# EDGAR Filing Document

**Accession Number:** 0001032423
**File Stem:** 0000910472-26-003559
**Filing Date:** 2026-3
**Character Count:** 254103
**Document Hash:** 06fc53675e18f070255f59f4437ada85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003559.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000910472-26-003559

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**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:** 26703659

**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 Short Duration Securitized Bond Fund (Series ID: S000055043)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000173083 | Diamond Hill Short Duration Securitized Bond Fund Investor | DHEAX           |
| C000173084 | Diamond Hill Short Duration Securitized Bond Fund Class I  | DHEIX           |
| C000173085 | Diamond Hill Short Duration Securitized Bond Fund Class Y  | DHEYX           |

## 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 SHORT DURATION SECURITIZED BOND

- **b. EDGAR series identifier (if any):** S000055043

- **c. LEI of Series:** 549300LDSRETB4JUMJ20

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $4927081353.03

**Total Liabilities:** $60474298.86

**Net Assets:** $4866607054.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6545.90305824 | **1-Year:** 142940.51853488 | **5-Year:** 186205.33591176 | **10-Year:** 30893.71655323 | **30-Year:** 7082.32881859

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

- **3-Month:** 128.28525078 | **1-Year:** 6637.33930159 | **5-Year:** 2516.39390030 | **10-Year:** 445.54981772 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173083 | 0.07%                | 0.51%                | 0.28%                |
| Class ID C000173084 | -0.01%               | 0.63%                | 0.30%                |
| Class ID C000173085 | 0.10%                | 0.54%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9461472.91             | $-10927009.00                              |
| Month 2  | $4048347.92              | $498449.53                                 |
| Month 3  | $1810912.86              | $-9975765.78                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A10 2025-FL6 Issuer LLC                                       | A10 Securitization Series 2025-FL6, Class B                                | CUSIP: 00028AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5063000 | PA      | $5075257.52   | 0.10%             | 2042-05-15      | None          | 6.14%                 | Yes           |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                       | A10 Securitization Series 2025-FL6, Class C                                | CUSIP: 00028AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6782906.25   | 0.14%             | 2042-05-15      | None          | 6.54%                 | Yes           |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                       | A10 Securitization Series 2025-FL6, Class D                                | CUSIP: 00028AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5719000 | PA      | $5733469.07   | 0.12%             | 2042-05-15      | None          | 7.14%                 | Yes           |                  2 | On Loan: No      |
| A10 2025-FL6 Issuer LLC                                       | A10 Securitization Series 2025-FL6, Class E                                | CUSIP: 00028AAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2125000 | PA      | $2130308.25   | 0.04%             | 2042-05-15      | None          | 7.79%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST 2023-3PL                                       | ACHV ABS Trust Series 23-3PL Class D                                       | CUSIP: 000876AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1139211 | PA      | $1148880.21   | 0.02%             | 2030-08-19      | Fixed         | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Achv ABS Trust 2024-1PL                                       | ACHV ABS Trust Series 2024-1PL, Class D                                    | CUSIP: 00092BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13371772 | PA      | $13574499.60  | 0.28%             | 2031-04-25      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2023-1PL D MTGE 144A                                     | ACHV ABS Trust Series 2023-4CP, Class E                                    | CUSIP: 00092CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165298 | PA      | $2186192.21   | 0.04%             | 2030-11-25      | Fixed         | 10.50%                | 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        |   4080265 | PA      | $4135641.54   | 0.08%             | 2031-12-26      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                       | ACHV ABS Trust Series 2024-3AL, Class E                                    | CUSIP: 00092KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6737846 | PA      | $6726471.45   | 0.14%             | 2031-12-26      | Fixed         | 7.00%                 | 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        |   8500000 | PA      | $8500187.00   | 0.17%             | 2034-01-09      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ACHD TRUST 2025-DS1                                           | ACHD Trust Series 2025-DS1, Class B                                        | CUSIP: 00092TAB1<br>LEI: 529900TKZUWQLIQN6T48 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1301056.90   | 0.03%             | 2034-01-09      | Fixed         | 9.38%                 | 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        |  11225125 | PA      | $11272290.91  | 0.23%             | 2039-10-25      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ACM AUTO TRUST 2024-1                                         | ACM Auto Trust Series 2024-1A, Class B                                     | CUSIP: 00161CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1697259 | PA      | $1712215.76   | 0.04%             | 2031-01-21      | Fixed         | 11.40%                | 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        |  11400000 | PA      | $11525339.58  | 0.24%             | 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        |   2400000 | PA      | $2416150.08   | 0.05%             | 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        |  12932368 | PA      | $12914237.74  | 0.27%             | 2030-01-22      | Fixed         | 5.01%                 | 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        |   3902449 | PA      | $3921437.91   | 0.08%             | 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        |   3870223 | PA      | $3876337.68   | 0.08%             | 2031-08-18      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| AMCR ABS TRUST 2024-A                                         | AMCR ABS Trust Series 2024-A Class B                                       | CUSIP: 00178EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5058531.50   | 0.10%             | 2031-08-18      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| AMCR ABS TRUST 2024-A                                         | AMCR ABS Trust Series 2024-A Class C                                       | CUSIP: 00178EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6399785.40   | 0.13%             | 2031-08-18      | Fixed         | 11.25%                | Yes           |                  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        |  12263824 | PA      | $12428853.55  | 0.26%             | 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        |    925537 | PA      | $926192.94    | 0.02%             | 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        |   2900000 | PA      | $2937750.75   | 0.06%             | 2031-08-20      | Fixed         | 9.21%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage 2021-FL4 Ltd.                        | Acre Mortgage Trust Series 2021-FL4, Class C                               | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2596715 | PA      | $2553840.21   | 0.05%             | 2037-12-18      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage 2021-FL4 Ltd.                        | Acre Mortgage Trust Series 2021-FL4, Class D                               | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5891022.00   | 0.12%             | 2037-12-18      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage 2021-FL4 Ltd.                        | Acre Mortgage Trust Series 2021-FL4, Class E                               | CUSIP: 00489TAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1953764.00   | 0.04%             | 2037-12-18      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                           | Affirm Incorporated Series 22-Z1 Class B                                   | CUSIP: 00833PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388763 | PA      | $389521.78    | 0.01%             | 2027-06-15      | Fixed         | 6.49%                 | 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        |  10000000 | PA      | $10089103.00  | 0.21%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AGORACAPITAL AUTO SECURITIES TR 202                           | AgoraCapital Auto Securities Trust Series 2025-1A, Class B                 | CUSIP: 008483AB5<br>LEI: 5493004UROJFQSP6RC85 | Long             | ABS-O            | CORP              | US        |   5950000 | PA      | $6008411.15   | 0.12%             | 2032-11-25      | Fixed         | 7.27%                 | 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        |    304029 | PA      | $305784.06    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                        | Ally Bank Auto Credit-Linked Notes Series 2025-A, Class G                  | CUSIP: 02007G5K5<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   5189509 | PA      | $5226760.89   | 0.11%             | 2033-06-15      | Fixed         | 10.22%                | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                        | Ally Bank Auto Credit-Linked Notes Series 2025-B, Class G                  | CUSIP: 02007G6U2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |   5091231 | PA      | $5108088.04   | 0.10%             | 2033-09-15      | Fixed         | 10.78%                | Yes           |                  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        |   2060547 | PA      | $1961552.30   | 0.04%             | 2026-01-25      | 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        |    842888 | PA      | $32711.55     | 0.00%             | 2026-01-25      | Variable      | 7.61%                 | 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        |   6587994 | PA      | $6588764.90   | 0.14%             | 2033-12-19      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMDR ABS TRUST 2025-1                                         | AMDR ABS Trust Series 2025-1A, Class B                                     | CUSIP: 02342WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7625000 | PA      | $7625678.63   | 0.16%             | 2033-12-19      | Fixed         | 9.69%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                       | American Airlines Passthrough Trust Series 2016-2 Class AA                 | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1169000 | PA      | $1142932.47   | 0.02%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Company                                      | American Express Company 2.55% due 03/04/2027                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492759.66    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| American Express Company                                      | American Express Company 5.043%, Due 07/26/2028                            | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508439.53    | 0.01%             | 2028-07-26      | Fixed         | 5.04%                 | 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        |   4135000 | PA      | $4255573.42   | 0.09%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANCHOR MORTGAGE TRUST 2025-RTL1                               | Anchor Mortgage Trust Series 2025-RTL1, Class A1                           | CUSIP: 03290CAA4<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-O            | CORP              | US        |   9400000 | PA      | $9449751.38   | 0.19%             | 2040-05-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.       | Arbor Realty Collateralized Loan Obligation Ltd. Series 2021-FL4, Class A  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2844429 | PA      | $2844454.67   | 0.06%             | 2036-11-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.       | Arbor Collateralized Loan Obligation Ltd. Series 2021-FL4, Class C         | CUSIP: 03880RAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24469000 | PA      | $24469929.82  | 0.50%             | 2036-11-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.       | Arbor Realty Collateralized Loan Limited Series 2021-FL4, Class D          | CUSIP: 03880RAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26214900 | PA      | $26216053.46  | 0.54%             | 2036-11-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.       | Arbor Realty Collateralized Loan Series 2021-FL4, Class E                  | CUSIP: 03880RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8000400.00   | 0.16%             | 2036-11-15      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC    | Arbor Realty Collateralized Loan Series 2022-FL1, Class C                  | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2602990.00   | 0.05%             | 2037-01-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC    | Arbor Realty Collateralized Loan Series 22-FL1 Class D                     | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8000936.00   | 0.16%             | 2037-01-15      | Floating      | 7.03%                 | Yes           |                  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        |   5388000 | PA      | $5385128.20   | 0.11%             | 2042-08-20      | Floating      | 6.43%                 | 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        |   6500000 | PA      | $6500422.50   | 0.13%             | 2041-01-18      | Variable      | 7.15%                 | 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        |   9500000 | PA      | $9500608.00   | 0.20%             | 2041-01-18      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2024-1           | Arivo Acceptance Auto Loan Receivables Trust Series 2024-1A, Class A       | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2353256 | PA      | $2366528.53   | 0.05%             | 2028-04-17      | Fixed         | 6.46%                 | 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        |   2200000 | PA      | $2247637.48   | 0.05%             | 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 C                            | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6005443.80   | 0.12%             | 2031-12-15      | Fixed         | 5.42%                 | 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        |   5700000 | PA      | $5953941.84   | 0.12%             | 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        |   2388796 | PA      | $2405019.25   | 0.05%             | 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        |   2700000 | PA      | $2772471.78   | 0.06%             | 2032-10-25      | Fixed         | 9.73%                 | Yes           |                  2 | On Loan: No      |
| AVANT CREDIT CARD MASTER TRUST                                | Avant Credit Card Master Trust Series 2024-1A, Class E                     | CUSIP: 05351KAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5187730.00   | 0.11%             | 2030-04-15      | Fixed         | 13.15%                | Yes           |                  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        |   6100000 | PA      | $5391028.72   | 0.11%             | 2032-01-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf          | Banc of America Merrill Lynch Commerical Mortgage Series 2020-BOC, Class D | CUSIP: 05551JAJ9<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $5061580.20   | 0.10%             | 2032-01-15      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| Bxmt Ltd                                                      | BXMT Series 21-FL4 Class A                                                 | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26144227 | PA      | $26082840.65  | 0.54%             | 2038-05-17      | Floating      | 5.13%                 | 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        |   9945000 | PA      | $9556786.98   | 0.20%             | 2038-05-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-B                           | BX Trust Series 2024-BIO2, Class D                                         | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14750000 | PA      | $14360920.08  | 0.30%             | 2041-08-13      | Variable      | 7.97%                 | 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        |  25800000 | PA      | $25816047.60  | 0.53%             | 2044-12-15      | Floating      | 5.70%                 | Yes           |                  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        |   3500000 | PA      | $3641628.55   | 0.07%             | 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        |   7400000 | PA      | $7409380.98   | 0.15%             | 2042-08-15      | Floating      | 6.30%                 | 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        |   1112902 | PA      | $1043327.26   | 0.02%             | 2062-02-25      | Variable      | 2.75%                 | Yes           |                  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        |   6317287 | PA      | $6219011.25   | 0.13%             | 2062-09-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                             | Brean Asset Backed Securities Series 2024-RM8, Class A1                    | CUSIP: 10637YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9569091 | PA      | $9440734.90   | 0.19%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                             | Brean Asset Backed Securities Series 2024-RM8, Class M1                    | CUSIP: 10637YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609557 | PA      | $1501462.64   | 0.03%             | 2064-05-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECS TR 24-RM8                             | Brean Asset Backed Securities Series 2024-RM8, Class M2                    | CUSIP: 10637YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1609557 | PA      | $1452894.10   | 0.03%             | 2064-05-25      | Fixed         | 4.50%                 | 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        |   6062804 | PA      | $6002547.92   | 0.12%             | 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        |   2000000 | PA      | $1947333.00   | 0.04%             | 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        |   4252178 | PA      | $3995214.78   | 0.08%             | 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        |   8965831 | PA      | $8940184.78   | 0.18%             | 2064-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                           | Brean Asset Backed Securities Series 2025-RM10, Class A1                   | CUSIP: 10638FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17133914 | PA      | $17062697.08  | 0.35%             | 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        |   1546695 | PA      | $1370442.46   | 0.03%             | 2062-07-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                           | Brean Asset Backed Securities Series 2023-SRM1, Class M2                   | CUSIP: 10638RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5194824 | PA      | $4925344.67   | 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        |   4374588 | PA      | $3944923.59   | 0.08%             | 2063-09-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                  | Broadcom Incorporated 5.05%, Due 07/12/2027                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4300351.31   | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BUILDERS CAP LN ACQ TR 2024-NPL1                              | Builders Capital Loan Acquisition Trust Series 2024-NPL1, Class A1B        | CUSIP: 12007KAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10012599.00  | 0.21%             | 2029-11-25      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                            | BX Trust Series 2025-VLT7, Class D                                         | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $17052922.70  | 0.35%             | 2027-07-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                      | BX Trust Series 2024-AIRC, Class B                                         | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5991649 | PA      | $6021333.21   | 0.12%             | 2039-08-15      | Floating      | 5.89%                 | Yes           |                  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        |  27149661 | PA      | $27217166.11  | 0.56%             | 2039-08-15      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-B                           | BX Trust Series 2025-BCAT, Class D                                         | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5342438 | PA      | $5356766.39   | 0.11%             | 2042-08-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                            | BX Trust Series 2025-VLT6, Class C                                         | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5737484.55   | 0.12%             | 2042-03-15      | Floating      | 5.94%                 | 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        |  19250000 | PA      | $19196138.50  | 0.39%             | 2030-03-15      | Floating      | 6.34%                 | 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        |   5250000 | PA      | $5223786.75   | 0.11%             | 2038-02-15      | Floating      | 5.73%                 | 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        |   2920000 | PA      | $2874664.08   | 0.06%             | 2038-02-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CAFL ISSUER LLC 2021-RTL1                                     | CoreVest American Finance Limited Series 2021-RTL1, Class A2               | CUSIP: 12468RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013241 | PA      | $961084.26    | 0.02%             | 2029-03-28      | Fixed         | 5.10%                 | 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        |   3522591 | PA      | $3478359.80   | 0.07%             | 2041-03-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2022-Ab2 LLC                                             | Cascade Funding Mortgage Trust Series 2022-AB2, Class M3                   | CUSIP: 12530JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5130438 | PA      | $4857593.73   | 0.10%             | 2052-02-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB13, Class A                   | CUSIP: 12530VAA3<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |  10583748 | PA      | $10458438.91  | 0.21%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB13, Class M1                  | CUSIP: 12530VAB1<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   7850000 | PA      | $7610392.10   | 0.16%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB13, Class M2                  | CUSIP: 12530VAC9<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4350979.80   | 0.09%             | 2034-05-25      | Variable      | 3.00%                 | 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        |   1500000 | PA      | $1434915.15   | 0.03%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB13, Class M4                  | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14304657.00  | 0.29%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB14, Class A                   | CUSIP: 12530XAA9<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |  16728689 | PA      | $16540071.44  | 0.34%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB14, Class M1                  | CUSIP: 12530XAB7<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7278656.25   | 0.15%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB14 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB14, Class M4                  | CUSIP: 12530XAE1<br>LEI: 9845005986F840FBE847 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8072457.65   | 0.17%             | 2034-06-25      | Variable      | 3.00%                 | 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        |   2950000 | PA      | $2474737.60   | 0.05%             | 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        |   4800000 | PA      | $4422823.68   | 0.09%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| COLEM 2022-HLNE MORTGAGE TRUST                                | COLEM Mortgage Trust Series 2022-HLNE, Class D                             | CUSIP: 12659JAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3360000 | PA      | $2877576.58   | 0.06%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| CPC ASSET SECURITIZATION IV LLC                               | CPC Asset Securitization, LLC Series 2025-1A, Class A                      | CUSIP: 12675BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15166717.50  | 0.31%             | 2031-07-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB15, Class M2                  | CUSIP: 15723AAC5<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5618456.68   | 0.12%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                            | Cascade Funding Mortgage Trust Series 2024-HB15, Class M4                  | CUSIP: 15723AAF8<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5720698.20   | 0.12%             | 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        |  13350000 | PA      | $13457037.63  | 0.28%             | 2032-04-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2024-1                            | Cherry Securitization Trust Series 2024-1A, Class C                        | CUSIP: 164737AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2811045.60   | 0.06%             | 2032-04-15      | Fixed         | 9.31%                 | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2024-1                            | Cherry Securitization Trust Series 2024-1A, Class D                        | CUSIP: 164737AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11390000 | PA      | $11623661.29  | 0.24%             | 2032-04-15      | Fixed         | 12.28%                | 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        |  18200000 | PA      | $18477200.56  | 0.38%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                            | Cherry Securitization Trust Series 2025-1A, Class D                        | CUSIP: 16473RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14421912.40  | 0.30%             | 2032-11-15      | Fixed         | 12.69%                | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                            | Citigroup Mortgage Loan Trust, Inc. Series 2004-UST1 Class A3              | CUSIP: 17307GLA4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      3098 | PA      | $3049.18      | 0.00%             | 2034-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Citibank, N.A.                                                | Citibank NA 4.876%, Due 11/19/2027                                         | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1762606.81   | 0.04%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  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        |   1612210 | PA      | $1584803.61   | 0.03%             | 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        |    478133 | PA      | $474636.94    | 0.01%             | 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        |    245796 | PA      | $244946.25    | 0.01%             | 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        |   1042136 | PA      | $971816.08    | 0.02%             | 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        |    534290 | PA      | $510804.21    | 0.01%             | 2051-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-7 MORTGAGE LOAN TRUST                               | COLT Funding, LLC Series 2024-7, Class A1                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-O            | CORP              | US        |   8087815 | PA      | $8149329.00   | 0.17%             | 2069-12-26      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                               | COLT Funding, LLC Series 2025-6, Class A1                                  | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28205216 | PA      | $28461838.77  | 0.58%             | 2070-08-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Commonbond Student Loan Trust 2018-B-GS                       | Commonbond Student Loan Trust Series 2017-BGS Class C                      | CUSIP: 20268KAD2<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |    227751 | PA      | $195136.93    | 0.00%             | 2042-09-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| 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        |   2124636 | PA      | $2140447.26   | 0.04%             | 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        |   7000000 | PA      | $6983541.60   | 0.14%             | 2032-03-15      | Fixed         | 7.56%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TR 2024-D                                | CPS Auto Trust Series 2024-D, Class A                                      | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4797651 | PA      | $4803060.18   | 0.10%             | 2028-06-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CREDIBLYASSET SECURITIZATION II LLC                           | Credibility Asset Securitization Series 2024-1A, Class A                   | CUSIP: 22534NAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9114130.80   | 0.19%             | 2029-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CREDIBLYASSET SECURITIZATION II LLC                           | Credibility Asset Securitization Series 2024-1A, Class D                   | CUSIP: 22534NAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4054244.80   | 0.08%             | 2029-11-15      | Fixed         | 12.45%                | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                  | Crockett Partners Equipment Company Series 2024-1C, Class B                | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2809256 | PA      | $2837375.31   | 0.06%             | 2031-01-20      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H5 MORTGAGE TRUST                                  | Crockett Partners Equipment Company Series 2024-1C, Class C                | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626411 | PA      | $1660072.60   | 0.03%             | 2031-01-20      | Fixed         | 10.16%                | Yes           |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST 2025-                           | DailyPay Securitization Trust Series 2025-1A, Class A                      | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20119268.00  | 0.41%             | 2028-06-25      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                            | Dell Technologies Incorporated 4.90%, Due 10/01/2026                       | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013919.79   | 0.06%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DEXT ABS                                                      | Dext ABS Series 2023-2, Class D                                            | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $2247920.38   | 0.05%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Capital One, National Association                             | Discover Bank 3.45%, Due 07/27/2026                                        | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    801000 | PA      | $798564.38    | 0.02%             | 2026-07-27      | Fixed         | 3.45%                 | 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        |  13425000 | PA      | $13095449.81  | 0.27%             | 2043-10-15      | Floating      | 5.01%                 | 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        |  19400000 | PA      | $17953778.50  | 0.37%             | 2043-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| 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        |   4950000 | PA      | $5010141.51   | 0.10%             | 2040-05-25      | Variable      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer LP 6.05%, Due 12/01/2026                                   | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508023.06    | 0.01%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | Energy Transfer Operating, L.P. 5.50%, Due 6/1/27                          | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016150.99   | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                          | Extended Stay America Trust Series 22-ESH Class D                          | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8049964.80   | 0.17%             | 2042-10-15      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                          | Extended Stay America Trust Series 22-ESH Class E                          | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4024982.80   | 0.08%             | 2042-10-15      | Floating      | 7.10%                 | Yes           |                  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        |   8850000 | PA      | $8802142.74   | 0.18%             | 2026-01-25      | 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        |   9900000 | PA      | $9557507.52   | 0.20%             | 2026-07-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                  | FMC GMSR Issuer Trust Series 2021-GT2                                      | CUSIP: 30259RAK1<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-O            | CORP              | US        |  14280000 | PA      | $13832043.54  | 0.28%             | 2026-10-25      | Fixed         | 3.85%                 | 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        |   2254710 | PA      | $2189021.53   | 0.04%             | 2028-01-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                | Freedom Mortgage Trust Series 2018-KF45, Class B                           | CUSIP: 30296TAG1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1125038 | PA      | $1164063.90   | 0.02%             | 2026-04-25      | Variable      | 6.27%                 | 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        |   2955419 | PA      | $2833069.65   | 0.06%             | 2029-01-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2012 Kf01 Mortgage Trust                                | Freedom Mortgage Trust Series 19-KF59 Class B                              | CUSIP: 30297XAG1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2045713 | PA      | $1967094.59   | 0.04%             | 2029-02-25      | Variable      | 6.67%                 | 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        |   2444976 | PA      | $2328886.17   | 0.05%             | 2029-08-25      | Variable      | 6.57%                 | 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        |   4142895 | PA      | $3951798.60   | 0.08%             | 2028-06-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2019-Kf62 Mtg Tr                                        | Freedom Mortgage Trust Series 19-KF62 Class B                              | CUSIP: 30310WAF8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3245197 | PA      | $3222140.69   | 0.07%             | 2026-04-25      | Variable      | 6.37%                 | 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        |   5000000 | PA      | $5029572.50   | 0.10%             | 2029-05-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                              | First Help Financial LLC Series 2023-1A, Class C                           | CUSIP: 30331GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12907000 | PA      | $12968984.58  | 0.27%             | 2030-07-15      | Fixed         | 7.88%                 | 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        |   4500000 | PA      | $4619489.85   | 0.09%             | 2030-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FARM 2025-2 MORTGAGE TRUST                                    | Farmer Mac Agricultural Real Estate Series 2025-2, Class A1                | CUSIP: 30768BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24498197 | PA      | $24891858.56  | 0.51%             | 2035-11-25      | Variable      | 5.29%                 | 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        |    299106 | PA      | $34736.25     | 0.00%             | 2036-05-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool 841354                         | CUSIP: 31288QQF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3048347 | PA      | $3170507.16   | 0.07%             | 2048-11-01      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Company Pool SA0084                             | CUSIP: 3132CJCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19775827 | PA      | $18718370.15  | 0.38%             | 2031-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool SC0118                         | CUSIP: 3132D9DX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1751702 | PA      | $1570532.67   | 0.03%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool #G60257                        | CUSIP: 31335AJA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265301 | PA      | $277462.66    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool FR QG9457                      | CUSIP: 3133CAQJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2039124 | PA      | $2145090.45   | 0.04%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool FR QG9458                      | CUSIP: 3133CAQK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6033043 | PA      | $6369553.48   | 0.13%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool QH5181                         | CUSIP: 3133CHXJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8904429 | PA      | $9209745.36   | 0.19%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool QI6079                         | CUSIP: 3133WCXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7533569 | PA      | $7771206.61   | 0.16%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Assoication Series 301 Class 1                   | CUSIP: 31364JZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62571 | PA      | $58977.57     | 0.00%             | 2029-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2011-127 Class ZU             | CUSIP: 3136A2TR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3441209 | PA      | $3274532.65   | 0.07%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2012-33 Class F               | CUSIP: 3136A5TH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     73477 | PA      | $73038.30     | 0.00%             | 2042-04-25      | Floating      | 4.51%                 | 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        |    233508 | PA      | $2901.67      | 0.00%             | 2028-01-25      | Fixed         | 4.00%                 | 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        |   1582816 | PA      | $1524614.59   | 0.03%             | 2042-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2013-97, Class ZB             | CUSIP: 3136AGDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   8692759 | PA      | $8557959.04   | 0.18%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2014-45 Class IO              | CUSIP: 3136AKUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    347434 | PA      | $59595.52     | 0.00%             | 2044-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Assocation Series 2017-28, Class LK              | CUSIP: 3136AWFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    417681 | PA      | $416903.58    | 0.01%             | 2053-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2023-14, Class G              | CUSIP: 3136BPF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   4090006 | PA      | $4169303.11   | 0.09%             | 2048-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 3895 Class BF                | CUSIP: 3137ACUF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    122082 | PA      | $121302.49    | 0.00%             | 2041-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 3925 Class FL                | CUSIP: 3137AFGG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8699 | PA      | $8692.78      | 0.00%             | 2041-01-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Association Series 4314 Class PF                | CUSIP: 3137B9GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     38988 | PA      | $38856.44     | 0.00%             | 2043-07-15      | Floating      | 4.50%                 | 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        |   1744741 | PA      | $1746811.33   | 0.04%             | 2037-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                       | Federal Home Loan Mortgage Corporation Series 5171, Class UK               | CUSIP: 3137H4KF6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   1163171 | PA      | $603861.15    | 0.01%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD        | Federal Home Loan Mortgage Corporation Series 5545, Class MV               | CUSIP: 3137HLRK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  14444032 | PA      | $14705474.91  | 0.30%             | 2036-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool AL8682                          | CUSIP: 3138ETUG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3957888 | PA      | $3800458.73   | 0.08%             | 2031-07-01      | Fixed         | 2.00%                 | 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        |    275247 | PA      | $270276.18    | 0.01%             | 2036-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 2979 Class FP                | CUSIP: 31395UML2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    196237 | PA      | $195118.54    | 0.00%             | 2035-05-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Association Series 3121 Class FM                | CUSIP: 31396JFX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    139596 | PA      | $138754.54    | 0.00%             | 2036-03-15      | Floating      | 4.50%                 | 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        |    129930 | PA      | $128796.26    | 0.00%             | 2036-11-25      | Floating      | 4.37%                 | 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        |    231151 | PA      | $23373.79     | 0.00%             | 2040-05-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Series 2010-136 Class FA             | CUSIP: 31398STC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    140561 | PA      | $139499.36    | 0.00%             | 2040-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool DA1523                          | CUSIP: 3140A1VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4548774 | PA      | $4700410.03   | 0.10%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool DC9695                          | CUSIP: 3140AXXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10140176 | PA      | $10411900.04  | 0.21%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool BM7138                          | CUSIP: 3140JB4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6230528 | PA      | $5937052.08   | 0.12%             | 2051-10-01      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool FN BM7863                       | CUSIP: 3140JCWZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12077889 | PA      | $12186343.45  | 0.25%             | 2055-10-01      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool BM7901                          | CUSIP: 3140JCX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34408907 | PA      | $34964253.34  | 0.72%             | 2055-12-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool FN BP6608                       | CUSIP: 3140KEKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1831726 | PA      | $1812303.73   | 0.04%             | 2050-08-01      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool CA8542                          | CUSIP: 3140QGP43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914812 | PA      | $1726476.21   | 0.04%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | Federal National Mortgage Association Pool FS5590                          | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19304565 | PA      | $19695038.22  | 0.40%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool QX8788                         | CUSIP: 31426FXS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12304981 | PA      | $12673183.06  | 0.26%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Pool SL0662                         | CUSIP: 31427MWY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17356609 | PA      | $17824083.89  | 0.37%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                       | First Help Financial LLC Series 2024-1A, Class C                           | CUSIP: 31568AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2504320.25   | 0.05%             | 2031-05-15      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS MORTGAGE TRUST 2025-RTL2                              | Fidelis Mortgage Trust Series 2025-RTL2, Class B                           | CUSIP: 31575JAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4488000 | PA      | $4534865.04   | 0.09%             | 2040-07-25      | Variable      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| FIDELIS MTG TR 2025-RTL1                                      | Fidelis Mortgage Trust Series 25-RTL1 Class A1                             | CUSIP: 31575LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26000000 | PA      | $26413831.60  | 0.54%             | 2040-02-27      | Variable      | 5.88%                 | Yes           |                  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        |   1200000 | PA      | $1177091.54   | 0.02%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| Finance Of America Hecm Buyout 2024-HB1                       | Finance of America HECM Buyout Series 2024-HB1, Class M5                   | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7341425.60   | 0.15%             | 2034-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Finbe USA Trust 2025-1                                        | FinBe Series 2025-1A, Class A                                              | CUSIP: 317967AA5<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |   9811894 | PA      | $9848812.65   | 0.20%             | 2028-12-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| 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        |  15250000 | PA      | $15205610.30  | 0.31%             | 2029-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2023-3                             | Flagship Credit Auto Trust Series 2023-3, Class B                          | CUSIP: 33846BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4512541.50   | 0.09%             | 2029-07-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                           | FOR A Financial Asset Securitization Series 2024-1A, Class D               | CUSIP: 34512PAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4029230.40   | 0.08%             | 2029-08-15      | Fixed         | 12.01%                | Yes           |                  2 | On Loan: No      |
| FORA FINANCIAL ASSET SECURITIZATION                           | FOR A Financial Asset Securitization Series 2024-1A, Class E               | CUSIP: 34512PAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8947000 | PA      | $8989798.87   | 0.18%             | 2029-08-15      | Fixed         | 15.51%                | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                 | Ford Motor Credit Company 5.85%, Due 05/17/2027                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5075958.30   | 0.10%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  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        |   2189536 | PA      | $2184490.01   | 0.04%             | 2051-01-25      | Floating      | 5.87%                 | 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        |   8895150 | PA      | $8905243.99   | 0.18%             | 2051-11-25      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 2021-MN3, Class B1           | CUSIP: 35563GAC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  13500000 | PA      | $14296142.25  | 0.29%             | 2051-11-25      | Floating      | 10.72%                | 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        |   8444139 | PA      | $8637358.29   | 0.18%             | 2052-05-25      | Floating      | 8.12%                 | 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        |  38076208 | PA      | $38076303.26  | 0.78%             | 2041-07-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 2021-MN2, Class B1           | CUSIP: 35563JAC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  16504000 | PA      | $16504135.33  | 0.34%             | 2041-07-25      | Floating      | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | MultiFamily Structured Credit Series 2024-MN8, Class M1                    | CUSIP: 35563RAA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6483805 | PA      | $6525563.02   | 0.13%             | 2044-05-25      | Floating      | 6.72%                 | 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        |  14607661 | PA      | $14471675.29  | 0.30%             | 2045-02-25      | Floating      | 5.92%                 | 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        |   7250000 | PA      | $7178109.73   | 0.15%             | 2045-02-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | Federal Home Loan Mortgage Corporation Series 2025-MN10, Class B1          | CUSIP: 35563UAC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4010000 | PA      | $4049920.75   | 0.08%             | 2045-02-25      | Floating      | 8.82%                 | 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        |  19967000 | PA      | $19968024.31  | 0.41%             | 2045-11-25      | Floating      | 5.83%                 | 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        |   5103054 | PA      | $5118841.62   | 0.11%             | 2044-10-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                              | MultiFamily Structured Credit Series 2024-MN9, Class B1                    | CUSIP: 355917AC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2375000 | PA      | $2454443.04   | 0.05%             | 2044-10-25      | Floating      | 9.87%                 | 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        |   2915988 | PA      | $2929519.68   | 0.06%             | 2029-08-20      | Fixed         | 7.36%                 | Yes           |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-4FP                                      | Freedom Financial Series 2022-4FP, Class D                                 | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5198801 | PA      | $5223274.51   | 0.11%             | 2029-12-18      | Fixed         | 7.40%                 | 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        |   2503081 | PA      | $2413935.96   | 0.05%             | 2028-07-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                          | GCAT Series 2023-NQM4, Class A1                                            | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14608956 | PA      | $13952055.25  | 0.29%             | 2067-05-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool MA9367                       | CUSIP: 36179YMQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2485872 | PA      | $2572456.44   | 0.05%             | 2053-12-20      | Fixed         | 8.00%                 | 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        |   3809071 | PA      | $3784756.00   | 0.08%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 CW0334                    | CUSIP: 3618F8LP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1420151 | PA      | $1474456.94   | 0.03%             | 2063-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 CW0526                    | CUSIP: 3618F8SP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137586 | PA      | $1181087.78   | 0.02%             | 2063-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DH9776                       | CUSIP: 3618KJ2H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27234924 | PA      | $28299608.31  | 0.58%             | 2065-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DJ1033                       | CUSIP: 3618KMEE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22876510 | PA      | $23770814.29  | 0.49%             | 2065-04-20      | Fixed         | 7.00%                 | 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        |  22280653 | PA      | $23151663.80  | 0.48%             | 2065-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DJ1189                       | CUSIP: 3618KMKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  35070458 | PA      | $36441447.82  | 0.75%             | 2065-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DL7644                       | CUSIP: 3618LKP51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1662766 | PA      | $1798448.81   | 0.04%             | 2055-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DL7645                       | CUSIP: 3618LKP69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475592 | PA      | $1596001.70   | 0.03%             | 2055-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DL7648                       | CUSIP: 3618LKP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10626630 | PA      | $11493825.27  | 0.24%             | 2055-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 DM6286                    | CUSIP: 3618LV6X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13190429 | PA      | $14202555.52  | 0.29%             | 2055-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 DM6296                    | CUSIP: 3618LV7H1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4125063 | PA      | $4441588.56   | 0.09%             | 2055-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 DM6320                    | CUSIP: 3618LWAV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6089385 | PA      | $6556642.83   | 0.13%             | 2055-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool G2 DN2338                    | CUSIP: 3618M4S38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008353 | PA      | $1091873.94   | 0.02%             | 2055-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool DI0037                       | CUSIP: 3618NHBE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9599040 | PA      | $9974293.15   | 0.20%             | 2065-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool 787873                       | CUSIP: 3622ADT65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10293153 | PA      | $10607366.36  | 0.22%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool 787960                       | CUSIP: 3622ADWV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3215765 | PA      | $3259933.15   | 0.07%             | 2054-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Pool 788003                       | CUSIP: 3622ADX86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17853839 | PA      | $18398557.87  | 0.38%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM4                 | GS Mortgage-Backed Securities Trust Series 2025-NQM4, Class A1             | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-O            | CORP              | US        |  44629754 | PA      | $44763210.53  | 0.92%             | 2065-10-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                 | GS Mortgage-Backed Securities Trust Series 2025-NQM5, Class A1             | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-O            | CORP              | US        |  14113474 | PA      | $14127143.15  | 0.29%             | 2065-07-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj2                  | GS Mortgage-Backed Securities Trust Series 2025-DSC1, Class A1             | CUSIP: 36275EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20063618 | PA      | $20079445.88  | 0.41%             | 2065-06-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC2                 | GS Mortgage-Backed Securities Trust Series 2025-DSC2, Class A1             | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-O            | CORP              | US        |  14748383 | PA      | $14775587.88  | 0.30%             | 2066-01-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                         | General Motors Financial Company 1.25%, Due 01/08/2026                     | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3698184.15   | 0.08%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                         | General Motors Financial Company 5.40%, Due 05/08/2027                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5081881.00   | 0.10%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                         | General Motors Financial Company 5.05%, Due 04/04/2028                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2036864.00   | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                | Genesis Sales Finance Master Trust Series 2024-B, Class C                  | CUSIP: 37186XAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23333000 | PA      | $23661311.64  | 0.49%             | 2032-12-20      | Fixed         | 6.61%                 | Yes           |                  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        |   5500000 | PA      | $5580839.00   | 0.11%             | 2032-12-20      | Fixed         | 7.04%                 | Yes           |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                | Genesis Sales Finance Master Trust Series 2024-B, Class E                  | CUSIP: 37186XBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20297326.00  | 0.42%             | 2032-12-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                | Genesis Sales Finance Master Trust Series 2024-B, Class F                  | CUSIP: 37186XBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20167000 | PA      | $20453643.65  | 0.42%             | 2032-12-20      | Fixed         | 13.37%                | 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        |   7945363 | PA      | $7420301.14   | 0.15%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 12-H23 Class SA            | CUSIP: 38375BXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    219006 | PA      | $219204.11    | 0.00%             | 2062-10-20      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 12-H29 Class SA            | CUSIP: 38375BZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    135398 | PA      | $135463.22    | 0.00%             | 2062-10-20      | Variable      | 4.63%                 | 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        |     21196 | PA      | $21337.87     | 0.00%             | 2066-05-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-67, Class AC          | CUSIP: 38384AMQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3527800 | PA      | $3652209.39   | 0.08%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                          | Government National Mortgage Association Series 2023-81, Class MV          | CUSIP: 38384BBT7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   8250271 | PA      | $8397281.40   | 0.17%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                          | Government National Mortgage Association Series 2023-81, Class QV          | CUSIP: 38384BBX8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   5643974 | PA      | $5779761.54   | 0.12%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-112, Class ET         | CUSIP: 38384CW21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  12432808 | PA      | $12913282.60  | 0.27%             | 2063-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-154, Class VA         | CUSIP: 38384DDE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7679338 | PA      | $7844382.71   | 0.16%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-154, Class V          | CUSIP: 38384DDS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  10642344 | PA      | $10950993.23  | 0.23%             | 2034-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-151, Class BZ         | CUSIP: 38384DKG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5209478 | PA      | $5424476.45   | 0.11%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2023-133, Class GV         | CUSIP: 38384EPF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3363452 | PA      | $3466844.05   | 0.07%             | 2034-07-20      | Fixed         | 6.00%                 | 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        |   7703294 | PA      | $7899148.34   | 0.16%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2024-20, Class KV          | CUSIP: 38384JE26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7259658 | PA      | $7391423.62   | 0.15%             | 2034-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Assocation Series 2024-42, Class DV           | CUSIP: 38384KJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   6941170 | PA      | $7072325.76   | 0.15%             | 2035-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2024-43, Class NV          | CUSIP: 38384KQL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  15532744 | PA      | $16009168.88  | 0.33%             | 2035-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2024-144, Class DB         | CUSIP: 38384WTW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   5786027 | PA      | $5948941.41   | 0.12%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2024-184, Class PA         | CUSIP: 38384XE33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   3874681 | PA      | $4017144.09   | 0.08%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                      | Government National Mortgage Association Series 2025-4, Class MA           | CUSIP: 38385CBT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  13007253 | PA      | $13348940.35  | 0.27%             | 2062-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                 | Greensky Home Improvement Series 2025-2A, Class E                          | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016570.00   | 0.02%             | 2060-06-25      | Fixed         | 7.79%                 | Yes           |                  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        |   4000000 | PA      | $4074754.96   | 0.08%             | 2028-05-17      | Fixed         | 5.60%                 | 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        |  40576590 | PA      | $40535193.76  | 0.83%             | 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        |  10217372 | PA      | $10260898.00  | 0.21%             | 2037-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2025 - MAUI                                | Hawaii Hotel Trust Series 2025-MAUI, Class A                               | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12667500 | PA      | $12679257.97  | 0.26%             | 2042-03-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                   | Hertz Vehicle Financing LLC Series 2022-5A, Class D                        | CUSIP: 42806MBQ1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9986364.00   | 0.21%             | 2028-09-25      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                   | Hertz Vehicle Financing LLC Series 2024-1A, Class C                        | CUSIP: 42806MCR8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9249786.90   | 0.19%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Home Partners Of America Trust 2019-1                         | Home Partners of America Trust Series 2019-1, Class A                      | CUSIP: 43731QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2022386 | PA      | $1977062.92   | 0.04%             | 2039-09-17      | Fixed         | 2.91%                 | Yes           |                  2 | On Loan: No      |
| 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        |   2431357 | PA      | $2380749.17   | 0.05%             | 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 A                      | CUSIP: 43732TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    337485 | PA      | $334990.25    | 0.01%             | 2039-10-19      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                           | Homeward Opportunities Funding Trust Series 2024-RTL1, Class A1            | CUSIP: 43789FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36000000 | PA      | $36036050.40  | 0.74%             | 2029-07-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                           | Homeward Opportunities Funding Trust Series 2024-RTL1, Class A2            | CUSIP: 43789FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5006098.50   | 0.10%             | 2029-07-25      | Fixed         | 8.57%                 | Yes           |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FD TR 2024-                            | Homeward Opportunities Funding Trust Series 2024-RRTL2, Class A1           | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24000000 | PA      | $24056644.80  | 0.49%             | 2039-09-25      | Variable      | 5.99%                 | 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        |   7000000 | PA      | $7016244.90   | 0.14%             | 2039-09-25      | Variable      | 6.37%                 | Yes           |                  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        |  28387422 | PA      | $28570418.32  | 0.59%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                       | Hyundai Capital America 5.65%, Due 06/26/2026                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906468.71    | 0.02%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  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        |  13620000 | PA      | $13654029.57  | 0.28%             | 2042-03-15      | Floating      | 6.60%                 | 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        |   3524286 | PA      | $3517374.87   | 0.07%             | 2051-03-25      | Floating      | 5.17%                 | 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        |   1164102 | PA      | $1147228.04   | 0.02%             | 2051-03-25      | Floating      | 5.67%                 | 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        |   1807063 | PA      | $1705849.73   | 0.04%             | 2050-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms | JP Morgan Chase Commerical Mortgage Trust Series 2025-BMS, Class A         | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7997491.20   | 0.16%             | 2042-01-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms | JP Morgan Chase Commerical Mortgage Trust Series 2025-BMS, Class C         | CUSIP: 46596CAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4680000 | PA      | $4650940.01   | 0.10%             | 2042-01-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms | JP Morgan Chase Commercial Mortgage Trust Series 2025-BMS, Class D         | CUSIP: 46596CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9200000 | PA      | $9120905.76   | 0.19%             | 2042-01-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Company 3.625%, Due 12/01/2027                            | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14326000 | PA      | $14252914.91  | 0.29%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                          | JPMorgan Chase & Co Sr 3.25%, Due 09/22/2027                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3730653.19   | 0.08%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| 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        |   3150000 | PA      | $3214946.10   | 0.07%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Insurance Company                       | Jackson National Life Insurance Company 8.15%, Due 03/15/2027              | CUSIP: 468502AA7<br>LEI: 8IM72RBRSPXY5ZCXZB30 | Long             | DBT              | CORP              | US        |    775000 | PA      | $802482.07    | 0.02%             | 2027-03-15      | Fixed         | 8.15%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                           | Kapitus Asset Securitization, LLC Series 2024-1A, Class A                  | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10052461.00  | 0.21%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  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             | DBT              | CORP              | US        |   2000000 | PA      | $1997401.60   | 0.04%             | 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             | DBT              | CORP              | US        |  11000000 | PA      | $11057707.10  | 0.23%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                           | Kapitus Asset Securitization LLC Series 2024-1A, Class 2A                  | CUSIP: 48555MAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4801639.68   | 0.10%             | 2031-09-10      | Fixed         | 5.69%                 | 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             | DBT              | CORP              | US        |   2250000 | PA      | $2247076.80   | 0.05%             | 2031-09-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                           | Kapitus Asset Securitization LLC Series 2024-1A, Class 1D                  | CUSIP: 48555MAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6220000 | PA      | $6206529.97   | 0.13%             | 2031-09-10      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| KeyBank National Association                                  | Key Bank NA 4.39%, Due 12/14/2027                                          | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607538.24   | 0.03%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                  | Key Bank NA 5.85%, Due 11/15/2027                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060361.92   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| LHOME MTG TR 2024-RTL1                                        | LHOME Mortgage Trust Series 2024-RTL1, Class A1                            | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9050000 | PA      | $9083689.53   | 0.19%             | 2029-01-25      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                        | LHOME Mortgage Trust Series 2024-RTL1, Class A2                            | CUSIP: 50205DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2529891.75   | 0.05%             | 2029-01-25      | Fixed         | 9.16%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL1                                        | LHOME Mortgage Trust Series 2024-RTL1, Class M                             | CUSIP: 50205DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2277978.98   | 0.05%             | 2029-01-25      | Fixed         | 11.95%                | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                        | LHOME Mortgage Trust Series 2024-RTL3, Class A2                            | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $30269547.00  | 0.62%             | 2029-05-25      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2024-RTL3                                        | LHOME Mortgage Trust Series 2024-RTL3, Class M                             | CUSIP: 50205GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1768096.93   | 0.04%             | 2029-05-25      | Fixed         | 10.73%                | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                | LHOME Mortgage Trust Series 2024-RTL2, Class A1                            | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26500000 | PA      | $26678286.70  | 0.55%             | 2029-03-25      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL2                                | LHOME Mortgage Trust Series 2024-RTL2, Class M                             | CUSIP: 50205JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1821085.92   | 0.04%             | 2029-03-25      | Fixed         | 12.40%                | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                          | LHOME Mortgage Trust Series 2024-RTL4, Class A2                            | CUSIP: 50205PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9555467.65   | 0.20%             | 2039-07-25      | Variable      | 6.09%                 | 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        |  34000000 | PA      | $34219640.00  | 0.70%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                        | LHOME Mortgage Trust Series 2025-RTL1, Class M2                            | CUSIP: 50205UAD3<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3847446.38   | 0.08%             | 2040-01-25      | Variable      | 8.38%                 | Yes           |                  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        |   2000000 | PA      | $1965186.60   | 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        |   1000000 | PA      | $987867.10    | 0.02%             | 2031-04-21      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                     | Laurel Road Prime Student Loan Series 2019-A Class BFX                     | CUSIP: 51889RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2018291 | PA      | $1996734.84   | 0.04%             | 2048-10-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT 2022-C ASSET SECURITIZ                           | LendingPoint Asset Securitization Series 22-C Class C                      | CUSIP: 525919AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2842155 | PA      | $2835545.58   | 0.06%             | 2030-02-15      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| LENDINGPOINT 2022-C ASSET SECURITIZ                           | LendingPoint Asset Securitization Series 2022-C, Class D                   | CUSIP: 525919AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4920000 | PA      | $863074.76    | 0.02%             | 2030-02-15      | Fixed         | 10.73%                | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                 | Lendbuzz Securitization Trust Series 2025-1A, Class A2                     | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16212604 | PA      | $16213372.23  | 0.33%             | 2030-10-15      | Fixed         | 5.10%                 | 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        |  10400000 | PA      | $10480291.12  | 0.22%             | 2034-10-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust 2024-3                          | Lendbuzz Securitization Trust Series 2024-3A, Class A2                     | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12006829 | PA      | $12009051.69  | 0.25%             | 2029-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST                                 | Lendbuzz Securitization Trust Series 2025-2A, Class A2                     | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3136308 | PA      | $3151007.46   | 0.06%             | 2030-05-15      | Fixed         | 5.18%                 | 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        |  18981900 | PA      | $18875419.13  | 0.39%             | 2038-03-15      | Floating      | 5.26%                 | 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        |  28910000 | PA      | $28711024.03  | 0.59%             | 2038-03-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                 | Life Financial Services Trust Series 2021-BMR, Class F                     | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14195300 | PA      | $13832966.39  | 0.28%             | 2038-03-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST                                 | Life Financial Services Trust Series 2021-BMR, Class G                     | CUSIP: 53218CAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10990000 | PA      | $10675166.17  | 0.22%             | 2038-03-15      | Floating      | 6.81%                 | 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        |  40895000 | PA      | $39438892.63  | 0.81%             | 2039-05-15      | Floating      | 5.05%                 | 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        |  11000000 | PA      | $9940812.20   | 0.20%             | 2039-05-15      | Floating      | 5.54%                 | 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        |  11900000 | PA      | $10725266.51  | 0.22%             | 2039-05-15      | Floating      | 5.84%                 | 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        |   1916537 | PA      | $1616528.60   | 0.03%             | 2048-01-20      | Fixed         | 2.29%                 | 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        |   1501959 | PA      | $1222213.04   | 0.03%             | 2048-03-20      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL10 LLC                                             | MF1 Multifamily Housing Mortgage Trust Series 2022-FL10, Class AS          | CUSIP: 55285BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10003930.00  | 0.21%             | 2037-09-17      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL10 LLC                                             | MF1 Multifamily Housing Mortgage Trust Series 2022-FL10, Class B           | CUSIP: 55285BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6002160.00   | 0.12%             | 2037-09-17      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL10 LLC                                             | MF1 Multifamily Housing Series 2022-FL10, Class D                          | CUSIP: 55285BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1254251.25   | 0.03%             | 2037-09-17      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                | MVW Owner Trust Series 2021-1WA, Class D                                   | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781583 | PA      | $755811.23    | 0.02%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                | Mariner Finance Issuance Trust Series 2024-AA, Class B                     | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4074725.20   | 0.08%             | 2036-09-22      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MARINER FIN ISSUANCE TR 2024-A                                | Mariner Finance Issuance Trust Series 2024-AA, Class C                     | CUSIP: 567928AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3064113.30   | 0.06%             | 2036-09-22      | Fixed         | 6.00%                 | 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        |   1850000 | PA      | $1800028.17   | 0.04%             | 2036-03-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                             | MF1 Multifamily Housing Mortgage Loan Trust Series 2024-FL15, Class B      | CUSIP: 58003MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4503582.00   | 0.09%             | 2041-08-18      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                             | MF1 Multifamily Housing Mortgage Loan Trust Series 2024-FL15, Class C      | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8507157.00   | 0.17%             | 2041-08-18      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                             | MF1 Multifamily Housing Mortgage Loan Trust Series 2024-FL15, Class D      | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7497915.00   | 0.15%             | 2041-08-18      | Variable      | 7.77%                 | Yes           |                  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        |   9000000 | PA      | $9109409.40   | 0.19%             | 2039-06-12      | Fixed         | 7.40%                 | 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        |   5700000 | PA      | $5775336.90   | 0.12%             | 2036-05-20      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                   | Merchants Fleet Funding LLC Series 2023-1A, Class E                        | CUSIP: 588926AE5<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   9640000 | PA      | $9792149.08   | 0.20%             | 2036-05-20      | Fixed         | 10.80%                | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                   | Merchants Fleet Funding LLC Series 2024-1A, Class E                        | CUSIP: 588926AK1<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3046113.30   | 0.06%             | 2037-04-02      | Fixed         | 9.35%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                   | Merchants Fleet Funding, LLC Series 2025-1A, Class E                       | CUSIP: 588926AQ8<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5413473.54   | 0.11%             | 2039-01-20      | Fixed         | 8.48%                 | 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        |   5250000 | PA      | $5293488.90   | 0.11%             | 2029-07-20      | Fixed         | 7.43%                 | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                  | Mercury Financial Credit Card Master Trust Series 2024-2A, Class C         | CUSIP: 58940BBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11093647.40  | 0.23%             | 2029-07-20      | Fixed         | 10.42%                | Yes           |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDITCARD                                  | Mercury Financial Credit Card Master Trust Series 2024-2A, Class D         | CUSIP: 58940BBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16225025.60  | 0.33%             | 2029-07-20      | Fixed         | 14.13%                | 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        |  11000000 | PA      | $11070727.80  | 0.23%             | 2029-08-15      | Fixed         | 7.32%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                           | Mission Lane Credit Card Master Trust Series 2024-A, Class E               | CUSIP: 60510MBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5055412.00   | 0.10%             | 2029-08-15      | Fixed         | 13.69%                | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                           | Mission Lane Credit Card Master Trust Series 2024-B, Class E               | CUSIP: 60510MBJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5910000 | PA      | $5957672.42   | 0.12%             | 2030-01-15      | None          | 12.19%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | Morgan Stanley 4.133%, Due 10/18/2029                                      | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7757501.20   | 0.16%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  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        |   4422172 | PA      | $4221375.38   | 0.09%             | 2053-06-20      | Fixed         | 5.32%                 | 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        |  11000000 | PA      | $2468748.70   | 0.05%             | 2053-09-22      | Fixed         | 8.18%                 | 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        |    251329 | PA      | $227727.33    | 0.00%             | 2043-06-22      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                | Mosaic Solar Loans LLC Series 2020-1A, Class B                             | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767063 | PA      | $669886.58    | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| MULLIGAN ASSET SECURITIZATION II LLC                          | Mulligan Asset Securitization Loans Series 2024-1, Class CC                | CUSIP: 62534LAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3501877.00   | 0.07%             | 2031-10-15      | Fixed         | 12.06%                | Yes           |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE                                | Multi Family Connecticut Ave Series 2020-01, Class CE                      | CUSIP: 62548QAF8<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-O            | CORP              | US        |  14063000 | PA      | $14550530.46  | 0.30%             | 2050-03-25      | Floating      | 11.49%                | 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        |  15116632 | PA      | $15302598.47  | 0.31%             | 2054-07-25      | Floating      | 6.62%                 | 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        |  18340545 | PA      | $18398393.03  | 0.38%             | 2055-05-25      | Floating      | 6.27%                 | 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        |   9500000 | PA      | $9690394.25   | 0.20%             | 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        |   4500000 | PA      | $4687088.40   | 0.10%             | 2030-06-17      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING 2025-B LLC                                       | NMEF Funding, LLC Series 2025-B, Class E                                   | CUSIP: 62919WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3563780.15   | 0.07%             | 2033-01-18      | Fixed         | 7.66%                 | 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        |   2000000 | PA      | $1900601.20   | 0.04%             | 2035-12-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL1                              | New York Mortgage Trust Series 2024-BPL1, Class A2                         | CUSIP: 62956MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2505359.00   | 0.05%             | 2029-02-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| NALP BUSINESS LOAN TRUST 2024-1                               | Newtek Alternative Loan Program Series 2024-1, Class A                     | CUSIP: 629863AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12575273 | PA      | $12779340.42  | 0.26%             | 2049-12-27      | Fixed         | 6.49%                 | 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             | DBT              | CORP              | US        |   3772582 | PA      | $3824918.84   | 0.08%             | 2049-12-27      | Fixed         | 7.71%                 | 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        |  10000000 | PA      | $10169959.00  | 0.21%             | 2029-01-29      | Fixed         | 4.70%                 | 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             | DBT              | CORP              | US        |   1291323 | PA      | $1280901.85   | 0.03%             | 2049-10-25      | Variable      | 7.28%                 | 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             | DBT              | CORP              | US        |   3839448 | PA      | $3824549.86   | 0.08%             | 2050-07-25      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL FIN CRC MT TR 20-A                                | Continental Finance Credit Card LLC Series 24-A Class D                    | CUSIP: 66981PAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6627318.10   | 0.14%             | 2032-12-15      | Fixed         | 9.42%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL FIN CRC MT TR 20-A                                | Continental Finance Credit Card LLC Series 2024-A, Class E                 | CUSIP: 66981PAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19728000 | PA      | $20194671.76  | 0.41%             | 2032-12-15      | Fixed         | 12.76%                | Yes           |                  2 | On Loan: No      |
| CONTINENTAL FIN CRC MT TR 20-A                                | Continental Finance Credit Card ABS Master Trust Series 2025-A, Class D    | CUSIP: 66981PAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7529520.75   | 0.15%             | 2035-12-17      | None          | 8.36%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL FIN CRC MT TR 20-A                                | Continental Finance Credit Card ABS Master Trust Series 2025-A, Class E    | CUSIP: 66981PAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7026815.60   | 0.14%             | 2035-12-17      | None          | 11.44%                | Yes           |                  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             | DBT              | CORP              | US        |  11500000 | PA      | $11529867.80  | 0.24%             | 2031-10-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                 | Ondeck Asset Securitization Trust Series 2024-2A, Class C                  | CUSIP: 67108SAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2377249.43   | 0.05%             | 2031-10-17      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Ondeck Asset Sec tr II 2016-1                                 | OnDeck Asset Securitization Trust Series 2024-1A, Class B                  | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6443068.14   | 0.13%             | 2031-06-17      | Fixed         | 7.15%                 | 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        |  11402107 | PA      | $11531898.21  | 0.24%             | 2031-05-01      | Fixed         | 4.71%                 | No            |                  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        |   9000000 | PA      | $8876230.20   | 0.18%             | 2036-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LN INVESTMNT TR2024-HB1                                 | Ocwen Loan Investment Trust Series 2024-HB1, Class A                       | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253794 | PA      | $3205250.01   | 0.07%             | 2037-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LN INVESTMNT TR2024-HB1                                 | Ocwen Loan Investmetn Trust Series 24-HB1 Class M1                         | CUSIP: 675952AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2432259.25   | 0.05%             | 2037-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LN INVESTMNT TR2024-HB1                                 | Ocwen Loan Investmetn Trust Series 24-HB1 Class M4                         | CUSIP: 675952AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5336385.03   | 0.11%             | 2037-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LN INVT TR 2024-HB2                                     | Onity Loan Investment Trust Series 2024-HB2, Class M4                      | CUSIP: 68278DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3513670.68   | 0.07%             | 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 A                       | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9908755 | PA      | $9736664.34   | 0.20%             | 2038-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB1                          | Onity Loan Investment Trust Series 2025-HB1, Class M4                      | CUSIP: 68278EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2164662.25   | 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 A                       | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12576916 | PA      | $12277361.84  | 0.25%             | 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 M2                      | CUSIP: 68278FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6279795.68   | 0.13%             | 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 M4                      | CUSIP: 68278FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13200000 | PA      | $10934477.40  | 0.22%             | 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        |   1154366 | PA      | $1132996.90   | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-B                                 | Oportun Funding LLC Series 2021-B, Class D                                 | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2319333 | PA      | $2303882.22   | 0.05%             | 2031-05-08      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-1                                 | Oportun Funding LLC Series 2024-1A, Class D                                | CUSIP: 68377JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11945432 | PA      | $12229464.14  | 0.25%             | 2031-04-08      | Fixed         | 12.07%                | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2024-2                                    | Oportun Funding LLC Series 2024-2, Class D                                 | CUSIP: 68377KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8220608.80   | 0.17%             | 2032-02-09      | Fixed         | 10.47%                | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING TR 2024-3                                     | Opportun Funding, LLC Series 2024-3, Class D                               | CUSIP: 68377NAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8394714.62   | 0.17%             | 2029-08-15      | Fixed         | 9.60%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FDG TR 2025-1                                         | Oportun Funding LLC Series 2025-1, Class B                                 | CUSIP: 68377PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3122000 | PA      | $3133328.18   | 0.06%             | 2032-08-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FDG TR 2025-1                                         | Oportun Funding LLC Series 2025-1, Class D                                 | CUSIP: 68377PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4514107.50   | 0.09%             | 2032-08-16      | Fixed         | 8.27%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-A, Class D                                | CUSIP: 68377TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6486264.20   | 0.13%             | 2033-02-08      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-A, Class E                                | CUSIP: 68377TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8494299.90   | 0.17%             | 2033-02-08      | Fixed         | 10.00%                | 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        |   5954564 | PA      | $5856203.86   | 0.12%             | 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        |   4423390 | PA      | $4356301.97   | 0.09%             | 2031-10-08      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                 | Oportun Funding LLC Series 2021-C, Class C                                 | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2892217 | PA      | $2859563.84   | 0.06%             | 2031-10-08      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                 | Oportun Funding LLC Series 2021-C, Class D                                 | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2135136 | PA      | $2114802.03   | 0.04%             | 2031-10-08      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust 2025-B                                 | Oportun Funding, LLC Series 2025-B, Class E                                | CUSIP: 68378QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7307136.53   | 0.15%             | 2033-05-09      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-C, Class D                                | CUSIP: 68378RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13900000 | PA      | $13747776.93  | 0.28%             | 2033-07-08      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-D, Class C                                | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2432649.91   | 0.05%             | 2033-02-08      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-D, Class D                                | CUSIP: 68379HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25225000 | PA      | $25158320.24  | 0.52%             | 2033-02-08      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                 | Oportun Funding, LLC Series 2025-D, Class E                                | CUSIP: 68379HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12956433.10  | 0.27%             | 2033-02-08      | Fixed         | 10.82%                | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                  | Oracle Corporation 2.30%, Due 03/25/2028                                   | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7247000 | PA      | $6910699.34   | 0.14%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PFP 2024-11 LTD /LLC                                          | PFP III Series 2024-11, Class D                                            | CUSIP: 69291WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5932752.00   | 0.12%             | 2039-09-17      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania         | PNC Bank NA 4.775%, Due 01/15/2027                                         | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000792.03   | 0.06%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD/LLC                                           | PFP III Series 2025-12, Class B                                            | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4990900.00   | 0.10%             | 2042-12-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Trust 2025-1                    | Pagaya Point of Sale Holdings Series 25-1 Class E                          | CUSIP: 694951AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2721696.02   | 0.06%             | 2034-01-20      | Fixed         | 11.28%                | Yes           |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Trust 2025-1                    | Pagaya Point of Sale Holdings Series 25-1 Class F                          | CUSIP: 694951AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2479832.94   | 0.05%             | 2034-01-20      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| 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        |  14400000 | PA      | $14513188.32  | 0.30%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-2                                   | Pagaya AI Debt Selection Trust Series 24-2 Class A                         | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1347746 | PA      | $1352493.76   | 0.03%             | 2031-08-15      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-2                                   | Pagaya AI Debt Selection Trust Series 24-2 Class B                         | CUSIP: 694961AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5035898 | PA      | $5055662.35   | 0.10%             | 2031-08-15      | Fixed         | 6.61%                 | 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        |   6444214 | PA      | $6476945.10   | 0.13%             | 2031-08-15      | Fixed         | 7.57%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-1                           | Pagaya AI Debt Selection Trust Series 24-11 Class D                        | CUSIP: 69544AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11740321 | PA      | $11834670.06  | 0.24%             | 2032-07-15      | Fixed         | 6.31%                 | Yes           |                  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        |  10820189 | PA      | $10868383.38  | 0.22%             | 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        |  15700000 | PA      | $15701326.65  | 0.32%             | 2033-05-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                   | Pagaya AI Debt Selection Trust Series 2025-4, Class C                      | CUSIP: 69547DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12999538 | PA      | $13180590.36  | 0.27%             | 2033-01-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                   | Pagaya AI Debt Selection Trust Series 2025-4, Class D                      | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6899755 | PA      | $6971232.10   | 0.14%             | 2033-01-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                | Pagaya AI Debt Selection Trust Series 2025-3, Class E                      | CUSIP: 69547GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7498484 | PA      | $7700727.63   | 0.16%             | 2032-12-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                   | Pagaya AI Debt Selection Trust Series 2024-3, Class C                      | CUSIP: 69547XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3661619 | PA      | $3679118.02   | 0.08%             | 2031-10-15      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-1                                   | Pagaya AI Debt Selection Trust Series 2024-1, Class A                      | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644962 | PA      | $646616.27    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-1                                   | Pagaya AI Debt Selection Trust Series 2024-1, Class C                      | CUSIP: 69548AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3074728 | PA      | $3088348.25   | 0.06%             | 2031-07-15      | Fixed         | 8.34%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-R1                                  | Pagaya AI Debt Selection Trust Series 2025-R1, Class E                     | CUSIP: 69548DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755968 | PA      | $765033.82    | 0.02%             | 2032-06-15      | Fixed         | 12.11%                | 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        |  24499053 | PA      | $24603517.33  | 0.51%             | 2033-03-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-6                           | Pagaya AI Debt Selection Trust Series 2025-6, Class B                      | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16275000 | PA      | $16223854.19  | 0.33%             | 2033-04-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-2            | Pagaya Point of Sale Holdings Grantor Trust Series 2025-2, Class C         | CUSIP: 69549JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4375000 | PA      | $4385188.50   | 0.09%             | 2033-07-20      | Fixed         | 5.51%                 | 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        |  24300000 | PA      | $24335213.13  | 0.50%             | 2033-07-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 202                                | Point Securitization Trust Series 2023-1, Class A1                         | CUSIP: 73071JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5537899 | PA      | $5543635.04   | 0.11%             | 2053-11-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2024-1                             | Point Securitization Trust Series 2024-1, Class A1                         | CUSIP: 73071KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6267415 | PA      | $6284051.14   | 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        |  14766952 | PA      | $14749303.63  | 0.30%             | 2055-09-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2025-2                             | Point Securitization Trust Series 2025-2, Class B1                         | CUSIP: 73071PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4161027.84   | 0.09%             | 2055-09-25      | Fixed         | 7.00%                 | 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        |   5960476 | PA      | $5983932.46   | 0.12%             | 2055-06-25      | Variable      | 6.25%                 | 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        |   3187546 | PA      | $3288109.21   | 0.07%             | 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        |  30583335 | PA      | $30666772.33  | 0.63%             | 2041-11-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                       | Pricoa Global Funding 4.40%, Due 008/27/2027                               | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008857.27   | 0.02%             | 2027-08-27      | Fixed         | 4.40%                 | 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        |    500000 | PA      | $504655.18    | 0.01%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: —       |
| PRODIGY FINANCE CM2021-1 DESIGNATED                           | Prodigy Finance Series 2021-1A, Class A                                    | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | US        |    342200 | PA      | $341349.74    | 0.01%             | 2051-07-25      | Floating      | 5.09%                 | 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        |   2500000 | PA      | $2348225.25   | 0.05%             | 2041-04-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR3                                | Progress Residential Trust Series 2024-SFR3, Class D                       | CUSIP: 74331VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11500000 | PA      | $10904481.70  | 0.22%             | 2041-06-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR5 TR                             | Progress Residential Trust Series 2024-SFR5, Class E1                      | CUSIP: 74332HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22681000 | PA      | $21146780.04  | 0.43%             | 2029-08-09      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                     | Progress Residential Trust Series 2021-SFR5, Class A                       | CUSIP: 74333FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424377 | PA      | $418815.45    | 0.01%             | 2038-07-17      | Fixed         | 1.43%                 | 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        |   5000000 | PA      | $4937393.00   | 0.10%             | 2038-07-17      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SRF8                                     | Progress Residential Trust Series 2021-SFR8, Class E2                      | CUSIP: 74333TAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11311000 | PA      | $11115516.51  | 0.23%             | 2038-10-17      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUS                           | Progress Residential Trust Series 2024-SFR4, Class D                       | CUSIP: 74334JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14119297.50  | 0.29%             | 2029-07-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR4 TRUS                           | Progress Residential Trust Series 2024-SFR4, Class E1                      | CUSIP: 74334JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $11670506.25  | 0.24%             | 2029-07-09      | Fixed         | 3.40%                 | 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        |   6500000 | PA      | $6116908.85   | 0.13%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                | Protective Life Global Funding 4.161%, Due 01/15/2029                      | CUSIP: 74368CCD4<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4606028.07   | 0.09%             | 2029-01-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust Series 2018-1              | Prosper Marketplace Issuance Trust Series 2023-1A, Class D                 | CUSIP: 74390NAG7<br>LEI: 549300WV6NCA12RVBP15 | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1942665.26   | 0.04%             | 2029-07-16      | Fixed         | 11.24%                | Yes           |                  2 | On Loan: No      |
| PURCHASING FDG LLC 2024-A                                     | Purchasing Power Funding Series 2024-A, Class C                            | CUSIP: 745935AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8820000 | PA      | $8861603.06   | 0.18%             | 2028-08-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PURCHASING FDG LLC 2024-A                                     | Purchasing Power Funding Series 2024-A, Class E                            | CUSIP: 745935AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2205679.08   | 0.05%             | 2028-08-15      | Fixed         | 10.18%                | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                   | Woodward Capital Management Series 2023-CES2, Class A1A                    | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9454866 | PA      | $9536680.69   | 0.20%             | 2043-09-25      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                   | Woodward Capital Management Series 2024-CES5, Class A1A                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3973779 | PA      | $4012746.34   | 0.08%             | 2044-08-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                   | Woodward Capital Management Series 24-CES3 Class A1A                       | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10417325 | PA      | $10572051.38  | 0.22%             | 2044-05-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Redwood Funding Trust Series 2025-RR1, Class A1                            | CUSIP: 749433AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32153703 | PA      | $32233283.54  | 0.66%             | 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 D                     | CUSIP: 74969DAP0<br>LEI: 335800KGU1WWBLMPTP11 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3301779.00   | 0.07%             | 2031-07-15      | Fixed         | 12.32%                | Yes           |                  2 | On Loan: No      |
| RFS ASSET SECURITIZATION II LLC                               | RFS Asset Securitization II LLC Series 2024-1, Class E                     | CUSIP: 74969DAQ8<br>LEI: 335800KGU1WWBLMPTP11 | Long             | ABS-O            | CORP              | US        |   5565000 | PA      | $5618060.05   | 0.12%             | 2031-07-15      | Fixed         | 14.78%                | 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        |   3000000 | PA      | $2872853.10   | 0.06%             | 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        |   6850000 | PA      | $6520183.46   | 0.13%             | 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        |   8217590 | PA      | $7801853.77   | 0.16%             | 2061-09-25      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETORY ISSUANCE TRUST                                | RMF Proprietary Issuance Trust Series 2021-2, Class M2                     | CUSIP: 74969VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735588 | PA      | $2465881.07   | 0.05%             | 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        |   2720737 | PA      | $2606867.32   | 0.05%             | 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        |   1600000 | PA      | $1497657.28   | 0.03%             | 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        |   4000000 | PA      | $3672224.80   | 0.08%             | 2062-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST 2022                           | RMF Proprietary Issuance Trust Series 2022-2, Class A                      | CUSIP: 74970CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7386108 | PA      | $7008784.29   | 0.14%             | 2062-06-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RMF PROPRIETARY ISSUANCE TRUST 2022                           | RMF Proprietary Issuance Trust Series 2022-2, Class M1                     | CUSIP: 74970CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3168839.44   | 0.07%             | 2062-06-25      | Variable      | 3.75%                 | 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        |   2600000 | PA      | $2341576.38   | 0.05%             | 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        |   5900000 | PA      | $5608754.76   | 0.12%             | 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        |   5800000 | PA      | $5272928.48   | 0.11%             | 2062-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                        | Reach Financial LLC Series 2023-1A, Class C                                | CUSIP: 75525AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13378979 | PA      | $13528170.60  | 0.28%             | 2031-02-18      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TR 2024-2                                           | Reach Financial LLC Series 2024-2A, Class C                                | CUSIP: 75525HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3074030.70   | 0.06%             | 2031-07-15      | Fixed         | 6.13%                 | Yes           |                  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        |   5700000 | PA      | $5784021.99   | 0.12%             | 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        |   2500000 | PA      | $2544736.50   | 0.05%             | 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        |   3150071 | PA      | $3171953.92   | 0.07%             | 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        |   3450000 | PA      | $3545611.92   | 0.07%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Redaptive EAAS Issuer, LLC Series 2025-1A, Class A                         | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13250000 | PA      | $13274949.75  | 0.27%             | 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        |   2940763 | PA      | $2950897.16   | 0.06%             | 2055-05-27      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-3                                  | Redwood Funding Trust Series 2025-3, Class A                               | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16790637 | PA      | $16848833.10  | 0.35%             | 2056-12-27      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-3                                  | Redwood Funding Trust Series 2025-3, Class B                               | CUSIP: 75806GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4275000 | PA      | $4286957.18   | 0.09%             | 2056-12-27      | Variable      | 7.75%                 | 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        |    750936 | PA      | $699243.22    | 0.01%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Rentas Fdo Inv Inm                                            | Renew Financial, LLC Series 2017-1A Class B                                | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30743 | PA      | $30628.85     | 0.00%             | 2052-09-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1               | Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A          | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5823559 | PA      | $5853339.22   | 0.12%             | 2032-06-25      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1               | Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class B          | CUSIP: 76088YAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3889965 | PA      | $3910444.40   | 0.08%             | 2032-06-25      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1               | Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class C          | CUSIP: 76088YAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4862457 | PA      | $4865640.55   | 0.10%             | 2032-06-25      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIN PAG MT TR 2024-3                                | Research-Driven Pagaya Motor Asset Trust Series 2024-3A, Class C           | CUSIP: 76089HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5783322.98   | 0.12%             | 2033-03-25      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-5               | Research-Driven Pagaya Motor Asset Trust Series 2025-5A, Class D           | CUSIP: 76089KAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10007298.00  | 0.21%             | 2034-06-26      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2025-4                     | Research-Driven Pagaya Motor Asset Trust Series 2025-4A, Class E           | CUSIP: 76089NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11293845.75  | 0.23%             | 2034-04-25      | Fixed         | 10.74%                | 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        |  38528674 | PA      | $38676211.49  | 0.79%             | 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 B           | CUSIP: 76089YAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21000000 | PA      | $21048936.30  | 0.43%             | 2033-06-27      | Fixed         | 6.02%                 | 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        |  21975000 | PA      | $22073081.02  | 0.45%             | 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        |  23425968 | PA      | $23555560.31  | 0.48%             | 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        |   7466428 | PA      | $7510868.57   | 0.15%             | 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        |    800000 | PA      | $785707.18    | 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 M2                        | CUSIP: 76971EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $869844.80    | 0.02%             | 2050-10-25      | Variable      | 3.63%                 | 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        |   4639206 | PA      | $4629155.66   | 0.10%             | 2026-08-25      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2021-RTL1                                  | ROC Securities Trust Series 2021-RLT1, Class M                             | CUSIP: 77118TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6745000 | PA      | $6293957.13   | 0.13%             | 2026-08-25      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                  | ROC Securities Trust Series 2025-RTL1, Class A1                            | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $25133197.50  | 0.52%             | 2040-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                  | ROC Securities Trust Series 2025-RTL1, Class M1                            | CUSIP: 77119RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7753201.61   | 0.16%             | 2040-02-25      | Variable      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                  | ROC Securities Trust Series 2025-RTL1, Class M2                            | CUSIP: 77119RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9800000 | PA      | $9776648.56   | 0.20%             | 2040-02-25      | Variable      | 8.54%                 | 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        |    500000 | PA      | $504882.28    | 0.01%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                           | Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A1         | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22860148 | PA      | $22991731.41  | 0.47%             | 2030-01-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                           | Saluda Grade Alternative Mortgage Trust Series 2025-NPL1, Class A2         | CUSIP: 79582BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7785000 | PA      | $7838864.42   | 0.16%             | 2030-01-25      | Variable      | 9.05%                 | Yes           |                  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        |  17665308 | PA      | $17808538.69  | 0.37%             | 2030-05-25      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2021-1         | Santander Bank Auto Credit-Linked Notes Series 2025-A, Class G             | CUSIP: 80290CCW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2755016.83   | 0.06%             | 2034-01-16      | Fixed         | 11.05%                | Yes           |                  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        |   7800000 | PA      | $7743804.90   | 0.16%             | 2055-12-25      | Fixed         | 5.75%                 | Yes           |                  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        | 357672391 | NS      | $357672390.87 | 7.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR JAY US LLC 2021-1                                     | Stellar Jay Ireland Dac Series 2021-1, Class A                             | CUSIP: 858558AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6113993 | PA      | $6025943.30   | 0.12%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | 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        |   2563783 | PA      | $2543095.70   | 0.05%             | 2041-10-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations 2024-1 Issuer Trust                        | Stream Innovations Issuer Trust Series 2024-1A, Class A                    | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5425678 | PA      | $5639864.44   | 0.12%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  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        |   3971614 | PA      | $1466331.08   | 0.03%             | 2049-11-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                 | TVC Mortgage Trust Series 2024-RRTL1, Class A1                             | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16000000 | PA      | $16030507.20  | 0.33%             | 2039-07-25      | Variable      | 5.54%                 | Yes           |                  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        |   5400000 | PA      | $5422409.46   | 0.11%             | 2039-07-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST 2024-RRTL1                                 | TVC Mortgage Trust Series 2024-RRTL1, Class M2                             | CUSIP: 87306WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8750000 | PA      | $8693691.13   | 0.18%             | 2039-07-25      | Variable      | 9.40%                 | Yes           |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                     | Toronto-Dominion Bank (The) 4.861%, Due 01/31/2028                         | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2972903.34   | 0.06%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| TRICON RESIDENTAL TR 2025-SFR1                                | Tricon Residential Series 2025-SFR1, Class C                               | CUSIP: 895974AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650000 | PA      | $5656674.35   | 0.12%             | 2030-03-17      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTAL TR 2025-SFR1                                | Tricon Residential Series 2025-SFR1, Class D                               | CUSIP: 895974AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4010018.40   | 0.08%             | 2030-03-17      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                               | Tricon American Homes Series 2019-SFR1, Class A                            | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9227875 | PA      | $9190561.08   | 0.19%             | 2038-03-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                               | Tricon American Homes Series 2019-SFR1, Class E                            | CUSIP: 89612LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3980193.20   | 0.08%             | 2038-03-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                               | Tricon American Homes Series 2019-SFR1, Class F                            | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2988843.30   | 0.06%             | 2038-03-17      | Fixed         | 3.75%                 | Yes           |                  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        |   3566678 | PA      | $3512545.81   | 0.07%             | 2038-07-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                            | Tricolor Auto Securitization Trust Series 2024-1A, Class A                 | CUSIP: 89616LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875485 | PA      | $875484.83    | 0.02%             | 2027-10-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                            | Tricolor Auto Securitization Trust Series 2024-2A, Class A                 | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080422 | PA      | $1076532.34   | 0.02%             | 2027-12-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                            | Tricolor Auto Securitization Trust Series 2024-2A, Class B                 | CUSIP: 89616PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5655700.00   | 0.12%             | 2028-02-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                            | Tricolor Auto Securitization Trust Series 2024-2A, Class C                 | CUSIP: 89616PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $1952750.00   | 0.04%             | 2028-04-17      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                            | Tricolor Auto Securitization Trust Series 2024-2A, Class D                 | CUSIP: 89616PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $774000.00    | 0.02%             | 2028-08-15      | Fixed         | 7.61%                 | 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        |   2875000 | PA      | $1940625.00   | 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 D                 | CUSIP: 89617AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $263700.00    | 0.01%             | 2029-04-16      | Fixed         | 6.34%                 | Yes           |                  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        |  10473851 | PA      | $10454705.28  | 0.21%             | 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        |   4341136 | PA      | $4339386.33   | 0.09%             | 2032-09-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                                | US Bank Credit-Linked Notes Series 2025-SUP2, Class R                      | CUSIP: 90355PAG1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |  10496820 | PA      | $10496710.24  | 0.22%             | 2032-09-25      | Floating      | 10.37%                | 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        |    539430 | PA      | $544951.85    | 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        |    408070 | PA      | $418415.27    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                 | US Bankcorp 6.787%, Due 10/26/2027                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919672.25    | 0.02%             | 2027-10-26      | Fixed         | 6.79%                 | 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        |  50000000 | PA      | $49027344.00  | 1.01%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                  | U.S. Treasury Notes 1.625%, Due 02/15/2026                                 | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19950078.00  | 0.41%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                  | U.S. Treasury Notes 2.25%, Due 02/15/2027                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9861718.80   | 0.20%             | 2027-02-15      | Fixed         | 2.25%                 | 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        |  12413800 | PA      | $12305701.62  | 0.25%             | 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        |  40000000 | PA      | $37626562.40  | 0.77%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                  | U.S. Treasury Notes 3.625%, Due 05/15/2026                                 | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15004065.45  | 0.31%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                  | U.S. Treasury Notes 4.375%, Due 12/15/2026                                 | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15117662.70  | 0.31%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                  | U.S. Treasury Notes 4.5%, Due 5/15/2027                                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20265625.00  | 0.42%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                  | U.S. Treasury Notes 3.75%, Due 08/31/2026                                  | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25026904.75  | 0.51%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                  | U.S. Treasury Notes 3.875%, Due 10/15/2027                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20133593.80  | 0.41%             | 2027-10-15      | Fixed         | 3.88%                 | 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        |   3511784 | PA      | $3501911.22   | 0.07%             | 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        |  17883277 | PA      | $17905298.76  | 0.37%             | 2039-10-25      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2025-1                                       | Unlock HEA Trust Series 2025-1, Class A                                    | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18500490 | PA      | $18573411.53  | 0.38%             | 2041-07-25      | Fixed         | 6.75%                 | 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        |  10195125 | PA      | $10185809.71  | 0.21%             | 2039-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1                              | Upgrade Receivables Trust Series 2024-1A, Class C                          | CUSIP: 91533NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8875000 | PA      | $8945080.55   | 0.18%             | 2031-01-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST                              | Upgrade Master Pass-Thru Trust Series 2025-ST7, Class B                    | CUSIP: 91533RAB1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |  11856000 | PA      | $11871815.90  | 0.24%             | 2032-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MSTR TR 25-ST2                                        | Upgrade Master Pass-Thru Trust Series 2025-ST2, Class A                    | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13601269 | PA      | $13768836.17  | 0.28%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MSTR PASS THR 2025-ST5                                | Upgrade Master Pass-Thru Trust Series 2025-ST5, Class A                    | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8925610 | PA      | $8948278.77   | 0.18%             | 2032-09-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MSTR PASS THR 2025-ST5                                | Upgrade Master Pass-Thru Trust Series 2025-ST5, Class B                    | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9287177.60   | 0.19%             | 2032-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UPGRADE MSTR PASS THR 2025-ST5                                | Upgrade Master Pass-Thru Trust Series 2025-ST5, Class C                    | CUSIP: 91535BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19300000 | PA      | $19312886.61  | 0.40%             | 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        |    541776 | PA      | $540432.44    | 0.01%             | 2030-06-17      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| UPSTART PS-TRGH TR SR 2022-ST3                                | Upstart Pass Through Trust Series 2022-ST3, Class A                        | CUSIP: 91681EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2871961 | PA      | $2865578.09   | 0.06%             | 2030-05-20      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                           | Upstart Securitization Trust Series 2025-3, Class C                        | CUSIP: 91684FAD0<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |  10300000 | PA      | $10234724.78  | 0.21%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS 2025-1 LLC                                            | VFI ABS, LLC Series 2025-1A, Class A                                       | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14023321 | PA      | $14087864.47  | 0.29%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VISTA PT SEC TR 24-CES1                                       | Vista Point Securitization Trust Series 2024-CES1, Class A1                | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4214311 | PA      | $4265538.87   | 0.09%             | 2054-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT STZ 2024-CES3                                     | Vista Point Securitization Trust Series 2024-CES3, Class A1                | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9549165 | PA      | $9597205.13   | 0.20%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 20                           | Vista Point Securitization Trust Series 2024-CES2, Class A1                | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14165676 | PA      | $14160636.06  | 0.29%             | 2054-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | Volkswagen Group America 4.90%, Due 08/17/2026                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803174.09    | 0.02%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                             | WELLS FARGO FR ADJ%, DUE 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493977.68   | 0.03%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Mortgage Trust Series 21-SAVE Class A                          | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2098581 | PA      | $2097389.51   | 0.04%             | 2040-02-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Mortgage Trust Series 21-SAVE Class B                          | CUSIP: 95003LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4552000 | PA      | $4545693.20   | 0.09%             | 2040-02-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Mortgage Trust Series 21-SAVE Class C                          | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3040000 | PA      | $3042446.28   | 0.06%             | 2040-02-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Mortgage Trust Series 21-SAVE Class D                          | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2083200 | PA      | $2078859.86   | 0.04%             | 2040-02-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Mortgage Trust Series 21-SAVE Class E                          | CUSIP: 95003LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5680000 | PA      | $5668465.62   | 0.12%             | 2040-02-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class B            | CUSIP: 95004QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6518079.10   | 0.13%             | 2040-09-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class C            | CUSIP: 95004QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12528646.25  | 0.26%             | 2040-09-15      | Variable      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                | Wells Fargo Commerical Mortgage Trust Series 2025-1918, Class D            | CUSIP: 95004QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4285000 | PA      | $4316263.36   | 0.09%             | 2040-09-15      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | State Street Navigator Securities Lending Portfolio I                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  28290868 | NS      | $28290867.50  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Diamond Hill Funds

**Signature:** Julie Roach

**Name of Signer:** Julie Roach

**Title:** Treasurer