program Series 19-C Class BFX                      | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669000 | PA      | $1511748.99   | 0.05%             | 2048-11-16      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                              | Social Professional Loan Program Series 2019-B, Class BFX                  | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $705425.18    | 0.02%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                              | Social Professional Loan Program Series 2020-A Class BFX                   | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $383891.15    | 0.01%             | 2046-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                   | Southwest Airlines Company 2.625%, Due 02/10/2030                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1189487.51   | 0.04%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                                   | Southwest Airlines Company 5.125%, Due 06/15/2027                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003210.29   | 0.03%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                      | Southwestern Electric Power 2.750%, Due 10/01/2026                         | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99199.78     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SPLITERO TRUST 2025-1                                                    | Splitero Trust Class A1 Series 25-1                                        | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $3069485.31   | 0.10%             | 2055-12-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                       | State Street Corporation 2.623%, Due 02/07/2033                            | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $986028.73    | 0.03%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                       | State Street Corporation 4.164%, Due 08/04/2033                            | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289413.54    | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                       | State Street Corporation 5.272%, Due 08/03/2026                            | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702313.21    | 0.02%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Investment Trust                              | State Street Institutional US Government Money Market Fund, Premier Class  | CUSIP: 857492706<br>LEI: 549300P1E098W6ES7M39 | Long             | STIV             | RF                | US        |  75977700 | NS      | $75977700.45  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR JAY US LLC 2021-1                                                | Stellar Jay Ireland Dac Series 2021-1, Class B                             | CUSIP: 858558AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189839 | PA      | $188553.69    | 0.01%             | 2041-10-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                        | Structured Asset Securities Corporation Series 2003-37A Class 2A           | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3410 | PA      | $3368.25      | 0.00%             | 2033-12-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS X ISSUER LLC                                              | Helios Issuer, LLC Series 22-C Class C                                     | CUSIP: 86744WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530724 | PA      | $1173995.09   | 0.04%             | 2049-11-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                            | Helios Issuer, LLC Series 2019-AA Class A                                  | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6582442 | PA      | $6030930.31   | 0.19%             | 2046-06-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC                                                | Sunnova Solar Issuer, LLC Series 2020-2A Class A                           | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3455075 | PA      | $2995590.42   | 0.09%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                              | Sunnova Hestia I Issuer, LLC Series 2023-GRID1, Class 1A                   | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2189585 | PA      | $2141798.50   | 0.07%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Swepco Storm Recovery Funding LLc                                        | Swepco Storm Recovery Fund 4.88%, Due 09/01/2039                           | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7874867 | PA      | $7864374.97   | 0.24%             | 2039-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                       | T Mobile USA Incorporated 5.05%, Due 07/15/2033                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   8425000 | PA      | $8483348.69   | 0.26%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                            | TVC Mortgage Trust Series 2024-RRTL1, Class A2                             | CUSIP: 87306WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005916.80   | 0.06%             | 2039-07-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Target Corp.                                                             | Target Corporation 5.0%, Due 04/15/2035                                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3353230.88   | 0.10%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Tennessee Valley Authority                                               | Tennessee Valley Authority 4.625%, Due 09/15/2060                          | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    525000 | PA      | $462349.78    | 0.01%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                               | Tennessee Valley Authority 4.25%, Due 09/15/2052                           | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $422028.00    | 0.01%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto Dominion Bank 1.20%, Due 06/03/2026                                | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1045094.54   | 0.03%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto Dominion Bank 3.2%, Due 03/10/2032                                 | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    236000 | PA      | $217061.27    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank / The 5.156%, Due 01/10/2028                         | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506353.18    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank / The 5.523%, Due 07/17/2028                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512340.49    | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                | Toronto-Dominion Bank / The 4.994%, Due 04/05/2029                         | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016112.02   | 0.03%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corporation 4.55%, Due 05/17/2030                      | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1457172.09   | 0.05%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corporation 5.55%, Due 11/20/2030                      | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833059.85    | 0.03%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corp 4.65%, Due 09/03/2032                             | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436735.26    | 0.01%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corporation 4.60%, Due 03/11/2033                      | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443050.17    | 0.01%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICN HM TR 2020-SFR1                                           | Tricon American Homes Series 2020-SFR1, Class A                            | CUSIP: 89613GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265335 | PA      | $1253726.97   | 0.04%             | 2038-07-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                       | Tricolor Auto Securitization Trust Series 2024-1A, Class B                 | CUSIP: 89616LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $2518000.00   | 0.08%             | 2027-12-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                       | Tricolor Auto Securitization Trust Series 2024-3A, Class B                 | CUSIP: 89617AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1384500.00   | 0.04%             | 2028-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                       | Tricolor Auto Securitization Trust Series 2024-3A, Class C                 | CUSIP: 89617AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $470400.00    | 0.01%             | 2028-12-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 4.873%, Due 01/26/2029                        | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503289.95    | 0.02%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 6.047%, Due 06/08/2027                        | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501259.55    | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corp 7.161%, Due 10/30/2029                               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531416.84    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 5.711%, Due 01/24/2035                        | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515771.63    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 5.071%, Due 05/20/2031                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454905.60    | 0.01%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 4.597%, Due 01/27/2032                        | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2720694.38   | 0.08%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                           | US Bank Credit-Linked Notes Series 2025-SUP2, Class B1                     | CUSIP: 90355PAB2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   3125713 | PA      | $3093527.47   | 0.10%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                           | US Bank Credit-Linked Notes Series 2025-SUP2, Class D                      | CUSIP: 90355PAE6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   2220901 | PA      | $2222955.63   | 0.07%             | 2032-09-25      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                             | US Bank National Association Series 2023-1, Class B                        | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    189575 | PA      | $191176.18    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                               | United Airlines 5.875%, Due 10/15/2027                                     | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97682 | PA      | $99313.72     | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                   | United Airlines 5.45%, Due 02/15/2037                                      | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    845771 | PA      | $861797.25    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                              | United Parcel Service Incorporated 5.25%, Due 05/14/2035                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1328539.73   | 0.04%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp.                                                            | US Bankcorp 2.215%, Due 01/27/2028                                         | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786044.94    | 0.02%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp 2.677%, Due 01/27/2033                                          | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2444744.01   | 0.08%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp 4.548%, Due 07/22/2028                                          | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300269.45    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp.                                                            | US Bancorp 4.839%, Due 02/01/2034                                          | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988277.11    | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                            | US Bancorp 5.083% Due 05/15/2031                                           | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    875000 | PA      | $887562.38    | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                             | U.S. TREASURY INFLATION-PROTECTED NOTES 0.625%, DUE 02/15/2043             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48002220 | PA      | $35347641.95  | 1.10%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. TREASURY BONDS 2.25%, DUE 08/15/2046                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $39110156.40  | 1.22%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 3.00%, due 02/15/2048                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 160000000 | PA      | $117987500.80 | 3.67%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 2.375%, Due 11/15/2049                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $9491406.20   | 0.30%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.125%, Due 08/15/2040                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $37403906.40  | 1.16%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.625%, Due 11/15/2050                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $46958202.90  | 1.46%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.375%, Due 11/15/2040                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $35427734.10  | 1.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 2.25%, Due 08/15/2027                                  | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1957812.50   | 0.06%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 0.625%, Due 08/15/2030                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81000000 | PA      | $70343437.50  | 2.19%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 0.5%, Due 10/31/2027                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10440117.16  | 0.32%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | US Treasury Inflation-Protected Note 0.125%, Due 04/15/2026                | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6188650 | PA      | $6192594.89   | 0.19%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 1.25%, Due 09/30/2028                                  | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28174218.60  | 0.88%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 3.875%, Due 11/30/2029                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17600000 | PA      | $17595874.91  | 0.55%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                             | U.S. Treasury Notes 4%, DUE 02/15/2034                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $78912500.00  | 2.45%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 02/15/2033                                | CUSIP: 9128334V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1503836.22   | 0.05%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2033                               | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5138610.33   | 0.16%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2034                               | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $8379993.00   | 0.26%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 02/15/2036                                | CUSIP: 9128335B2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $9698218.95   | 0.30%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 02/15/2037                                | CUSIP: 9128337F1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $12227236.80  | 0.38%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 11/15/2031                                | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3983410.45   | 0.12%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 05/15/2033                                | CUSIP: 9128337T1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1560466.22   | 0.05%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 11/15/2034                                | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6896027.20   | 0.21%             | 2034-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S Treasury STRIPS 0.000%, Due 05/15/2035                                 | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $6725253.60   | 0.21%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 02/15/2038                                | CUSIP: 912833Z60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $23092506.80  | 0.72%             | 2038-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2043                               | CUSIP: 912834DU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $33149377.80  | 1.03%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 08/15/2041                                | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $7011712.95   | 0.22%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2043                               | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $6212864.25   | 0.19%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 08/15/2044                                | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $13678953.75  | 0.43%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc. 4.25%, due 06/15/2048                             | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397276.57    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc. 4.20%, Due 05/15/32                               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1120420.68   | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc. 5.20%, Due 02/15/2033                             | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436489.24    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2025-2                                                  | Unlock HEA Trust Series 2025-2, Class A                                    | CUSIP: 914917AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1718052 | PA      | $1701312.72   | 0.05%             | 2041-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2024-2                                                  | Unlock HEA Trust Series 24-2 Class A                                       | CUSIP: 91528AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4289984 | PA      | $4278433.08   | 0.13%             | 2039-10-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2024-1                                                  | Unlock HEA Trust Series 24-1 Class A                                       | CUSIP: 91530QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8033424 | PA      | $8006025.75   | 0.25%             | 2039-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER CREDIT PASS-THRU TRUST SERIES 2025-ST2                    | Upgrade Master Pass-Thru Trust Series 2025-ST2, Class A                    | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5818473 | PA      | $5862388.83   | 0.18%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST5                         | Upgrade Master Pass-Thru Trust Series 2025-ST5, Class B                    | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5492330.25   | 0.17%             | 2032-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST5                         | Upgrade Master Pass-Thru Trust Series 2025-ST5, Class C                    | CUSIP: 91535BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10450000 | PA      | $10420696.11  | 0.32%             | 2032-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| UPSTRT STR PSTHRU TR 2022-4A                                             | Upstart Structured Pass-Through Trust Series 2022-2A, Class A              | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104625 | PA      | $104373.17    | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Valero Energy Corp.                                                      | Valero Energy Corporation 5.15%, Due 02/15/2030                            | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408722.31    | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Communications Inc 1.75%, Due 01/20/2031                           | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613701.73    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                              | Verizon Wireless 2.55%, Due 03/21/2031                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1271015.10   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Communications, Inc. 2.355%, Due 03/15/2032                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1079718.72   | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                              | Verizon Wireless 5.0%, Due 01/15/2036                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1748028.35   | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2026-1                                      | Veros Auto Receivables Trust Series 2026-1, Class C                        | CUSIP: 92511CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3675000 | PA      | $3681019.65   | 0.11%             | 2031-07-15      | None          | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020-                                      | VLS Commercial Mortgage Trust Series 2020-LAB, Class A                     | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9060000 | PA      | $7718691.46   | 0.24%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                  | Volkswagen Group America 5.65%, Due 09/12/2028                             | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2446632.19   | 0.08%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                              | Walmart Incorporated 4.50%, Due 04/15/2053                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389421.20    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Waste Connections Inc.                                                   | Waste Connections Incorporated 3.20%, Due 06/01/2032                       | CUSIP: 94106BAE1<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1663088.38   | 0.05%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                   | Waste Management Incorporated 3.875%, Due 01/15/2029                       | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1361835.98   | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 2.879%, Due 10/30/2030                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3773915.72   | 0.12%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 2.572%, due 02/11/2031                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $971227.51    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | WELLS FARGO & CO 2.393%, DUE 06/02/2028                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634436.42    | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo and Company 3.35%, Due 03/02/2033                              | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $10788682.09  | 0.34%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo and Company 5.574%, Due 07/25/2029                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920675.30    | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo and Company 5.499%, Due 01/23/2035                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017948.56   | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 5.244%, Due 01/24/2031                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $891958.57    | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-1918                          | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class B            | CUSIP: 95004QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4940132.00   | 0.15%             | 2040-09-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-1918                          | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class D            | CUSIP: 95004QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4213857.15   | 0.13%             | 2040-09-15      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                        | WISCONSIN PWR & LT CO SR GLBL DEB 1.95%, Due 09/16/31                      | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $694009.52    | 0.02%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc.                                                              | Xilinx, Incorporated 2.375%, Due 06/01/2030                                | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1961649.19   | 0.06%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | State Street Navigator Securities Lending Portfolio I                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  18503588 | NS      | $18503587.50  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Diamond Hill Funds

**Signature:** Julie Roach

**Name of Signer:** Julie Roach

**Title:** Treasurer