# EDGAR Filing Document

**Accession Number:** 0001032423
**File Stem:** 0000910472-26-003567
**Filing Date:** 2026-3
**Character Count:** 206618
**Document Hash:** 1c81c80c6cf8e26f1405919177099cd8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-003567.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0000910472-26-003567

**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:** 26703667

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

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

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

## Series and Classes Contracts Data

### Diamond Hill Core Plus Bond Fund (Series ID: S000088234)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000254400 | Diamond Hill Core Plus Bond Fund Investor | DHNAX           |
| C000254401 | Diamond Hill Core Plus Bond Fund Class I  | DHNIX           |
| C000254402 | Diamond Hill Core Plus Bond Fund Class Y  | DHNYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

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

- **b. EDGAR series identifier (if any):** S000088234

- **c. LEI of Series:** 254900NF101X66A82E17

**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:** $99357023.82

**Total Liabilities:** $2144011.94

**Net Assets:** $97213011.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 189.62243786 | **1-Year:** 1417.64199029 | **5-Year:** 8850.99824238 | **10-Year:** 16373.46893532 | **30-Year:** 3439.97082013

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

- **3-Month:** 11.21416844 | **1-Year:** 568.05583595 | **5-Year:** 1901.20845149 | **10-Year:** 579.51842057 | **30-Year:** 60.76799176

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254400 | 0.49%                | 0.76%                | -0.21%               |
| Class ID C000254401 | 0.41%                | 0.87%                | -0.18%               |
| Class ID C000254402 | 0.42%                | 0.88%                | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49234.60                | $65973.83                                  |
| Month 2  | $30277.25                | $404728.93                                 |
| Month 3  | $57331.42                | $-591178.39                                |

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Achv ABS Trust 2024-1PL                                                  | ACHV ABS Trust Series 2024-1PL, Class D                                    | CUSIP: 00092BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142658 | PA      | $144820.45    | 0.15%             | 2031-04-25      | Fixed         | 7.29%                 | 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        |     72862 | PA      | $73850.76     | 0.08%             | 2031-12-26      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ACHD TRUST 2025-DS1                                                      | ACHD Trust Series 2025-DS1, Class A                                        | CUSIP: 00092TAA3<br>LEI: 529900TKZUWQLIQN6T48 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100002.20    | 0.10%             | 2034-01-09      | Fixed         | 5.98%                 | 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        |    200000 | PA      | $202198.94    | 0.21%             | 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        |    100000 | PA      | $100672.92    | 0.10%             | 2032-02-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Acm Auto Trust 2025-3                                                    | ACM Auto Trust Series 2025-3A, Class B                                     | CUSIP: 00161UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249006.73    | 0.26%             | 2032-07-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                                      | AMN Healthcare Incorporated 6.50%, Due 01/15/2031                          | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100018.70    | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| AMCR ABS TRUST 2023-1                                                    | AMCR ABS Trust Series 2023-1A, Class B                                     | CUSIP: 00178CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26222 | PA      | $26349.51     | 0.03%             | 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        |     32387 | PA      | $32438.00     | 0.03%             | 2031-08-18      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Angi Group Llc                                                           | Angi Group LLC 3.875%, Due 08/15/2028                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69273.75     | 0.07%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Inv 2 LLC / APH2 Somerset Inv 2 LLC / APH3 Somerset Inv 2   | APH / APH 2 / APH 3 / Aquarian 7.875%, Due 11/01/2029                      | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100998.42    | 0.10%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Apld Computeco LLC                                                       | APLD Computeco, LLC 9.25%, Due 12/15/2030                                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98090.04     | 0.10%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                 | AT&T, Inc. 2.55%, Due 12/01/2033                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64010.27     | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                              | ABBVIE, Inc. 4.95% DUE 03/15/2031                                          | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103399.33    | 0.11%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                      | Achieve Mortgage Series 2025-HE1, Class A                                  | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84578 | PA      | $85716.26     | 0.09%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                  | Advance Auto Parts 7.375%, Due 08/01/2033                                  | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75297.75     | 0.08%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                              | Advanced Micro Devices 4.319%, Due 03/24/2028                              | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50527.95     | 0.05%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: —       |
| Osaic Holdings Inc.                                                      | Osaic Holdings Inc 6.75%, Due 08/01/2032                                   | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78346.49     | 0.08%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                      | Osaic Holdings Inc 8.00%, Due 08/01/2033                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77977.21     | 0.08%             | 2032-08-01      | Fixed         | 8.00%                 | 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        |    250000 | PA      | $252227.58    | 0.26%             | 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        |    150000 | PA      | $151472.55    | 0.16%             | 2032-11-25      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                  | Algonquin Power & Utility 4.75%, Due 01/18/2082                            | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118340.12    | 0.12%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                             | Bread Financial Holdings 8.375%, Due 06/15/2035                            | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51691.95     | 0.05%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                             | Bread Financial Holdings 6.75%, Due 05/15/2031                             | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51765.75     | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                                     | Alpha Generation, LLC 6.25%, Due 01/15/2034                                | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100897.70    | 0.10%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet Inc 5.30% Due 05/15/2065                                          | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9404.83      | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet Incorporated 5.70%, Due 11/15/2075                                | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49212.53     | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Altagas Ltd                                                              | Altagas Ltd. 7.20%, Due 10/15/2054                                         | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103674.20    | 0.11%             | 2054-10-15      | Fixed         | 7.20%                 | 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        |     87258 | PA      | $87268.41     | 0.09%             | 2033-12-19      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company 5.085%, Due 01/30/2031                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25768.83     | 0.03%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corporation                                       | American Honda Finance 4.45%, Due 10/22/2027                               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100856.53    | 0.10%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                       | American Honda Finance 4.25%, Due 09/01/2028                               | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20121.14     | 0.02%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                              | American Water Capital Corporation 2.8%, DUE 05/01/2030                    | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94792.86     | 0.10%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-5                                          | Angel Oak Mortgage Trust Series 2025-5, Class A1                           | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-O            | CORP              | US        |    519048 | PA      | $523764.09    | 0.54%             | 2070-04-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                     | Elevance Health Incorporated 4.60%, Due 09/15/2032                         | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89953.65     | 0.09%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Aptiv PLC / Aptiv Global Financing DAC                                   | Aptiv PLC / Aptiv Global Financing DAC 6.875%, Due 12/15/2054              | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208600.69    | 0.21%             | 2054-12-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd.                  | Arbor Realty Commerical Real Estate Notes Series 2025-FL1, Class C         | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99946.70     | 0.10%             | 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        |    100000 | PA      | $100006.50    | 0.10%             | 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        |    100000 | PA      | $100006.40    | 0.10%             | 2041-01-18      | Variable      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                      | Arivo Acceptance Auto Loan Series 25-1A Class D                            | CUSIP: 039962AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174679.75    | 0.18%             | 2032-01-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                     | Asurion LLC 8.0%, Due 12/31/2032                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155641.71    | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Atlanticus Holdings Corp.                                                | Atlanticus Holdings Corporation 9.75%, Due 09/01/2030                      | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100124.90    | 0.10%             | 2030-09-01      | Fixed         | 9.75%                 | 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        |    100000 | PA      | $88377.52     | 0.09%             | 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        |    100000 | PA      | $56239.78     | 0.06%             | 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        |    239077 | PA      | $238515.32    | 0.25%             | 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        |    100000 | PA      | $96096.40     | 0.10%             | 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        |    100000 | PA      | $97362.17     | 0.10%             | 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        |    300000 | PA      | $300186.60    | 0.31%             | 2044-12-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation 3.194%, Due 07/23/2030                         | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241469.65    | 0.25%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                    | Bank of America Corporation 2.687%, Due 04/22/2032                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137648.12    | 0.14%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                    | Bank of America 2.972% Due 02/04/2033                                      | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73160.35     | 0.08%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corporation 5.225%, Due 11/20/2035                 | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51780.77     | 0.05%             | 2035-11-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                        | Bank of New York Mellon Corporation 5.316%, Due 06/06/2036                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77699.28     | 0.08%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| Bank OZK                                                                 | Bank of the Ozarks 2.75 % Due 10/1/31                                      | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94000.00     | 0.10%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII                                      | Bayview Opportunity Master Fund Series 2025-EDU1, Class D                  | CUSIP: 07337GAD5<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    231548 | PA      | $231547.64    | 0.24%             | 2048-07-27      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Beacon Mobility Financial Corp.                                          | Beacon Mobility Corporation 7.25%, Due 0801/2030                           | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183028.31    | 0.19%             | 2030-08-01      | Fixed         | 7.25%                 | 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        |    100000 | PA      | $100126.77    | 0.10%             | 2042-08-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                            | Blackstone Reg Finance Company, LLC 4.30%, Due 11/03/2030                  | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49971.79     | 0.05%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BlueLinx Holdings Inc.                                                   | Bluelinx Holding Incorporated 6.0%, Due 11/15/2029                         | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48992.79     | 0.05%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                         | BP Capital Markets America 4.812%, Due 02/13/2033                          | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50636.31     | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  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        |    180000 | PA      | $175259.97    | 0.18%             | 2078-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Series 2025-RM10, Class A2                   | CUSIP: 10638FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98045.21     | 0.10%             | 2065-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST                                      | Brean Asset Backed Securities Trust Series 2025-RM12, Class M3             | CUSIP: 10638KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127282 | PA      | $103825.19    | 0.11%             | 2065-07-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BREAN ASSET BACKED SECURITIES TRUST 2025-RM13                            | Brean Asset Backed Securities Trust Series 2025-RM13, Class M3             | CUSIP: 10638PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201467 | PA      | $161917.38    | 0.17%             | 2065-10-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Incorporated 4.15%, Due 04/15/2032                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97784.38     | 0.10%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                             | Broadcom Incorporated 4.80%, Due 02/15/2036                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54271.06     | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  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        |    150000 | PA      | $150466.97    | 0.15%             | 2027-07-15      | Floating      | 7.00%                 | 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        |    280859 | PA      | $281556.89    | 0.29%             | 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        |     95828 | PA      | $96085.50     | 0.10%             | 2042-08-15      | Floating      | 6.40%                 | 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        |    175000 | PA      | $174510.35    | 0.18%             | 2030-03-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Bxmt 2020-Fl2 Ltd.                                                       | BXMT Ltd. Series 2020-FL2, Class AS                                        | CUSIP: 12434LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199307.80    | 0.21%             | 2038-02-15      | Floating      | 5.48%                 | 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        |    100000 | PA      | $98447.40     | 0.10%             | 2038-02-15      | Floating      | 6.28%                 | 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        |    270023 | PA      | $255662.80    | 0.26%             | 2052-02-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                       | Cascade Funding Mortgage Trust Series 2023-HB12, Class M1                  | CUSIP: 12530QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248052.35    | 0.26%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHC Group LLC / CHC Finance LTD                                          | CHC Group, LLC 11.75%, Due 09/01/2030                                      | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $140993.91    | 0.15%             | 2030-09-01      | Fixed         | 11.75%                | 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        |    550000 | PA      | $461391.76    | 0.47%             | 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        |    100000 | PA      | $92142.16     | 0.09%             | 2042-04-12      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners, LP and CVR Nitrogen Finance Corporation                    | CVR Partners LP 6.125%, Due 06/15/2028                                     | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75203.70     | 0.08%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                          | CVS Health Corporateion 3.75%, Due 04/01/2030                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97645.74     | 0.10%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                              | Capital One Financial Company 4.493%, Due 09/11/2031                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149779.99    | 0.15%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                              | Capital One Financial Company 5.197%, Due 09/11/2036                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39798.24     | 0.04%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capstone Borrower Inc.                                                   | Capstone Borrower Inc. 8.00%, Due 06/15/2030                               | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77248.04     | 0.08%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Inc                                                          | Caterpillar Incorporated 5.20%, Due 05/15/2035                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51825.82     | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                 | Celanese US Holdings, LLC 6.75%, Due 04/15/2033                            | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29842.60     | 0.03%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Champ Acquisition Corp                                                   | Champ Acquisition Corporation 8.375%, Due 12/01/2031                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $75607.28     | 0.08%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Champions Financing Inc.                                                 | Champions Financing Incorporated 8.75%, Due 02/15/2029                     | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73766.63     | 0.08%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| CHERRY SECURITIZATION TRUST 2025-1                                       | Cherry Securitization Trust Series 2025-1A, Class A                        | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203046.16    | 0.21%             | 2032-11-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                       | Cipher Compue, LLC 7.125%, Due 11/15/2030                                  | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76386.22     | 0.08%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc. 2.666%, due 01/29/2031                                     | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234010.42    | 0.24%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc. 2.561%, Due 05/01/2032                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45376.34     | 0.05%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup, Inc. 1.462%, Due 06/09/2027                                     | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98853.45     | 0.10%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Incorporated 3.057%, Due 01/25/2033                              | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114508.05    | 0.12%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                    | Civitas Resources Incorporated 9.625%, Due 06/15/2033                      | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53980.91     | 0.06%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                                | Cloud Software Group Incorporated 6.625%, Due 08/15/2033                   | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74329.30     | 0.08%             | 2033-08-15      | Fixed         | 6.62%                 | 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        |    138407 | PA      | $137394.90    | 0.14%             | 2047-12-26      | Fixed         | 4.75%                 | 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        |    207380 | PA      | $208957.20    | 0.21%             | 2069-12-26      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation 1.95%, Due 01/15/2031                                  | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22284.53     | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Crane NXT Co                                                             | Crane NXT Company 4.20%, Due 03/15/2048                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48168.06     | 0.05%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                             | CubeSmart, L.P. 2.25%, Due 12/15/2028                                      | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66411.79     | 0.07%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                    | DBR Land Holdings, LLC 6.25%, Due 12/01/2030                               | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102288.00    | 0.11%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                 | John Deere Capital Corporation 4.40%, Due 09/08/2031                       | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100983.36    | 0.10%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                       | Dell International LLC / EMC Corporation 6.020%, Due 06/15/2026            | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10043.71     | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                       | Deluxe Corp 8.125%, Due 9/15/2029                                          | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79010.91     | 0.08%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Dollar Tree Inc                                                          | Dollar Tree, Inc. 4.200%, Due 5/15/2028                                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100059.88    | 0.10%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                       | Dominion Energy South Carolina Incorporated 5.30%, Due 01/15/2035          | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51688.38     | 0.05%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Dream Finders Homes Inc                                                  | Dream Finders Home, Inc. 6.875%, Due 09/15/2030                            | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125705.00    | 0.13%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  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        |    450000 | PA      | $438953.63    | 0.45%             | 2043-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                         | Duke Energy Corporation 4.95%, Due 09/15/2035                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29748.30     | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas  LLC                                               | Duke Energy Carolina, LLC 5.25%, Due 03/15/2035                            | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103343.50    | 0.11%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas SC Storm Funding LLC                               | Duke Energy Carolinas SC Storm Funding, LLC 4.898%, Due 03/01/2044         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129750.75    | 0.13%             | 2044-03-01      | Fixed         | 4.90%                 | No            |                  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        |    125000 | PA      | $126518.73    | 0.13%             | 2040-05-25      | Variable      | 8.30%                 | Yes           |                  2 | On Loan: No      |
| Emergent Biosolutions Inc                                                | Emergent Biosolutions, Inc. 3.875%, Due 08/15/2028                         | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44826.49     | 0.05%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Energy Transfer LP                                                       | Energy Transfer LP 5.60%, Due 09/01/2034                                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154367.36    | 0.16%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                  | Equitable Financial Life 1.80%, Due 03/08/2028                             | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23798.59     | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                  | Equitable Financial Life 5.0%, Due 03/27/2030                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25557.26     | 0.03%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy LP                                                     | Excelerate Energy LP 8.0%, Due 05/15/2030                                  | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158510.70    | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP 5.70%, Due 04/01/2028                               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51658.21     | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                              | EZCorp Incorporated 7.375%, Due 04/01/2032                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106095.80    | 0.11%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FMC Corp.                                                                | FMC Corporation 6.375%, Due 05/18/2053                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18585.39     | 0.02%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FMC Corp.                                                                | FMC Corporation 8.45%, Due 11/01/2055                                      | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19787.64     | 0.02%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Farm Mortgage Trust 2024-2                                               | Farmer Mac Agricultural Real Estate Series 22-1 Class A                    | CUSIP: 30328CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209468 | PA      | $171254.32    | 0.18%             | 2051-07-25      | Variable      | 2.54%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                                         | First Help Financial LLC Class B, Series 23-1A                             | CUSIP: 30331GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $226330.76    | 0.23%             | 2029-05-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| FARM 2025-1 MORTGAGE TRUST                                               | Farmer Mac Agricultural Real Estate Series 2025-1, Class A                 | CUSIP: 30768CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    289371 | PA      | $283537.26    | 0.29%             | 2055-08-01      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2011-116, Class ZA            | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    337602 | PA      | $324025.86    | 0.33%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-42, Class PY             | CUSIP: 3136A5GP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $86952.52     | 0.09%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-56 Class WC              | CUSIP: 3136A6WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    102000 | PA      | $92941.33     | 0.10%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-110, Class CA            | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    337423 | PA      | $312901.12    | 0.32%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2012-152, Class TA            | CUSIP: 3136AA6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    341835 | PA      | $315809.62    | 0.32%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-9, Class KD              | CUSIP: 3136ABSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    305000 | PA      | $232996.03    | 0.24%             | 2042-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-13, Class YC             | CUSIP: 3136ACC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    130027 | PA      | $118550.73    | 0.12%             | 2043-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-4, Class PL              | CUSIP: 3136ACFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    367000 | PA      | $278466.94    | 0.29%             | 2043-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2013-56, Class GZ              | CUSIP: 3136AEZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    527416 | PA      | $495219.46    | 0.51%             | 2041-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2013-105, Class KO            | CUSIP: 3136AGQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    410721 | PA      | $363904.59    | 0.37%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2016-31, Class TM             | CUSIP: 3136ASJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    330000 | PA      | $301315.34    | 0.31%             | 2045-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-16, Class HW             | CUSIP: 3136B1BF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    728000 | PA      | $651384.41    | 0.67%             | 2038-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2018-55, Class GA             | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    385293 | PA      | $372358.90    | 0.38%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 19-37 Class CA                | CUSIP: 3136B4Z84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    124345 | PA      | $120044.59    | 0.12%             | 2047-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2019-69, Class JB             | CUSIP: 3136B7ZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    520330 | PA      | $404009.81    | 0.42%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2020-47, Class GZ             | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    669705 | PA      | $405572.35    | 0.42%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2020-92, Class NB             | CUSIP: 3136BCK41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    646866 | PA      | $494977.48    | 0.51%             | 2050-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2021-6, Class KU              | CUSIP: 3136BD2W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    243399 | PA      | $140161.29    | 0.14%             | 2051-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 2021-65, Class JA             | CUSIP: 3136BG4M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    475593 | PA      | $432585.91    | 0.44%             | 2046-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2021-78, Class PA             | CUSIP: 3136BJVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    270098 | PA      | $240276.15    | 0.25%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2024-20, Class ZQ             | CUSIP: 3136BRX77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    427528 | PA      | $380730.51    | 0.39%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4109, Class HC               | CUSIP: 3137AUJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    196825 | PA      | $188282.64    | 0.19%             | 2032-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4141, Class PL               | CUSIP: 3137AX2L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    110000 | PA      | $79393.59     | 0.08%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4143, Class AV               | CUSIP: 3137AXHJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    371445 | PA      | $302390.33    | 0.31%             | 2042-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4210 Class Z                 | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    256811 | PA      | $216673.81    | 0.22%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4274, Class EM               | CUSIP: 3137B5UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $372101.28    | 0.38%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 4292 Class PB                 | CUSIP: 3137B75V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    420000 | PA      | $380585.94    | 0.39%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4487, Class TL               | CUSIP: 3137BK2R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    559000 | PA      | $514737.32    | 0.53%             | 2045-05-15      | Fixed         | 3.00%                 | 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        |    172974 | PA      | $173179.06    | 0.18%             | 2037-11-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5035, Class ZA               | CUSIP: 3137F6JA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    880098 | PA      | $494694.35    | 0.51%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5050, Class UJ               | CUSIP: 3137F7SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    211624 | PA      | $118151.51    | 0.12%             | 2050-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4710, Class JE               | CUSIP: 3137FA6E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    189227 | PA      | $170906.87    | 0.18%             | 2047-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 4736 Class CL                | CUSIP: 3137FCHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    322000 | PA      | $283160.10    | 0.29%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal National Mortgage Association Series 4767 Class VX                 | CUSIP: 3137FET75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300798 | PA      | $283662.63    | 0.29%             | 2047-08-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 4988, Class AK               | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    469770 | PA      | $370770.54    | 0.38%             | 2050-07-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5013 Class MC                | CUSIP: 3137FW4D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    188519 | PA      | $152337.25    | 0.16%             | 2050-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5013 Class ME                | CUSIP: 3137FW4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    263929 | PA      | $205642.90    | 0.21%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5038, Class PJ               | CUSIP: 3137FXP77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    487857 | PA      | $356965.04    | 0.37%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corp Series 5038 Class QP                       | CUSIP: 3137FXPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    322841 | PA      | $235396.55    | 0.24%             | 2050-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3746, Class KZ               | CUSIP: 3137GAN29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    127428 | PA      | $119051.53    | 0.12%             | 2040-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5129, Class GU               | CUSIP: 3137H1P67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    595284 | PA      | $454836.39    | 0.47%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5147, Class PA               | CUSIP: 3137H2R22<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    578067 | PA      | $458940.97    | 0.47%             | 2048-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5156, Class GD               | CUSIP: 3137H2VN1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    454048 | PA      | $290429.44    | 0.30%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5150, Class KD               | CUSIP: 3137H2ZL1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    609094 | PA      | $492248.14    | 0.51%             | 2051-10-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                  | Federal Home Loan Mortgage Corporation Series 5169, Class YA               | CUSIP: 3137H4HS2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    274989 | PA      | $164670.27    | 0.17%             | 2051-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                   | Federal Home Loan Mortgage Corporation Series 5201, Class PY               | CUSIP: 3137H6KX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    252513 | PA      | $193698.45    | 0.20%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5227, Class BA               | CUSIP: 3137H7BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    145581 | PA      | $139780.63    | 0.14%             | 2048-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 5228, Class JL               | CUSIP: 3137H7UV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $424446.35    | 0.44%             | 2041-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2009-50, Class HZ              | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    724207 | PA      | $738016.14    | 0.76%             | 2049-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Series 2009-78, Class OS             | CUSIP: 31398FLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1462543 | PA      | $148440.07    | 0.15%             | 2039-10-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Assocation Series 2010-126, Class JU             | CUSIP: 31398SAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    105543 | PA      | $100201.89    | 0.10%             | 2040-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Federal Home Loan Mortgage Corporation Series 3652, Class AP               | CUSIP: 31398WXX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     87829 | PA      | $88810.26     | 0.09%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool FN BM6504                       | CUSIP: 3140JBGN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705538 | PA      | $663107.50    | 0.68%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                    | Federal National Mortgage Association Pool MA0633                          | CUSIP: 31417YV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223402 | PA      | $226706.09    | 0.23%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELIS MTG TR 2025-RTL1                                                 | Fidelis Mortgage Trust Series 25-RTL1 Class A2                             | CUSIP: 31575LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101642.46    | 0.10%             | 2040-02-27      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Finance Of America Hecm Buyout 2024-HB1                                  | Finance of America HECM Buyout Series 2024-HB1, Class M2                   | CUSIP: 31737DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250015.65    | 0.26%             | 2034-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Finbe USA Trust 2025-1                                                   | FinBe Series 2025-1A, Class B                                              | CUSIP: 317967AB3<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49146.79     | 0.05%             | 2030-12-16      | Fixed         | 6.60%                 | 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        |    150000 | PA      | $149563.38    | 0.15%             | 2029-05-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                | Florida Power & Light Company 3.80%, Due 12/15/2042                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41061.15     | 0.04%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                       | Ford Motor Company 3.250% Due 02/12/2032                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74899.27     | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | 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        |      9187 | PA      | $9165.74      | 0.01%             | 2051-01-25      | Floating      | 5.87%                 | 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        |    247587 | PA      | $245282.64    | 0.25%             | 2045-02-25      | Floating      | 5.92%                 | 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        |    191664 | PA      | $192257.00    | 0.20%             | 2044-10-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                            | Freedom Mortgage Holdings 7.875%, Due 04/01/2033                           | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103556.25    | 0.11%             | 2033-04-01      | Fixed         | 7.88%                 | 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        |    183116 | PA      | $189494.34    | 0.19%             | 2053-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Pool G2 DJ1126                    | CUSIP: 3618KMHB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    781777 | PA      | $812339.13    | 0.84%             | 2065-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc. / Garrett LX I S.a.r.l.                     | Garrett Motion Holdings 7.75%, Due 05/31/2032                              | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74400.81     | 0.08%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                   | General Motors Company 5.625%, Due 04/15/2030                              | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182336.70    | 0.19%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company  Inc                                    | General Motors Financial Company Incorporated 5.90%, Due 01/07/2035        | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52054.80     | 0.05%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                           | Genesis Sales Finance Master Trust Series 2024-B, Class D                  | CUSIP: 37186XBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152204.70    | 0.16%             | 2032-12-20      | Fixed         | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                         | GENMAB FIN 7.25%, Due 12/15/2033                                           | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210082.37    | 0.22%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Magnera Corp.                                                            | Magnera Corporation 4.75%, Due 11/15/2029                                  | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46229.03     | 0.05%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Global Partners LP / GLP Finance Corp.                                   | Global Partners LP / GLP Finance 7.125%, Due 07/01/2033                    | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101824.30    | 0.10%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                     | Global Medical Response Incorporated 7.375%, Due 10/01/2032                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103937.38    | 0.11%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Incorporated 4.692%, Due 10/23/2030                    | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202728.76    | 0.21%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Incorporated 4.939%, Due 10/21/2036                    | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297816.40    | 0.31%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                | Goldman Sachs Group Inc 1.992%, Due 01/27/2032                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35534.81     | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                      | GoodLeap Sustainable Home Improvement Loan Trust Series 2024-1GS, Class A  | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173641 | PA      | $168971.25    | 0.17%             | 2057-06-20      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                      | GoodLeap Sustainable Home Improvement Loan Trust Series 2023-1GS, Class A  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79454 | PA      | $74203.05     | 0.08%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2012-74 Class LY           | CUSIP: 38375CZ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    260000 | PA      | $201540.14    | 0.21%             | 2042-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-4, Class ML           | CUSIP: 38378FNQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    366000 | PA      | $289269.20    | 0.30%             | 2042-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2013-165, Class LB         | CUSIP: 38378YRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    235000 | PA      | $207362.97    | 0.21%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2014-118, Class ZD         | CUSIP: 38379EHJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    796294 | PA      | $713716.22    | 0.73%             | 2044-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2014-140, Class BW         | CUSIP: 38379EN57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    191124 | PA      | $182896.26    | 0.19%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2016-118, Class GZ         | CUSIP: 38380AUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    283808 | PA      | $215017.91    | 0.22%             | 2040-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2017-179, Class NZ         | CUSIP: 38380UKT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    462117 | PA      | $316506.01    | 0.33%             | 2047-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-27, Class KY          | CUSIP: 38380VGY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1608166 | PA      | $1337966.13   | 1.38%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Assocation Series 2018-79, Class LM           | CUSIP: 38380XDW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    335000 | PA      | $305484.76    | 0.31%             | 2048-06-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2018-120, Class LH         | CUSIP: 38380YUR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    593318 | PA      | $461860.03    | 0.48%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-18, Class TP          | CUSIP: 38381B4T8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    582463 | PA      | $530706.61    | 0.55%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-136, Class P          | CUSIP: 38382A5Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    309805 | PA      | $258727.88    | 0.27%             | 2045-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2019-151, Class GC         | CUSIP: 38382BCU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    135534 | PA      | $120954.73    | 0.12%             | 2042-12-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-95, Class EA          | CUSIP: 38382GZ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1079404 | PA      | $861890.23    | 0.89%             | 2050-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2020-123, Class LA         | CUSIP: 38382HK33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    294598 | PA      | $145123.17    | 0.15%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                         | Government National Mortgage Association Series 2020-183, Class EB         | CUSIP: 38382LRW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    292527 | PA      | $129121.90    | 0.13%             | 2050-12-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-29, Class AG          | CUSIP: 38382NZ83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    947122 | PA      | $945481.91    | 0.97%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-91, Class MF          | CUSIP: 38382TNQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    208254 | PA      | $161582.62    | 0.17%             | 2051-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-136, Class TC         | CUSIP: 38382WU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    513432 | PA      | $332759.03    | 0.34%             | 2051-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-136, Class TU         | CUSIP: 38382WV38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    324994 | PA      | $163875.85    | 0.17%             | 2051-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-116, Class CV         | CUSIP: 38382WWC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1015212 | PA      | $596495.83    | 0.61%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2021-223, Class P          | CUSIP: 38383FHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    212565 | PA      | $186852.54    | 0.19%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-31, Class MS          | CUSIP: 38383GT27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    648436 | PA      | $500142.23    | 0.51%             | 2052-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2023-13, Class HL          | CUSIP: 38383HMD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    244634 | PA      | $236605.67    | 0.24%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-45, Class B           | CUSIP: 38383MM70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    184145 | PA      | $164345.31    | 0.17%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-64, Class MA          | CUSIP: 38383PS85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    844890 | PA      | $791244.51    | 0.81%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2022-63, Class LM          | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    900000 | PA      | $764735.22    | 0.79%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                                     | Government National Mortgage Association Series 2023-81, Class AL          | CUSIP: 38384BAG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    575000 | PA      | $558014.56    | 0.57%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association Series 2025-71, Class NL          | CUSIP: 38385FS77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    620005 | PA      | $574607.24    | 0.59%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great CDN Gaming Corp/Raptor Co-Issuer LLC                               | Great Canadian Gaming Company 8.75%, Due 11/15/2029                        | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101014.94    | 0.10%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                        | HF Sinclair Corporation 5.75%, Due 01/15/2031                              | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103337.43    | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                 | HCA, Inc. 4.30%, Due 11/15/2030                                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49811.00     | 0.05%             | 2030-11-15      | Fixed         | 4.30%                 | 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        |    177384 | PA      | $177203.15    | 0.18%             | 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        |    185770 | PA      | $186561.85    | 0.19%             | 2037-04-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                    | Helmerich & Payne Incorporated 4.65%, Due 12/01/2027                       | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50387.46     | 0.05%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hero Fdg 2016-3                                                          | Hero Funding Trust Series 2016-3A Class A1                                 | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138689 | PA      | $130003.59    | 0.13%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| Hero Funding 2018-1                                                      | HERO Funding Trust Series 17-3A Class A2                                   | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17972 | PA      | $16876.39     | 0.02%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                  | Hilcorp Energy I LP / Hilcorp Finance Company 7.25%, Due 02/15/2035        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47518.60     | 0.05%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Home Partners Of America Trust                                           | Home Partners of America Trust Series 2021-3, Class A                      | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161571 | PA      | $152211.86    | 0.16%             | 2041-01-17      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                       | Huntington Bancshares 5.272%, Due 01/15/2031                               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51447.60     | 0.05%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| Huntington National Bank of Ohio                                         | The Huntington National Bank Series 2025-2, Class B1                       | CUSIP: 44644NAN9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    176594 | PA      | $177732.03    | 0.18%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Huntsman International LLC                                               | Huntsman International LLC 5.70%, Due 10/15/2034                           | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31751.36     | 0.03%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 5.40%, Due 06/24/2031                              | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103481.29    | 0.11%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                  | Hyundai Capital America 4.75%, Due 09/26/2031                              | CUSIP: 44891ADH7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75273.21     | 0.08%             | 2031-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation          | Icahn Enterprises 10.0%, Due 11/15/2029                                    | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99929.47     | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | 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        |    100000 | PA      | $100249.85    | 0.10%             | 2042-03-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.             | Ion Platform Finance US 7.875%, Due 09/30/2032                             | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189771.46    | 0.20%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JP Morgan Chase & Company 3.509%, Due 1/23/2019                            | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79240.85     | 0.08%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 1.953%, Due 02/04/2032                            | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445849.13    | 0.46%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Company 4.603%, Due 10/22/2030                            | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253510.13    | 0.26%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                 | JP Morgan Mortgage Trust Series 2018-3, Class B5                           | CUSIP: 46649TBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397440 | PA      | $275226.74    | 0.28%             | 2048-09-25      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                     | Jackson National Life Global Funding 4.90%, Due 01/13/2027                 | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151208.36    | 0.16%             | 2027-01-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                     | Jackson National Life Global 4.55%, Due 09/09/2030                         | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19922.47     | 0.02%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. | Johnson Controls International 4.90%, Due 12/01/2032                       | CUSIP: 47837RAE0<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50833.53     | 0.05%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                              | K Hovnanian Enterprises 8.0%, Due 04/01/2031                               | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102056.70    | 0.10%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                              | K Hovnanian Enterprises 8.375%, Due 10/01/2033                             | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101628.95    | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | 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        |    150000 | PA      | $150786.92    | 0.16%             | 2031-09-10      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION IV LLC                                      | Kapitus Asset Securitization LLC Series 2024-1A, Class 2C                  | CUSIP: 48555MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199740.16    | 0.21%             | 2031-09-10      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| KAPITUS ASSET SECURITIZATION V LLC                                       | Kapitus Asset Securitization, LLC Series 2025-1A, Class C                  | CUSIP: 48555NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225268.45    | 0.23%             | 2032-04-10      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                  | Keycorp Bank 4.789%, Due 06/01/2033                                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99947.81     | 0.10%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| Kingpin Intermediate Holdings Llc                                        | Kingpin Intermediate Holdings, LLC 7.25%, Due 10/15/2032                   | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70901.30     | 0.07%             | 2032-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| The Kroger Co.                                                           | Kroger Company 1.70%, Due 01/15/2031                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44054.95     | 0.05%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Bath & Body Works Inc                                                    | Bath & Body Works Incorporated 6.875%, Due 11/01/2035                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70816.77     | 0.07%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LFS TopCo LLC                                                            | LFS Topco, LLC 8.75%, Due 07/15/2030                                       | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100646.30    | 0.10%             | 2030-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| LHOME MTG TR 2024-RTL3                                                   | LHOME Mortgage Trust Series 2024-RTL3, Class A2                            | CUSIP: 50205GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504492.45    | 0.52%             | 2029-05-25      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| LHOME MTG TR 2025-RTL1                                                   | LHOME Mortgage Trust Series 2025-RTL1, Class A2                            | CUSIP: 50205UAB7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100877.19    | 0.10%             | 2040-01-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Lhome Mortgage Trust 2025-RTL2                                           | LHOME Mortgage Trust Series 2025-RLT2, Class A1                            | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302214.63    | 0.31%             | 2040-04-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                               | L3 Harris Technologies, Inc. 1.800%, Due 01/15/2031                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61779.09     | 0.06%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Land O'Lakes Capital Trust I                                             | Land O Lakes Capital Trust I 7.45%, Due 03/15/2028                         | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51000.00     | 0.05%             | 2028-03-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                  | Latam Airlines Group SA 7.625%, Due 01/07/2031                             | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157489.87    | 0.16%             | 2031-01-07      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Tr 2023-2                                        | Lendbuzz Securitization Trust Series 2023-2A, Class A2                     | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200493 | PA      | $203121.73    | 0.21%             | 2028-10-16      | Fixed         | 7.09%                 | 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        |    392038 | PA      | $393875.94    | 0.41%             | 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        |    245000 | PA      | $243625.65    | 0.25%             | 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        |    350000 | PA      | $347591.09    | 0.36%             | 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        |    192500 | PA      | $187586.46    | 0.19%             | 2038-03-15      | Floating      | 6.21%                 | 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        |    250000 | PA      | $241098.50    | 0.25%             | 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        |    250000 | PA      | $225927.55    | 0.23%             | 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        |    250000 | PA      | $225320.73    | 0.23%             | 2039-05-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                         | Lincoln Financial Global Funding 4.625%, Due 08/18/2030                    | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40238.26     | 0.04%             | 2030-08-18      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-2 LLC                                            | Loanpal Solar Loan Ltd. Series 2020-2GF, Class B                           | CUSIP: 53948KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268691 | PA      | $195797.76    | 0.20%             | 2047-07-20      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-3 LLC                                            | LoanPal Solar Loan LLC Series 2020-3, Class B                              | CUSIP: 53948NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273069 | PA      | $192089.45    | 0.20%             | 2047-12-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                    | Lowe's Cos. Inc. 2.80%, Due 09/15/2041                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89854.98     | 0.09%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| LUMINACE ABS-2024 ISSUER LLC                                             | Luminace ABS-2022 Issuer, LLC Series 2024-1, Class B                       | CUSIP: 55026NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118080 | PA      | $114287.53    | 0.12%             | 2031-10-30      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX Lp Sr Nt 5.5% Due 06/01/2034                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42848.03     | 0.04%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massmutual Global Funding II                                             | MassMutual Global Funding 5.15%, Due 05/30/2029                            | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205890.80    | 0.21%             | 2029-05-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                              | Merchants Fleet Funding, LLC Series 2025-1A, Class D                       | CUSIP: 588926AP0<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175522.25    | 0.18%             | 2039-01-20      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                       | Met Life Global Funding I 5.05%, Due 01/08/2034                            | CUSIP: 59217GFS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153003.02    | 0.16%             | 2034-01-08      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                 | Millrose Properties Incorporated 6.375%, Due 08/01/2030                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102322.40    | 0.11%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                | Mohegan Tribal Gaming Authority / MS Digital 8.25%, Due 04/15/2030         | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62544.12     | 0.06%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer LLC                                                | Mohegan Tribal Gaming Authority / MS Digital 11.875%, Due 04/15/2031       | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42267.72     | 0.04%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                  | Molina Healthcare Incorporated 6.50%, Due 02/15/2031                       | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102703.00    | 0.11%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 2.699%, Due 01/22/2031                                      | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $351748.72    | 0.36%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley 4.654%, Due 10/18/2030                                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202419.52    | 0.21%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-3                                           | Mosaic Solar Loans, LLC Series 2023-3A, Class A                            | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190474 | PA      | $187481.77    | 0.19%             | 2053-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-1                                           | Mosaic Solar Loans, LLC Series 2023-1A, Class A                            | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147406 | PA      | $140712.53    | 0.14%             | 2053-06-20      | Fixed         | 5.32%                 | 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        |    125664 | PA      | $113863.64    | 0.12%             | 2043-06-22      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| MOSAI SOLAR LN TR 2022-2                                                 | Mosaic Solar Loans, LLC Series 2022-2A, Class A                            | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338752 | PA      | $314938.81    | 0.32%             | 2053-01-21      | Fixed         | 4.38%                 | 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        |    199897 | PA      | $200527.49    | 0.21%             | 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        |    220000 | PA      | $224409.13    | 0.23%             | 2029-06-15      | Fixed         | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Nyt Mortgage Trust                                                       | NYT Mortgage Trust Series 2019-NYT, Class C                                | CUSIP: 62954PAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96030.06     | 0.10%             | 2035-12-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nassau Companies Of New York                                             | Nassau Companies of NY 7.875%, Due 07/15/2030                              | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119313.35    | 0.12%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                             | National Mentor Holdings Incorporated 10.50%, Due 12/15/2030               | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100529.82    | 0.10%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                  | New Flyer Holdings 9.25%, Due 07/01/2030                                   | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107482.20    | 0.11%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                             | New York Life Global Funding 4.60%, Due 12/05/2029                         | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101570.39    | 0.10%             | 2029-12-05      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                | NextEra Energy Operating Partners LP 7.25% Due 1/15/2029                   | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76845.83     | 0.08%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Norfolk Southern Corporation                                             | Norfolk Southern Corporation 5.10%, Due 05/01/2035                         | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76602.80     | 0.08%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global 5.16%, Due 05/28/2031                           | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51903.91     | 0.05%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                       | Northwestern Mutual Global 4.96%, Due 01/13/2030                           | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102530.33    | 0.11%             | 2030-01-13      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                             | Brundage-Bone Concrete Pumping 7.50%, Due 02/01/2032                       | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102051.90    | 0.10%             | 2032-02-01      | Fixed         | 7.50%                 | 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        |    122165 | PA      | $123556.05    | 0.13%             | 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 M1                      | CUSIP: 67578KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247794.78    | 0.25%             | 2036-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST 2023-HB                                      | Ocwen Loan Investment Trust Series 2023-HB1, Class M2                      | CUSIP: 67578KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $296737.83    | 0.31%             | 2036-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ONITY LOAN INVESTMENT TRUST 2025-HB2                                     | Ocwen Loan Investment Trust Series 2025-HB2, Class M3                      | CUSIP: 68278FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $251398.15    | 0.26%             | 2038-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN FUNDING TR 2024-3                                                | Opportun Funding, LLC Series 2024-3, Class C                               | CUSIP: 68377NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125622.75    | 0.13%             | 2029-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                            | Oportun Funding, LLC Series 2025-A, Class C                                | CUSIP: 68377TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139763.37    | 0.14%             | 2033-02-08      | Fixed         | 5.89%                 | 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        |     51039 | PA      | $50462.89     | 0.05%             | 2031-10-08      | Fixed         | 3.61%                 | 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        |    200000 | PA      | $197809.74    | 0.20%             | 2033-07-08      | Fixed         | 5.91%                 | 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        |    350000 | PA      | $349074.81    | 0.36%             | 2033-02-08      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corporation 3.60%, Due 04/01/2040                                   | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192825.83    | 0.20%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                             | Oracle Corporation 2.30%, Due 03/25/2028                                   | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95359.45     | 0.10%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                        | PNC Financial Services 6.037%, Due 10/28/2033                              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81006.14     | 0.08%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                           | Pacific Life Global Fund II 1.45%, Due 01/20/2028                          | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95087.20     | 0.10%             | 2028-01-20      | Fixed         | 1.45%                 | 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        |    100000 | PA      | $102705.51    | 0.11%             | 2034-01-20      | Fixed         | 11.28%                | 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        |    100000 | PA      | $100786.03    | 0.10%             | 2034-01-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1                       | Pagaya Point of Sale Holdings Series 25-1 Class D                          | CUSIP: 694952AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151354.83    | 0.16%             | 2034-01-20      | Fixed         | 6.74%                 | 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        |     94224 | PA      | $94981.32     | 0.10%             | 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        |     91697 | PA      | $92104.96     | 0.09%             | 2032-07-15      | Fixed         | 6.28%                 | 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        |     51645 | PA      | $51873.84     | 0.05%             | 2031-07-15      | Fixed         | 8.34%                 | 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        |    350000 | PA      | $348900.09    | 0.36%             | 2033-04-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Trust 2025-2                               | Pagaya Point of Sale Holdings Grantor Trust Series 2025-2, Class F         | CUSIP: 69549HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $280670.88    | 0.29%             | 2033-07-20      | Fixed         | 12.00%                | 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        |    100000 | PA      | $100144.91    | 0.10%             | 2033-07-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                          | Pennymac Financial Services Incorporated 6.75%, Due 02/15/2034             | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103372.70    | 0.11%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC / PHH Corp                                         | PPH Escrow Issuer LLC 9.875%, Due 11/01/2029                               | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103778.00    | 0.11%             | 2029-11-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc.                                                              | Pfizer Incorporated 7.20%, Due 03/15/2039                                  | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59605.90     | 0.06%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Phillip Morris INTL INC 5.375%, Due 02/15/2033                             | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130711.00    | 0.13%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Phillips 66 Co.                                                          | Phillips 66 Company 4.95%, Due 03/15/2035                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49686.27     | 0.05%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  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        |    249948 | PA      | $249649.70    | 0.26%             | 2055-09-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST 2025-1                                        | Point Securitization Trust Series 2025-1, Class A1                         | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94611 | PA      | $94983.05     | 0.10%             | 2055-06-25      | Variable      | 6.25%                 | 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        |    216562 | PA      | $217152.59    | 0.22%             | 2041-11-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                  | Pricoa Global Funding I 5.35%, Due 05/28/2035                              | CUSIP: 74153WCX5<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154661.79    | 0.16%             | 2035-05-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| Principal Life Global Funding II                                         | Principal Life Global Funding II 4.80%, Due 01/09/2028                     | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101331.34    | 0.10%             | 2028-01-09      | Fixed         | 4.80%                 | 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        |    335000 | PA      | $330805.33    | 0.34%             | 2038-07-17      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2021-SFR5                                                | Progress Residential Trust Series 2021-SFR5, Class E2                      | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $226927.02    | 0.23%             | 2038-07-17      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                       | Progress Residential Trust Series 2021-SFR3, Class E1                      | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $372465.64    | 0.38%             | 2026-05-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TST 2020-SFR3                                       | Progress Residential Trust Series 2021-SFR3, Class E2                      | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $227982.88    | 0.23%             | 2026-05-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Prospect Capital Corp.                                                   | Prospect Capital Corporation 3.646%, Due 11/15/2026                        | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73526.51     | 0.08%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 4.772%, Due 12/09/2029                      | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152523.03    | 0.16%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding 5.432%, Due 01/14/2032                      | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156033.01    | 0.16%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                       | Provident Funding Associates LP/PFG Finance Corp. 9.75%, Due 09/15/2029    | CUSIP: 74387UAK7<br>LEI: 54930043BMDE130FJ617 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73830.68     | 0.08%             | 2029-09-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric &  Gas Co.                                       | Public Service Electric and Gas Company 4.90%, Due 08/15/2035              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90634.61     | 0.09%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| RMF PROPRIETORY ISSUANCE TRUST                                           | RMF Proprietary Issuance Trust Series 2021-2, Class A                      | CUSIP: 74969VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388233 | PA      | $368591.53    | 0.38%             | 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 M1                     | CUSIP: 74969XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $374414.32    | 0.39%             | 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        |    461632 | PA      | $438049.03    | 0.45%             | 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 M3                     | CUSIP: 74970FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $136368.84    | 0.14%             | 2062-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                | RTX Corporation 2.375%, Due 03/15/2032                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89103.95     | 0.09%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                   | Reach Financial LLC Series 2025-1A, Class B                                | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202948.14    | 0.21%             | 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        |    100000 | PA      | $101789.46    | 0.10%             | 2032-08-16      | Fixed         | 5.99%                 | 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        |     85240 | PA      | $85533.29     | 0.09%             | 2055-05-27      | Fixed         | 7.11%                 | 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        |    275000 | PA      | $275769.18    | 0.28%             | 2056-12-27      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Renew 2017-2                                                             | Renew Financial, LLC Series 2017-2A Class A                                | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257940 | PA      | $235672.07    | 0.24%             | 2053-09-22      | Fixed         | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                  | Republic Serices Incorporated 2.375%, Due 03/15/2033                       | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56756.15     | 0.06%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| 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        |    125000 | PA      | $125724.41    | 0.13%             | 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        |    225000 | PA      | $225164.21    | 0.23%             | 2034-06-26      | Fixed         | 6.01%                 | 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        |    100000 | PA      | $100446.33    | 0.10%             | 2033-06-27      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Rmf Buyout Issuance Tr 2018                                              | RMF Buyout Issuance Trust Series 2020-HB1, Class AB                        | CUSIP: 76971EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194101 | PA      | $181787.61    | 0.19%             | 2050-10-25      | Variable      | 1.74%                 | Yes           |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2025-RTL1                                             | ROC Securities Trust Series 2025-RTL1, Class A2                            | CUSIP: 77119RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101100.97    | 0.10%             | 2040-02-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                     | Royal Bank of Canada 4.522%, Due 10/18/2028                                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50488.23     | 0.05%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                       | Ryder System Incorporated 4.90%, Due 12/01/2029                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51036.74     | 0.05%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sesi, L.L.C.                                                             | Sesi, LLC 7.875%, Due 09/30/2030                                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123055.10    | 0.13%             | 2030-09-30      | Fixed         | 7.88%                 | 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        |    118825 | PA      | $119788.41    | 0.12%             | 2030-05-25      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                   | Sempra Energy 6.400%, Due 10/01/2054                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101712.95    | 0.10%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2025-1 LLC                                        | Service Experts Issuer Series 2025-1A, Class B                             | CUSIP: 81758JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401051.20    | 0.41%             | 2037-01-20      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc.                                                    | Shell Finance US Incorporated 4.75%, Due 01/06/2036                        | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124815.15    | 0.13%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated  | Shift4 Payments LLC 6.75%, Due 08/15/2032                                  | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103249.20    | 0.11%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                 | Snap Incorporated 6.875%, Due 03/01/2033                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77718.39     | 0.08%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                              | Social Professional Loan Program Series 2019-B, Class BFX                  | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $377852.24    | 0.39%             | 2048-08-17      | Fixed         | 3.73%                 | 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        |    250000 | PA      | $248198.88    | 0.26%             | 2055-12-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                       | State Street Corporation 4.33%, Due 10/22/2027                             | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101011.59    | 0.10%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Investment Trust                              | State Street Institutional US Government Money Market Fund, Premier Class  | CUSIP: 857492706<br>LEI: 549300P1E098W6ES7M39 | Long             | STIV             | RF                | US        |    370238 | NS      | $370238.07    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                | Stonebriar ABF, LLC 8.125%, Due 12/15/2030                                 | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77190.00     | 0.08%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                 | StoneX Escrow Issuer, LLC 6.875%, Due 07/15/2032                           | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103723.20    | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS III ISSUER LLC                                            | Helios Issuer, LLC Series 2019-AA Class A                                  | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    288161 | PA      | $269240.86    | 0.28%             | 2046-06-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS IV ISS 2020-4                                             | Helios Issuer, LLC Series 2020-AA, Class A                                 | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302306 | PA      | $268182.92    | 0.28%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                | Sunoco LP 5.875%, Due 03/15/2034                                           | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149986.73    | 0.15%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Swepco Storm Recovery Funding LLc                                        | Swepco Storm Recovery Fund 4.88%, Due 09/01/2039                           | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319077 | PA      | $322064.12    | 0.33%             | 2039-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                       | T Mobile USA Incorporated 5.05%, Due 07/15/2033                            | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102045.15    | 0.10%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                             | Target Corporation 5.0%, Due 04/15/2035                                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50656.19     | 0.05%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Telus Corp.                                                              | Telus Corporation 7.0%, Due 10/15/2055                                     | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104098.00    | 0.11%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corporation                                            | Textron Financial Corporation Floater, Due 02/15/2042                      | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112645.63    | 0.12%             | 2042-02-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Threelands Energy Ltd S.a.r.l                                            | Threelands Ltd. SA RL 7.45%, Due 10/20/2035                                | CUSIP: 88580LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201010.88    | 0.21%             | 2035-10-20      | Fixed         | 7.45%                 | 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        |     75000 | PA      | $76228.29     | 0.08%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corporation 5.35%, Due 01/09/2035                      | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52395.79     | 0.05%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                | Toyota Motor Credit Corp 4.65%, Due 09/03/2032                             | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20186.16     | 0.02%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                                    | Transalta Corporation 6.50%, Due 03/15/2040                                | CUSIP: 89346DAE7<br>LEI: GJZNVO2UY6DNFNIYH321 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100298.23    | 0.10%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                            | TransCanada Pipelines 7.0%, Due 06/01/2065                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77308.50     | 0.08%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                              | Transmontaigne Partners 8.50%, Due 6/15/2030                               | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75718.95     | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Truenoord Cap Designated Activity Co.                                    | TrueNoord Capital DAC 8.50%, Due 6/15/2030                                 | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $79217.55     | 0.08%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                                   | Truist Financial Corporation 5.071%, Due 05/20/2031                        | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51365.47     | 0.05%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| Turning Point Brands Inc                                                 | Turning Point Brands Incorporated 7.625%, Due 03/15/2032                   | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106431.20    | 0.11%             | 2032-03-15      | Fixed         | 7.62%                 | 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        |    229690 | PA      | $229597.17    | 0.24%             | 2032-09-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                      | US Bank Credit-Linked Notes Series 2025-SUP2, Class E                      | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321566 | PA      | $320999.66    | 0.33%             | 2032-09-27      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| U S Acute Care Solutions LLC                                             | US Acute Care Solutions 9.75%, Due 05/15/2029                              | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151112.22    | 0.16%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Under Armour, Inc.                                                       | Under Armour Incorporated 7.25%, Due 07/15/2030                            | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150145.60    | 0.15%             | 2030-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                              | United Parcel Service Incorporated 5.25%, Due 05/14/2035                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25909.53     | 0.03%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| U.S. Bancorp.                                                            | US Bancorp 2.677%, Due 01/27/2033                                          | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157815.79    | 0.16%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. TREASURY INFLATION-PROTECTED NOTES 0.625%, DUE 02/15/2043             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    495635 | PA      | $368684.54    | 0.38%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. TREASURY BONDS 2.25%, DUE 08/15/2046                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $658085.94    | 0.68%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 3.00%, due 02/15/2048                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5350000 | PA      | $3981152.32   | 4.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 2.375%, Due 11/15/2049                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $191468.75    | 0.20%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.125%, Due 08/15/2040                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $628046.88    | 0.65%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.625%, Due 11/15/2050                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $787500.00    | 0.81%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                             | U.S. Treasury Bonds 1.375%, Due 11/15/2040                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $551703.13    | 0.57%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 0.625%, Due 08/15/2030                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $4524812.50   | 4.65%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 3.875%, Due 11/30/2029                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $176462.89    | 0.18%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                             | U.S. Treasury Notes 4%, DUE 02/15/2034                                     | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5831718.75   | 6.00%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2033                               | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $72963.24     | 0.08%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2034                               | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $104101.58    | 0.11%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 02/15/2036                                | CUSIP: 9128335B2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $160873.85    | 0.17%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 02/15/2037                                | CUSIP: 9128337F1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $152220.96    | 0.16%             | 2037-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury Strips 0.000%, Due 02/15/2038                                | CUSIP: 912833Z60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $576147.06    | 0.59%             | 2038-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2043                               | CUSIP: 912834DU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $165419.30    | 0.17%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U.S. Treasury STRIPS 0.000%, Due 08/15/2041                                | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $93408.20     | 0.10%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                        | U. S. Treasury Strips 0.000%, Due 08/15/2043                               | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $124144.90    | 0.13%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                  | UnitedHealth Group, Inc. 5.000%, due  04/15/2034                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101613.50    | 0.10%             | 2034-04-15      | Fixed         | 5.00%                 | 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        |     98923 | PA      | $98645.36     | 0.10%             | 2041-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNLOCK HEA TRUST 2025-2                                                  | Unlock HEA Trust Series 2025-2, Class C                                    | CUSIP: 914917AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $116276.87    | 0.12%             | 2041-11-25      | Fixed         | 6.00%                 | 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        |     97371 | PA      | $97754.87     | 0.10%             | 2041-07-25      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $100789.64    | 0.10%             | 2031-01-15      | Fixed         | 6.47%                 | 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        |    151125 | PA      | $152987.08    | 0.16%             | 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 B                    | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200803.84    | 0.21%             | 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        |    300000 | PA      | $300200.31    | 0.31%             | 2032-09-15      | Fixed         | 5.92%                 | 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        |    225000 | PA      | $223574.09    | 0.23%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| V.F. Corp                                                                | VF Corporation 6.45%, Due 11/01/2037                                       | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95253.48     | 0.10%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                      | Valero Energy Corporation 5.15%, Due 02/15/2030                            | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25728.22     | 0.03%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                              | Verizon Wireless 5.0%, Due 01/15/2036                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74363.31     | 0.08%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Victorias Secret and Co                                                  | Victoria's Secret & Company 4.625%, Due 07/15/2029                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48474.64     | 0.05%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                               | Victra Holdings LLC 8.75%, Due 09/15/2029                                  | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105500.80    | 0.11%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                      | Viking Baked Goods Acquisition Corporation 8.625%, Due 11/01/2031          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110353.32    | 0.11%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Vistajet Malta Finance Plc/Vista Management Holding Inc.                 | Vistajet Malta / VM Holdings 9.50%, Due 06/01/2028                         | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72399.67     | 0.07%             | 2028-06-01      | Fixed         | 9.50%                 | 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        |     80245 | PA      | $80648.83     | 0.08%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT STZ 2024-CES3                                                | Vista Point Securitization Trust Series 2024-CES3, Class A2                | CUSIP: 92841WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404161.56    | 0.42%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VLS COMMERCIAL MORTGAGE TRUST 2020-                                      | VLS Commercial Mortgage Trust Series 2020-LAB, Class A                     | CUSIP: 92858TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $257473.86    | 0.26%             | 2042-10-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                                                   | Waste Management Incorporated 4.95%, Due 03/15/2035                        | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50781.65     | 0.05%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                              | Wayfair Incorporated 6.75%, Due 11/15/2032                                 | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128510.00    | 0.13%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                    | Weatherford International 6.75%, Due 10/15/2033                            | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102411.20    | 0.11%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 2.572%, due 02/11/2031                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93398.46     | 0.10%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                        | Wells Fargo & Company 5.211%, Due 12/03/2035                               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102153.10    | 0.11%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: —       |
| 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        |    200000 | PA      | $200556.28    | 0.21%             | 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 D            | CUSIP: 95004QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201459.20    | 0.21%             | 2040-09-15      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Western Alliance Bank                                                    | Westerb Alliance Bank 6.537%, Due 11/15/2035                               | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100219.38    | 0.10%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                 | Western Alliance 3% 06/15/2031 3.75%, Due 04/01/2030                       | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48059.50     | 0.05%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Whirlpool Corp.                                                          | Whirlpool Corporation 6.50%, Due 06/15/2033                                | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96970.61     | 0.10%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | State Street Navigator Securities Lending Portfolio I                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1949445 | NS      | $1949445.00   | 2.01%             |  |  |  | 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