# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001410368-25-032263
**Filing Date:** 2025-11
**Character Count:** 270664
**Document Hash:** 3b624a4ee390dd976fc3514e5b778fe0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032263.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-032263

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000747677

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 251526198

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE INCOME TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS INCOME TRUST
- **DATE OF NAME CHANGE:** 20060207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER INCOME TRUST
- **DATE OF NAME CHANGE:** 20000616

## Series and Classes Contracts Data

### DWS Short Duration Fund (Series ID: S000031152)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000096654 | Class A             | PPIAX           |
| C000096656 | Class C             | PPLCX           |
| C000096657 | Class S             | DBPIX           |
| C000096658 | Institutional Class | PPILX           |
| C000148124 | Class R6            | PPLZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS INCOME TRUST

- **b. Investment Company Act file number:** 811-04049

- **c. CIK number of Registrant:** 0000747677

- **d. LEI of Registrant:** PZIHX0V87XPKPHRF7Y22

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS Short Duration Fund

- **b. EDGAR series identifier (if any):** S000031152

- **c. LEI of Series:** R6RWCQSL902ALR34SH62

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1236077414.57

**Total Liabilities:** $110129953.02

**Net Assets:** $1125947461.55

**Delayed Delivery Securities:** $18133894.02

**Cash Not Reported:** $3131397.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3509.73000000 | **1-Year:** -63432.19000000 | **5-Year:** -108715.22000000 | **10-Year:** -12232.70000000 | **30-Year:** -1998.36000000

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

- **3-Month:** -709.46000000 | **1-Year:** -12204.73000000 | **5-Year:** -15194.04000000 | **10-Year:** -2082.50000000 | **30-Year:** -324.85000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096654 | 0.03%                | 1.09%                | 0.37%                |
| Class ID C000096657 | 0.05%                | 1.11%                | 0.39%                |
| Class ID C000148124 | 0.18%                | 1.00%                | 0.52%                |
| Class ID C000096658 | 0.18%                | 1.00%                | 0.40%                |
| Class ID C000096656 | 0.08%                | 0.91%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $248102.79               | $-3174052.31                               |
| Month 2  | $1087565.08              | $5880940.46                                |
| Month 3  | $114676.29               | $586873.20                                 |

**Designated Index Information**

- **Index Name:** 40% ICE BofA US Corporate 1-5 Yr Index (CVA0), 20% ICE BofA 0-3 Year US Fixed Rate Asset Backed Securities Index, 15% ICE BofA 1-3 Year Treasury Index (G1O2), 10% ICE BofA 0-3 Year CMBS Index (CMB1), 5% ICE BofA BBB & Lower Sovereign External Debt

- **Index Identifier:** MLCUYRPYJ

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1135648.80   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                               | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009730.89   | 0.27%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4021885.72   | 0.36%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5230885 | PA      | $4548805.65   | 0.40%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                                  | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $613556.25    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4129504.00   | 0.37%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    910000 | PA      | $920879.21    | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1983730.56   | 0.18%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9953906.20   | 0.88%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO 29 Ltd                                                               | CUSIP: 83013BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    929000 | PA      | $931631.86    | 0.08%             | 2038-07-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3640199.68   | 0.32%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    115868 | PA      | $116295.13    | 0.01%             | 2031-12-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                            | Moog Inc                                                                              | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1063486.26   | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                             | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4086867.48   | 0.36%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-4                                                        | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396066 | PA      | $397746.87    | 0.04%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529128.50    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE6 Mortgage Trust                                                        | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989156 | PA      | $963673.88    | 0.09%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9850390.60   | 0.87%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4141240.64   | 0.37%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2021-2                                             | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477404 | PA      | $405116.33    | 0.04%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAA6<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $0.00         | 0.00%             | 2022-07-05      | Fixed         | 6.03%                 | No            |                  3 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751052 | PA      | $734809.59    | 0.07%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4134388.40   | 0.37%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2006-4                                             | CUSIP: 75970HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57029 | PA      | $17756.50     | 0.00%             | 2037-01-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                             | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1025798.44   | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                      | Capital One NA                                                                        | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5280929.90   | 0.47%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2022-3                                                       | CUSIP: 46654UAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375155 | PA      | $2256677.01   | 0.20%             | 2052-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015982.65   | 0.27%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $944666.60    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2129000 | PA      | $2164880.87   | 0.19%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                   | CUSIP: 03990KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005356.00   | 0.18%             | 2038-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2021-1                                                       | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368280 | PA      | $321413.39    | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                            | Summit Midstream Holdings LLC                                                         | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1070241.93   | 0.10%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                       | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91915 | PA      | $88515.87     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                           | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5040852.20   | 0.45%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust                             | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3260375.63   | 0.29%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4780468.75   | 0.42%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                            | Brex Commercial Charge Card Master Trust                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006216.60   | 0.09%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV                                                                          | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4053023.08   | 0.36%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                            | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   5500000 | PA      | $5501432.75   | 0.49%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2129454.46   | 0.19%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2013-GC13                                                | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    256379 | PA      | $252540.55    | 0.02%             | 2046-07-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                              | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2214917.17   | 0.20%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2007-2                                             | CUSIP: 75970QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340249 | PA      | $85544.42     | 0.01%             | 2037-06-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-B                                      | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392326 | PA      | $389535.40    | 0.03%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1189286.34   | 0.11%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3559416.20   | 0.32%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2025-3                                                         | CUSIP: 817370AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2058462 | PA      | $2085370.62   | 0.19%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae REMIC Trust 2007-W8                                                        | CUSIP: 31396XVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220249 | PA      | $229177.66    | 0.02%             | 2037-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8446862.56   | 0.75%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                                | Hercules Capital Inc                                                                  | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $4220559.89   | 0.37%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10041015.60  | 0.89%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                              | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1180472.71   | 0.10%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2830181.70   | 0.25%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 76 B Ltd                                                   | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006220.00   | 0.18%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3552561.43   | 0.32%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                             | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922899 | PA      | $1941106.79   | 0.17%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859146.85    | 0.08%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037802.61   | 0.27%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                   | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003265.00   | 0.09%             | 2037-10-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1843510.28   | 0.16%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4515082.02   | 0.40%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                  | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2154000 | PA      | $2135152.50   | 0.19%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2000000 | PA      | $2020852.64   | 0.18%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                | CUSIP: 14687DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686340 | PA      | $682383.54    | 0.06%             | 2028-01-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                               | Transocean Aquila Ltd                                                                 | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    361538 | PA      | $371887.86    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                            | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    560822 | PA      | $567346.92    | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329042 | PA      | $330485.16    | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1346653 | PA      | $1365121.96   | 0.12%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                             | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1098112.95   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2124545 | PA      | $2168374.82   | 0.19%             | 2043-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059920.98   | 0.27%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2364366.75   | 0.21%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-A                                      | CUSIP: 80282YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1741221.65   | 0.15%             | 2027-03-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                           | AGCO Corp                                                                             | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1288379.88   | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2006-2 Trust                                                 | CUSIP: 05950GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4676 | PA      | $4164.74      | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                        | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113799 | PA      | $108485.93    | 0.01%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498752.40    | 0.04%             | 2039-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1892075.34   | 0.17%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                              | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1949728.92   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                   | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $2708653.50   | 0.24%             | 2037-07-24      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2110000 | PA      | $2073042.89   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806000 | PA      | $1799299.56   | 0.16%             | 2038-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $7110269.16   | 0.63%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                 | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    919482 | PA      | $949670.77    | 0.08%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                      | CSFB Mortgage-Backed Trust Series 2004-7                                              | CUSIP: 2254W0KC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33992 | PA      | $33808.70     | 0.00%             | 2019-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES2                                                         | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |   2854869 | PA      | $2880571.92   | 0.26%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2022-NQM4                                                | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807817 | PA      | $1800823.69   | 0.16%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4186784.64   | 0.37%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                       | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051200 | PA      | $2055602.49   | 0.18%             | 2040-02-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1023658.30   | 0.09%             | 2044-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                                  | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                  | CUSIP: 12668FAB0<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |    389596 | PA      | $373533.72    | 0.03%             | 2037-01-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                     | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2027959.24   | 0.18%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1303766.04   | 0.12%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                        | Calpine Corp                                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001530.00   | 0.27%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $339158.94    | 0.03%             | 2038-09-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C6 Commercial Mortgage Trust                                               | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980607.10    | 0.09%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473632 | PA      | $465712.70    | 0.04%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                                            | C&S Group Enterprises LLC                                                             | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $542745.96    | 0.05%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137HJQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3297605 | PA      | $3361861.05   | 0.30%             | 2055-02-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                                     | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1732743 | PA      | $1738706.11   | 0.15%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9999609.40   | 0.89%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       503 | NC      | $-67694.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1387347.35   | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                 | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     43333 | PA      | $43280.39     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1257000 | PA      | $1289412.13   | 0.11%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                                    | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725000 | PA      | $1725000.00   | 0.15%             | 2036-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4903417.95   | 0.44%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                        | WB Commercial Mortgage Trust 2024-HQ                                                  | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3358000 | PA      | $3362332.16   | 0.30%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                          | Sprint LLC                                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1413150.72   | 0.13%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                              | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    650000 | PA      | $572994.69    | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1754299.05   | 0.16%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1463496.23   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                       | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799564.48    | 0.07%             | 2040-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                     | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2202844.60   | 0.20%             | 2038-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N4                                                | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112228 | PA      | $1085609.11   | 0.10%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                                  | 2023-MIC Trust/THE                                                                    | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2871350.53   | 0.26%             | 2038-12-05      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    680000 | PA      | $625878.08    | 0.06%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527779.10   | 0.14%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $930000.00    | 0.08%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2910000 | PA      | $2959704.75   | 0.26%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                     | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1383311.72   | 0.12%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                                    | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1399938.75   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89335 | PA      | $18527.22     | 0.00%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                   | DXC Technology Co                                                                     | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5178761.37   | 0.46%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3889468.76   | 0.35%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                           | CFK Trust 2020-MF2                                                                    | CUSIP: 12529AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3259497.21   | 0.29%             | 2039-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                        | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3156111.03   | 0.28%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2287947.43   | 0.20%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2022-B                                                     | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194356 | PA      | $194324.09    | 0.02%             | 2028-08-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600471 | PA      | $610311.33    | 0.05%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1156316.36   | 0.10%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2019-A                                                   | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255158 | PA      | $253144.03    | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032137.71   | 0.27%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                    | CUSIP: 92538EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221694 | PA      | $210220.49    | 0.02%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -100 | NC      | $-18215.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1288855.33   | 0.11%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-FACT                                                                        | CUSIP: 126395AG7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2756000 | PA      | $2666430.00   | 0.24%             | 2037-10-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV1                                                | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98534.28     | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corportation Trust 2021-IP                                     | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2985146.70   | 0.27%             | 2036-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos Clo LIV                                                                        | CUSIP: 03771RAE1<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750983.25    | 0.07%             | 2038-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2021-3                                             | CUSIP: 31573JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909139 | PA      | $1605732.90   | 0.14%             | 2066-09-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2099485.88   | 0.19%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1975097.86   | 0.18%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                            | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5937726.36   | 0.53%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                                                    | LEX 2024-BBG Mortgage Trust                                                           | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $754482.68    | 0.07%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                    | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3932998.80   | 0.35%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                 | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    192000 | PA      | $194483.72    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2Y71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12395 | PA      | $13101.03     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                      | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812124 | PA      | $824182.13    | 0.07%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                          | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750468.75    | 0.07%             | 2042-03-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    708764 | PA      | $715057.40    | 0.06%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2917430.58   | 0.26%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1938453.43   | 0.17%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                                    | CUSIP: 29004KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1234000 | PA      | $1239471.56   | 0.11%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1724562.60   | 0.15%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    201000 | PA      | $208114.63    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    555000 | PA      | $547066.61    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382VMC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6784715 | PA      | $843503.28    | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                   | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614000 | PA      | $621547.35    | 0.06%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $479461.44    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                     | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1124464.80   | 0.10%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2408000 | PA      | $2550433.06   | 0.23%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2023-DNA2                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2093321.00   | 0.19%             | 2043-04-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                           | Mylan Inc                                                                             | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992200.54   | 0.18%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1207177.42   | 0.11%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-VII Ltd                                                             | CUSIP: 12569EAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1331754.85   | 0.12%             | 2038-01-22      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5055829.65   | 0.45%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5281517 | PA      | $4517834.92   | 0.40%             | 2035-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1418633.00   | 0.13%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023413.38   | 0.18%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV3                                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1878847.20   | 0.17%             | 2044-03-09      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                        | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    730000 | PA      | $739462.62    | 0.07%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4007500.00   | 0.36%             | 2039-06-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1105072.18   | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2R Mortgage Loan Trust                                                      | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197621 | PA      | $182312.66    | 0.02%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                      | Transocean International Ltd                                                          | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $499304.83    | 0.04%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30000000 | PA      | $30252600.00  | 2.69%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                    | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $533499.69    | 0.05%             | 2039-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7577914 | PA      | $1008211.24   | 0.09%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    674000 | PA      | $680819.24    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                             | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    590000 | PA      | $581530.85    | 0.05%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                            | Compass Minerals International Inc                                                    | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    634000 | PA      | $662642.22    | 0.06%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3036553.08   | 0.27%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                      | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1483374.40   | 0.13%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                 | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $586094.10    | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BGWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3211005 | PA      | $492431.92    | 0.04%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                         | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049500.00   | 0.09%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                            | Genpact Luxembourg SARL/Genpact USA Inc                                               | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3704000 | PA      | $3853341.69   | 0.34%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1464668.62   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                               | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1692000 | PA      | $1725840.00   | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $993906.25    | 0.09%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3040141.02   | 0.27%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                               | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500559.60    | 0.04%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1256310.75   | 0.11%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                   | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1268000 | PA      | $1235854.68   | 0.11%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2013-2                                                         | CUSIP: 81745MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374666 | PA      | $366180.68    | 0.03%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1941302.65   | 0.17%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                                | CUSIP: 29244PAA7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1412000 | PA      | $1416419.56   | 0.13%             | 2037-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                               | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258023 | PA      | $257100.21    | 0.02%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1680478.79   | 0.15%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BRHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531922 | PA      | $529743.77    | 0.05%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos Clo XL Ltd                                                                     | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2507865.00   | 0.22%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                        | CUSIP: 46591HBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565037 | PA      | $561345.20    | 0.05%             | 2051-03-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $256835.00    | 0.02%             | 2042-03-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008997.00   | 0.27%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| MVW Owner Trust                                                                     | MVW 2019-2 LLC                                                                        | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192152 | PA      | $190647.72    | 0.02%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10468359.40  | 0.93%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1597807.27   | 0.14%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2003-J Trust                                                 | CUSIP: 05948XYK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85645 | PA      | $75684.63     | 0.01%             | 2033-11-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1605816.00   | 0.14%             | 2038-07-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                                | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    516868 | PA      | $448601.05    | 0.04%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2023-B                                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997020 | PA      | $1007939.74   | 0.09%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2674000 | PA      | $2698903.44   | 0.24%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                        | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4465581 | PA      | $3928102.69   | 0.35%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5233485.65   | 0.46%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XVIII-R                                                                    | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003488.00   | 0.18%             | 2038-01-22      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                         | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $4981099.37   | 0.44%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                              | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1641379.10   | 0.15%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1602258.56   | 0.14%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                                                      | Garnet CLO 3 Ltd                                                                      | CUSIP: 36626TAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.18%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1                             | CUSIP: 59020UNM3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      1804 | PA      | $1772.08      | 0.00%             | 2034-12-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2023-2                                                          | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509156.45   | 0.13%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2022-3 Ltd                                                          | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2307557.80   | 0.20%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                              | Repsol E&P Capital Markets US LLC                                                     | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    951000 | PA      | $957884.10    | 0.09%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC 2025 USD Term Loan B                                         | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1738949 | PA      | $1742574.62   | 0.15%             | 2030-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                   | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3506736 | PA      | $3546742.12   | 0.32%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1318832.12   | 0.12%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-57743.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO XIV Ltd                                                              | CUSIP: 83013NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997472.00   | 0.18%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAC2<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                                | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705451 | PA      | $1657704.22   | 0.15%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding                                                                 | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021090.00   | 0.09%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                         | Enviri Corp                                                                           | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1150591.36   | 0.10%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-3                                                        | CUSIP: 61946KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $156717.63    | 0.01%             | 2053-06-20      | Fixed         | 8.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                | Bank of America Corp                                                                  | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3057568.08   | 0.27%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960021 | PA      | $969342.84    | 0.09%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442750 | PA      | $1470277.81   | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                          | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $547071.72    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                 | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262709 | PA      | $271286.41    | 0.02%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                             | HCA Inc                                                                               | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2579580.90   | 0.23%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                      | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626390 | PA      | $1631057.47   | 0.14%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                | CUSIP: 46657YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2763105 | PA      | $2757509.02   | 0.24%             | 2054-12-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3138E7JZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3953 | PA      | $3911.77      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                         | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2302913 | PA      | $2308403.81   | 0.21%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1965000 | PA      | $1986783.01   | 0.18%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1305935.57   | 0.12%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    447000 | PA      | $469260.60    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA1                                                     | CUSIP: 35563KAH3<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |     34336 | PA      | $35002.79     | 0.00%             | 2049-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569921.00    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   1808000 | PA      | $1861991.58   | 0.17%             | 2051-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT Finance Corp                                                                      | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1054000 | PA      | $1061600.62   | 0.09%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    395913 | PA      | $389579.59    | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-2                                            | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597142 | PA      | $2594699.11   | 0.23%             | 2028-02-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3007115.64   | 0.27%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                         | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2446176.45   | 0.22%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966519.50    | 0.09%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2907612 | PA      | $2914725.39   | 0.26%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  12636060 | NS      | $12636060.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890609 | PA      | $871286.02    | 0.08%             | 2050-02-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                        | CUSIP: 46591HBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115829 | PA      | $1101739.98   | 0.10%             | 2051-03-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17800000 | PA      | $534945.18    | 0.05%             | 2029-06-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp                                                      | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2820137.94   | 0.25%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518917.20    | 0.05%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                               | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1728910.37   | 0.15%             | 2040-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                                   | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72004 | PA      | $69929.56     | 0.01%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                 | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3425000 | PA      | $3378327.35   | 0.30%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                            | Camelot Return Merger Sub Inc                                                         | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $532127.86    | 0.05%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                               | Onemain Direct Auto Receivables Trust 2022-1                                          | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349440 | PA      | $349342.64    | 0.03%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                 | Macquarie Group Ltd                                                                   | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6017569.38   | 0.53%             | 2027-09-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                                   | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2684141.79   | 0.24%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091000 | PA      | $1099622.61   | 0.10%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-SJ1                                                    | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2421250.75   | 0.22%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518603.20    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                               | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5129721.60   | 0.46%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989375.00   | 0.18%             | 2042-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                            | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    255345 | PA      | $254645.33    | 0.02%             | 2051-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $909139.28    | 0.08%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2022-3                                          | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632513 | PA      | $1639508.65   | 0.15%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2124000 | PA      | $2165319.02   | 0.19%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust 2024-1                                        | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384596 | PA      | $384772.19    | 0.03%             | 2027-06-10      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438000 | PA      | $2443785.37   | 0.22%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                          | MFA 2021-NQM2 Trust                                                                   | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307714 | PA      | $274540.44    | 0.02%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand      | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    921000 | PA      | $958309.71    | 0.09%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4000000 | PA      | $4685912.28   | 0.42%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137H4MY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3738426 | PA      | $509517.79    | 0.05%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                                                  | Sesac Finance LLC                                                                     | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $796827.84    | 0.07%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5065234.40   | 0.45%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382TZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4977277 | PA      | $719022.92    | 0.06%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092000 | PA      | $1104228.43   | 0.10%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 34 Clo Ltd                                                                     | CUSIP: 36322AAA0<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006060.00   | 0.18%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343000 | PA      | $3456851.21   | 0.31%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                      | ILPT Commercial Mortgage Trust 2025-LPF2                                              | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016563.50   | 0.09%             | 2042-07-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                              | Boardwalk Pipelines LP                                                                | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3745912.24   | 0.33%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052716.14   | 0.18%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                  | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $547687.50    | 0.05%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                             | CUSIP: 3136FCGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31466 | PA      | $4666.58      | 0.00%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4465918.58   | 0.40%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-1                                                          | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $659690.98    | 0.06%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329042 | PA      | $330658.37    | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1217287.64   | 0.11%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38385EQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4939813 | PA      | $4937141.97   | 0.44%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    857000 | PA      | $856967.89    | 0.08%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2005-J Trust                                                 | CUSIP: 05949CKS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43362 | PA      | $38881.10     | 0.00%             | 2035-11-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4687000 | PA      | $4776247.79   | 0.42%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust                          | CUSIP: 92922FEW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162565 | PA      | $161391.13    | 0.01%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-C                                      | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38788 | PA      | $38619.90     | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                            | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022369.80   | 0.27%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| People's Choice Home Loan Securities Trust                                          | People's Choice Home Loan Securities Trust Series 2004-1                              | CUSIP: 71085PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508945 | PA      | $1558602.06   | 0.14%             | 2034-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | JPMorgan Chase Bank NA - CHASE                                                        | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1876753 | PA      | $1932717.95   | 0.17%             | 2057-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061682.60   | 0.36%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Credit-Based Asset Servicing and Securitization LLC                                   | CUSIP: 12498NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1556850 | PA      | $1263445.04   | 0.11%             | 2036-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501941.03    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2411608.80   | 0.21%             | 2040-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384HSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2788964 | PA      | $2738876.72   | 0.24%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3138LUCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15635 | PA      | $15472.52     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443000 | PA      | $2442798.45   | 0.22%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2019-IMC                                                 | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941959 | PA      | $937249.10    | 0.08%             | 2034-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                             | Inversion Escrow Issuer LLC                                                           | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    582000 | PA      | $573336.16    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                               | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1828490.40   | 0.16%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253000 | PA      | $3167424.63   | 0.28%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920645 | PA      | $2256254.32   | 0.20%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                         | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3196360.19   | 0.28%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2022-A                                            | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $600929.70    | 0.05%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189000 | PA      | $1225045.49   | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                      | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3293565.01   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3072954.78   | 0.27%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                        | Barclays Mortgage Loan Trust 2021-NQM1                                                | CUSIP: 06744UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906890 | PA      | $820798.02    | 0.07%             | 2051-09-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                           | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1983000 | PA      | $1995741.71   | 0.18%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4940488.30   | 0.44%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                 | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $559252.24    | 0.05%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1188131.79   | 0.11%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4821345.45   | 0.43%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                                  | CommScope Technologies LLC                                                            | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $605206.25    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                   | Eversource Energy                                                                     | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508467.43   | 0.13%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2976735.19   | 0.26%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                        | CUSIP: 46591HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626764 | PA      | $630022.25    | 0.06%             | 2051-03-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                                        | IAMGOLD Corp                                                                          | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $579286.37    | 0.05%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                            | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044601.33   | 0.27%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2020-NQM1                                         | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65041 | PA      | $61396.93     | 0.01%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3052647.57   | 0.27%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136AJVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158536 | PA      | $157245.49    | 0.01%             | 2042-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                              | CUSIP: 000000000<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1121024.73   | 0.10%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO XXV Ltd                                                              | CUSIP: 83011VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2710084.50   | 0.24%             | 2037-07-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                        | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    983147 | PA      | $999677.66    | 0.09%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 2020-2 Ltd                                                              | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7504755.00   | 0.67%             | 2031-10-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995017.16   | 0.18%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3543268.37   | 0.31%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1478076.90   | 0.13%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6699177.52   | 0.59%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1129678.24   | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2019-IMC                                                 | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3465000.00   | 0.31%             | 2034-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983142.56   | 0.35%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2021-LIH Mortgage Trust                                                          | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498750.00    | 0.04%             | 2036-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3571000 | PA      | $3603471.71   | 0.32%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    611000 | PA      | $617402.66    | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4495561 | PA      | $4537966.35   | 0.40%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                             | Bayer US Finance II LLC                                                               | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4483958.94   | 0.40%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                       | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504165.50   | 0.13%             | 2037-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502265.00    | 0.04%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc 2024 Term Loan L                                                        | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    992481 | PA      | $993116.39    | 0.09%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3139476.48   | 0.28%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1901360.20   | 0.17%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                         | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2163539 | PA      | $2188822.81   | 0.19%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVI LP                                                                            | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   2120000 | PA      | $2125361.48   | 0.19%             | 2031-10-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996310.10    | 0.09%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                       | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2036874.40   | 0.18%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3538020 | PA      | $3569949.80   | 0.32%             | 2054-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4907780.50   | 0.44%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3041036.85   | 0.27%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4638867.20   | 0.41%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $953093.50    | 0.08%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                                                           | NovaStar Mortgage Funding Trust Series 2004-3                                         | CUSIP: 66987XFR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395501 | PA      | $368788.19    | 0.03%             | 2034-12-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                 | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    957000 | PA      | $976263.19    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                            | SCIL IV LLC / SCIL USA Holdings LLC                                                   | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $549556.37    | 0.05%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -100 | NC      | $-38652.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4516726.55   | 0.40%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                            | Coty Inc                                                                              | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219335.69    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                               | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1210128.00   | 0.11%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424976.60    | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2003-8                                                         | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202485 | PA      | $178483.91    | 0.02%             | 2034-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002557.70   | 0.09%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029396.00   | 0.18%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13965820.35  | 1.24%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002030.00   | 0.18%             | 2032-09-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                                                     | Odeon Finco PLC                                                                       | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517875.50    | 0.05%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1714890.29   | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3063193.41   | 0.27%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                | CUSIP: 14687DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2749346 | PA      | $2715892.56   | 0.24%             | 2028-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                                 | MRCD 2019-MARK Mortgage Trust                                                         | CUSIP: 55348UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3855500.00   | 0.34%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2025-IV Ltd                                                              | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1508000 | PA      | $1513658.02   | 0.13%             | 2038-10-24      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                            | Bacardi Ltd / Bacardi-Martini BV                                                      | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1690000 | PA      | $1724530.98   | 0.15%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                                   | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1959533 | PA      | $1991297.47   | 0.18%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3000000 | PA      | $3257563.68   | 0.29%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136ALLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630452 | PA      | $49739.21     | 0.00%             | 2044-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                 | Clarivate Science Holdings Corp                                                       | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1520517.27   | 0.14%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25185000.00  | 2.24%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1914649.19   | 0.17%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C4                                    | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $960107.10    | 0.09%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2497479 | PA      | $1739851.30   | 0.15%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                       | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4000000 | PA      | $3961956.64   | 0.35%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491446.58    | 0.04%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                    | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752205.00    | 0.07%             | 2037-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2022-5                                         | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418108 | PA      | $418478.62    | 0.04%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                                    | SBL Holdings Inc                                                                      | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4016687.32   | 0.36%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                                | Woodside Finance Ltd                                                                  | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4907000 | PA      | $5039172.01   | 0.45%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3530177.07   | 0.31%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1414613 | PA      | $1423175.01   | 0.13%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4025156.24   | 0.36%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2004-SL4 Trust                                                            | CUSIP: 76112BGN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23572 | PA      | $23413.42     | 0.00%             | 2032-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                  | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023358.48   | 0.18%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019603.40   | 0.18%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                            | Bain Capital Specialty Finance Inc                                                    | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4020463.24   | 0.36%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                    | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1886880.72   | 0.17%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 53B Ltd                                                    | CUSIP: 38177YAQ5<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2380634.40   | 0.21%             | 2034-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2003-QS18 Trust                                                           | CUSIP: 76110HJR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       168 | PA      | $126.31       | 0.00%             | 2018-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                     | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4834235.68   | 0.43%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                  | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957438.80   | 0.17%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                          | Applebee's Funding LLC / IHOP Funding LLC                                             | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2797856.05   | 0.25%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                                   | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007430.00   | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2350000.00   | 0.21%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $318550.33    | 0.03%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                  | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049734.39   | 0.27%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                               | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4035747.04   | 0.36%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM                        | CUSIP: 46654BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1262353.65   | 0.11%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-1                                                      | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1970820.20   | 0.18%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530318.87   | 0.14%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                                                                | Zais Clo 13 Ltd                                                                       | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |   1302829 | PA      | $1303202.76   | 0.12%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                               | New Economy Assets - Phase 1 Sponsor LLC                                              | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $747165.15    | 0.07%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1398021.12   | 0.12%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM2 Trust                                                                  | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542641 | PA      | $468877.25    | 0.04%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT Funding LLC                                                                      | CUSIP: 19688DAC4<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-MBS          | CORP              | US        |    213033 | PA      | $197067.65    | 0.02%             | 2064-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                          | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2907713.10   | 0.26%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                                 | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15176192 | PA      | $868953.82    | 0.08%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    209210 | PA      | $212138.70    | 0.02%             | 2049-03-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3937276.59   | 0.35%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5070116.05   | 0.45%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                         | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3977954.68   | 0.35%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C7                                                 | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22102949 | PA      | $397466.28    | 0.04%             | 2050-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $3936937.20   | 0.35%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024692.22   | 0.27%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                 | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2045559.60   | 0.18%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2787114.10   | 0.25%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                               | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4020883.64   | 0.36%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36202ET58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1330 | PA      | $1459.09      | 0.00%             | 2038-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1340000 | PA      | $1344874.75   | 0.12%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  18982598 | NS      | $18982598.01  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                             | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189590.99    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761691.08    | 0.07%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                             | CUSIP: 165183DC5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2502867.92   | 0.22%             | 2035-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                                    | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378000 | PA      | $2294763.10   | 0.20%             | 2036-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12246914.03  | 1.09%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                   | Brown & Brown Inc                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028642.56   | 0.27%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                         | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $849230.35    | 0.08%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2024-1 Ltd                                                                   | CUSIP: 92920DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2657844.00   | 0.24%             | 2037-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                               | Central American Bank for Economic Integration                                        | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2505612.10   | 0.22%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                                 | Elmwood CLO II Ltd                                                                    | CUSIP: 29001LAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504726.50   | 0.13%             | 2037-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                             | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3555351.60   | 0.32%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    511000 | PA      | $531124.00    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                               | Element Solutions Inc                                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1153266.84   | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552147.80   | 0.14%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2029000 | PA      | $2065445.85   | 0.18%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027663.84   | 0.36%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2022-A                                                         | CUSIP: 16144JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1044774.43   | 0.09%             | 2028-07-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1475271.75   | 0.13%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                         | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505958 | PA      | $1519431.57   | 0.13%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| NYT Mortgage Trust                                                                  | BF 2019-NYT Mortgage Trust                                                            | CUSIP: 62954PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490655.90    | 0.04%             | 2035-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                                | JPMDB Commercial Mortgage Securities Trust 2020-COR7                                  | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1650890.48   | 0.15%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1189016.74   | 0.11%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | Consumer Portfolio Services Auto Trust 2025-B                                         | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1136792.32   | 0.10%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382KJ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3607289 | PA      | $442430.69    | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                     | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1497458 | PA      | $1490180.23   | 0.13%             | 2029-04-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C1                                                 | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15634477 | PA      | $250570.63    | 0.02%             | 2050-06-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10216500.00  | 0.91%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                                                  | Lewey Park CLO Ltd                                                                    | CUSIP: 527911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002259.00   | 0.09%             | 2037-10-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2005-A6                                                      | CUSIP: 466247UB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127556 | PA      | $125792.95    | 0.01%             | 2035-08-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VIV5                                                | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $346359.26    | 0.03%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-HX1 Mortgage Loan Trust                                                     | CUSIP: 19688KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    672605 | PA      | $587059.00    | 0.05%             | 2066-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $882655.01    | 0.08%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4420000 | PA      | $4454625.40   | 0.40%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XV Ltd                                                                  | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497700.00   | 0.22%             | 2033-01-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $3030118.35   | 0.27%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                   | CUSIP: 67570EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001237.00   | 0.09%             | 2037-10-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2263143.66   | 0.20%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21111355 | PA      | $118825.26    | 0.01%             | 2026-08-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                               | Directv Financing LLC                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1093407.49   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4064301.80   | 0.36%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70481 | PA      | $68931.23     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                     | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4212467.08   | 0.37%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-1 LLC                                                                        | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825902 | PA      | $835808.95    | 0.07%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4928148.00   | 0.44%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                         | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6000000 | PA      | $6177430.68   | 0.55%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-2                                                        | CUSIP: 61946UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $726418.85    | 0.06%             | 2053-01-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    882000 | PA      | $896695.42    | 0.08%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3043562.37   | 0.27%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BHQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2445838 | PA      | $405037.63    | 0.04%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3998734.12   | 0.36%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1538048.50   | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1050000 | PA      | $1044950.34   | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1009341.92   | 0.09%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                                    | Hawaiian Electric Co Inc                                                              | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4034769.00   | 0.36%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    663000 | PA      | $680517.79    | 0.06%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2022-A                                            | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $650264.62    | 0.06%             | 2028-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1708981 | PA      | $1669035.26   | 0.15%             | 2050-02-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1125397.39   | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012837.30   | 0.27%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2020-2                                             | CUSIP: 31573WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    457412 | PA      | $434824.25    | 0.04%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 102 CLO Ltd                                                                    | CUSIP: 26253TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.18%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                         | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    852000 | PA      | $873196.91    | 0.08%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                                  | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6986461.23   | 0.62%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                              | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5637000 | PA      | $5715687.05   | 0.51%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2018-5BP Mortgage Trust                                                          | CUSIP: 33830CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2300000.00   | 0.20%             | 2033-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1473720.50   | 0.13%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-21 Ltd                                                       | CUSIP: 117650AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900000.00    | 0.08%             | 2036-10-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6285086.52   | 0.56%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1107989.74   | 0.10%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1492000 | PA      | $1513723.52   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975160 | PA      | $2964204.86   | 0.26%             | 2038-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1241825.88   | 0.11%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                          | Carvana Co                                                                            | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    188823 | PA      | $213790.69    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560989.02    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2023-2                                                        | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016498.20   | 0.09%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7825000.00   | 0.69%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                       | Starwood Mortgage Residential Trust 2020-INV                                          | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175230 | PA      | $167311.33    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1015818.02   | 0.09%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                                         | OCCU Auto Receivables Trust 2025-1                                                    | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1561477.91   | 0.14%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                            | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $3013238.31   | 0.27%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust                             | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1320122.18   | 0.12%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Short Term High Yield Bond ETF                                       | SPDR Bloomberg Short Term High Yield Bond ETF                                         | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |    225000 | NS      | $5760000.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                                                         | Avient Corp                                                                           | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    216000 | PA      | $219353.07    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                      | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520832 | PA      | $529276.25    | 0.05%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                          | Jersey Mike's Funding                                                                 | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975000 | PA      | $1932253.50   | 0.17%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP Clo 2019-17 Ltd                                                                   | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250777.25    | 0.02%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                                   | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1116957.38   | 0.10%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                               | Western Alliance Bank                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   3516234 | PA      | $3704513.67   | 0.33%             | 2059-07-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755971.82    | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                 | Nomura Holdings Inc                                                                   | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4536634.50   | 0.40%             | 2027-07-02      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Pacific Secured Assets Corp                                                | Southern Pacific Secured Assets Corp                                                  | CUSIP: 843590DK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9 | PA      | $8.55         | 0.00%             | 2029-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                          | Tronox Inc                                                                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    620000 | PA      | $404392.95    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2877994.56   | 0.26%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                                    | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166000 | PA      | $1116441.62   | 0.10%             | 2036-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3000000 | PA      | $3082436.19   | 0.27%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001521.00   | 0.18%             | 2032-09-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                         | Point Broadband Funding LLC                                                           | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009017.10   | 0.09%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C34                                        | CUSIP: 95000DBB6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     43631 | PA      | $43548.89     | 0.00%             | 2049-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                          | Flagship Credit Auto Trust 2019-3                                                     | CUSIP: 33846AAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    807151 | PA      | $806665.42    | 0.07%             | 2026-12-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                       | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1542867.60   | 0.14%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BXP Trust 2017-CQHP                                                                   | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344340 | PA      | $331423.44    | 0.03%             | 2034-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK34                                                                       | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $438771.25    | 0.04%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   5830000 | PA      | $5948153.00   | 0.53%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-4                                            | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3964069.60   | 0.35%             | 2028-01-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11010000 | PA      | $10918727.10  | 0.97%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                              | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3629452.68   | 0.32%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                              | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580186.68    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                    | Taseko Mines Ltd                                                                      | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1175649.80   | 0.10%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    552000 | PA      | $565018.49    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                           | CUSIP: 61767CAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118545 | PA      | $2097404.97   | 0.19%             | 2050-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $596152.35    | 0.05%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                                          | AB BSL CLO 5 Ltd                                                                      | CUSIP: 00038GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $601601.40    | 0.05%             | 2038-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                                 | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4008385.32   | 0.36%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $552745.48    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2199132.20   | 0.20%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                               | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751171.88    | 0.07%             | 2037-05-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P3                                                | CUSIP: 14686MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1361691.54   | 0.12%             | 2028-10-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079670.18   | 0.18%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-21 Ltd                                                       | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500657.00   | 0.13%             | 2038-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                              | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6003789.36   | 0.53%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                           | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    565000 | PA      | $558654.77    | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                                              | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467536 | PA      | $477252.08    | 0.04%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| Apidos CLO Ltd                                                                      | Apidos CLO XLVII Ltd                                                                  | CUSIP: 03770QAG9<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |   1875000 | PA      | $1882580.63   | 0.17%             | 2037-04-26      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

**Name of Applicant:** DEUTSCHE DWS INCOME TRUST

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer