# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001752724-25-200368
**Filing Date:** 2025-8
**Character Count:** 352523
**Document Hash:** 8997159dd3d23a0de9abb86fed4dc54e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-200368.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001752724-25-200368

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**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:** 251246006

**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           |

## Nport-Ex

Investment Portfolio**as of June 30, 2025 (Unaudited)** 

**DWS Short Duration Fund** 

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)**<br>| **Value ($)** |
| **Corporate Bonds 50.6%** | **Corporate Bonds 50.6%** |  |
| **Communication Services 0.8%** | **Communication Services 0.8%** |  |
| Charter Communications Operating LLC, 4.908%, 7/23/2025  | 4000000 | &nbsp;&nbsp; 3999707 |
| CommScope Technologies LLC, 144A, 5.0%, 3/15/2027  | 610000 | &nbsp;&nbsp; 594112 |
| DirecTV Financing LLC, 144A, 5.875%, 8/15/2027  | 1170000 | &nbsp;&nbsp; 1166181 |
| Match Group Holdings II LLC, 144A, 4.625%, 6/1/2028  | 1150000 | &nbsp;&nbsp; 1122199 |
| Sprint LLC, 7.625%, 3/1/2026  | 1410000 | &nbsp;&nbsp; 1423526 |
| Univision Communications, Inc., 144A, 8.0%, 8/15/2028  | 550000 | &nbsp;&nbsp; 558129 |
|  |  | &nbsp;&nbsp; **8863854** |
| **Consumer Discretionary 4.6%** | **Consumer Discretionary 4.6%** |  |
| Camelot Return Merger Sub, Inc., 144A, 8.75%, 8/1/2028  | 550000 | &nbsp;&nbsp; 507216 |
| Carnival Corp., 144A, 4.0%, 8/1/2028  | 555000 | &nbsp;&nbsp; 543206 |
| Carvana Co., 144A, 9.0%, 6/1/2031, PIK  | 480000 | &nbsp;&nbsp; 568604 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 5.303%, 9/6/2029 | 2000000 | &nbsp;&nbsp; 1963975 |
| &nbsp;&nbsp;&nbsp; 5.8%, 3/5/2027 | 1450000 | &nbsp;&nbsp; 1461440 |
| &nbsp;&nbsp;&nbsp; 5.85%, 5/17/2027 | 3500000 | &nbsp;&nbsp; 3526636 |
| &nbsp;&nbsp;&nbsp; 6.798%, 11/7/2028 | 1270000 | &nbsp;&nbsp; 1315775 |
| &nbsp;&nbsp;&nbsp; 6.95%, 3/6/2026 | 750000 | &nbsp;&nbsp; 757233 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.9%, 10/6/2029 | 2174000 | &nbsp;&nbsp; 2170266 |
| &nbsp;&nbsp;&nbsp; 5.05%, 4/4/2028 | 4000000 | &nbsp;&nbsp; 4030325 |
| &nbsp;&nbsp;&nbsp; 5.35%, 1/7/2030 | 3000000 | &nbsp;&nbsp; 3036539 |
| Hyundai Capital America: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.875%, 11/1/2027 | 5000000 | &nbsp;&nbsp; 5022589 |
| &nbsp;&nbsp;&nbsp; 144A, 5.0%, 1/7/2028 | 5000000 | &nbsp;&nbsp; 5038130 |
| &nbsp;&nbsp;&nbsp; 144A, 5.275%, 6/24/2027 | 4000000 | &nbsp;&nbsp; 4050370 |
| International Game Technology PLC, 144A, 4.125%, 4/15/2026  | 525000 | &nbsp;&nbsp; 524673 |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.625%, 6/15/2028 | 1290000 | &nbsp;&nbsp; 1315846 |
| &nbsp;&nbsp;&nbsp; 5.9%, 6/1/2027 | 1500000 | &nbsp;&nbsp; 1532499 |
| Lennar Corp., 5.2%, 7/30/2030  | 1563000 | &nbsp;&nbsp; 1592394 |
| Mattel, Inc., 144A, 3.375%, 4/1/2026  | 495000 | &nbsp;&nbsp; 487832 |
| Nissan Motor Acceptance Co. LLC, 144A, 6.95%, 9/15/2026  | 730000 | &nbsp;&nbsp; 737171 |
| QXO Building Products, Inc., 144A, 6.75%, 4/30/2032  | 201000 | &nbsp;&nbsp; 207071 |
| Rakuten Group, Inc., 144A, 9.75%, 4/15/2029  | 1000000 | &nbsp;&nbsp; 1095379 |
| Staples, Inc., 144A, 10.75%, 9/1/2029  | 565000 | &nbsp;&nbsp; 534730 |
| Stellantis Finance U.S., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.711%, 1/29/2027 | 1140000 | &nbsp;&nbsp; 1087329 |
| &nbsp;&nbsp;&nbsp; 144A, 5.35%, 3/17/2028 | 1013000 | &nbsp;&nbsp; 1021434 |
| Travel & Leisure Co., 144A, 6.625%, 7/31/2026  | 1000000 | &nbsp;&nbsp; 1010991 |
| Volkswagen Group of America Finance LLC, 144A, 4.85%, 8/15/2027  | 4000000 | &nbsp;&nbsp; 4002334 |
| Whirlpool Corp., 6.125%, 6/15/2030  | 567000 | &nbsp;&nbsp; 571983 |
| Wynn Macau Ltd., 144A, 5.5%, 1/15/2026  | 1625000 | &nbsp;&nbsp; 1623157 |
|  |  | &nbsp;&nbsp; **51337127** |
| **Consumer Staples 0.7%** | **Consumer Staples 0.7%** |  |
| Bacardi Ltd., 144A, 5.25%, 1/15/2029  | 1690000 | &nbsp;&nbsp; 1713864 |

---

------

---

| | | |
|:---|:---|:---|
| Coty, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.75%, 1/15/2029 | 2000000 | &nbsp;&nbsp; 1954108 |
| &nbsp;&nbsp;&nbsp; 144A, 5.0%, 4/15/2026 | 220000 | &nbsp;&nbsp; 219708 |
| Imperial Brands Finance PLC, 144A, 4.5%, 6/30/2028 (a) | 1983000 | &nbsp;&nbsp; 1982763 |
| JBS USA Holding Lux SARL, 2.5%, 1/15/2027  | 960000 | &nbsp;&nbsp; 933809 |
| Simmons Foods, Inc., 144A, 4.625%, 3/1/2029  | 1200000 | &nbsp;&nbsp; 1133008 |
|  |  | &nbsp;&nbsp; **7937260** |
| **Energy 5.6%** | **Energy 5.6%** |  |
| APA Corp., 144A, 4.375%, 10/15/2028  | 2000000 | &nbsp;&nbsp; 1923654 |
| Ascent Resources Utica Holdings LLC, 144A, 6.625%, 7/15/2033  | 882000 | &nbsp;&nbsp; 894787 |
| Civitas Resources, Inc., 144A, 8.375%, 7/1/2028  | 980000 | &nbsp;&nbsp; 1003433 |
| Columbia Pipelines Holding Co. LLC, 144A, 6.055%, 8/15/2026  | 4770000 | &nbsp;&nbsp; 4828146 |
| DT Midstream, Inc., 144A, 4.125%, 6/15/2029  | 1500000 | &nbsp;&nbsp; 1448738 |
| Ecopetrol SA, 8.625%, 1/19/2029  | 3000000 | &nbsp;&nbsp; 3171009 |
| EQT Corp., 144A, 6.375%, 4/1/2029  | 3500000 | &nbsp;&nbsp; 3610231 |
| Expand Energy Corp., 144A, 5.875%, 2/1/2029  | 4500000 | &nbsp;&nbsp; 4518094 |
| Genesis Energy LP, 8.25%, 1/15/2029  | 530000 | &nbsp;&nbsp; 554216 |
| Harvest Midstream I LP, 144A, 7.5%, 9/1/2028  | 850000 | &nbsp;&nbsp; 864481 |
| Helmerich & Payne, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.65%, 12/1/2027 | 3000000 | &nbsp;&nbsp; 2972299 |
| &nbsp;&nbsp;&nbsp; 144A, 4.85%, 12/1/2029 | 4000000 | &nbsp;&nbsp; 3814164 |
| HF Sinclair Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 1/15/2031 | 1486000 | &nbsp;&nbsp; 1521775 |
| &nbsp;&nbsp;&nbsp; 6.375%, 4/15/2027 | 2951000 | &nbsp;&nbsp; 2969428 |
| Kinetik Holdings LP, 144A, 6.625%, 12/15/2028  | 663000 | &nbsp;&nbsp; 678110 |
| Occidental Petroleum Corp., 5.2%, 8/1/2029  | 2000000 | &nbsp;&nbsp; 2006432 |
| ONEOK, Inc., 144A, 5.625%, 1/15/2028  | 4000000 | &nbsp;&nbsp; 4089159 |
| Saudi Arabian Oil Co., 144A, 4.75%, 6/2/2030  | 5913000 | &nbsp;&nbsp; 5941896 |
| South Bow USA Infrastructure Holdings LLC, 144A, 4.911%, 9/1/2027  | 1922000 | &nbsp;&nbsp; 1934333 |
| Summit Midstream Holdings LLC, 144A, 8.625%, 10/31/2029  | 1065000 | &nbsp;&nbsp; 1089533 |
| Targa Resources Corp., 4.9%, 9/15/2030  | 934000 | &nbsp;&nbsp; 941885 |
| Transocean Aquila Ltd., 144A, 8.0%, 9/30/2028  | 407693 | &nbsp;&nbsp; 410788 |
| Transocean Titan Financing Ltd., 144A, 8.375%, 2/1/2028  | 493095 | &nbsp;&nbsp; 500868 |
| Venture Global Calcasieu Pass LLC, 144A, 3.875%, 8/15/2029  | 1185000 | &nbsp;&nbsp; 1117134 |
| Venture Global LNG, Inc., 144A, 7.0%, 1/15/2030  | 1500000 | &nbsp;&nbsp; 1516369 |
| Western Midstream Operating LP, 6.35%, 1/15/2029  | 3000000 | &nbsp;&nbsp; 3140654 |
| Whistler Pipeline LLC, 144A, 5.7%, 9/30/2031  | 5000000 | &nbsp;&nbsp; 5097182 |
|  |  | &nbsp;&nbsp; **62558798** |
| **Financials 27.5%** | **Financials 27.5%** |  |
| ABN AMRO Bank NV, 144A, 4.988%, 12/3/2028  | 2700000 | &nbsp;&nbsp; 2736360 |
| AerCap Ireland Capital DAC: |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 1/30/2026 | 2000000 | &nbsp;&nbsp; 1965033 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/29/2026 | 2110000 | &nbsp;&nbsp; 2055723 |
| &nbsp;&nbsp;&nbsp; 3.3%, 1/30/2032 | 1200000 | &nbsp;&nbsp; 1087188 |
| &nbsp;&nbsp;&nbsp; 6.95%, 3/10/2055 | 5000000 | &nbsp;&nbsp; 5195947 |
| AIB Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.32%, 5/15/2031 | 6000000 | &nbsp;&nbsp; 6105248 |
| &nbsp;&nbsp;&nbsp; 144A, 6.608%, 9/13/2029 | 800000 | &nbsp;&nbsp; 846362 |
| Air Lease Corp., Series C, 4.125%, Perpetual  | 1000000 | &nbsp;&nbsp; 969558 |
| Aircastle Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.85%, 1/26/2028 | 5000000 | &nbsp;&nbsp; 4760413 |
| &nbsp;&nbsp;&nbsp; 144A, 5.25%, 3/15/2030 | 957000 | &nbsp;&nbsp; 964885 |
| &nbsp;&nbsp;&nbsp; 144A, 6.5%, 7/18/2028 | 1350000 | &nbsp;&nbsp; 1409424 |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.737%, 5/15/2029 | 552000 | &nbsp;&nbsp; 561827 |
| &nbsp;&nbsp;&nbsp; 6.992%, 6/13/2029 | 8000000 | &nbsp;&nbsp; 8421534 |

---

------

---

| | | |
|:---|:---|:---|
| Antares Holdings LP, 144A, 6.35%, 10/23/2029  | 2853000 | &nbsp;&nbsp; 2882307 |
| Ares Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/1/2030 | 3000000 | &nbsp;&nbsp; 2990686 |
| &nbsp;&nbsp;&nbsp; 5.95%, 7/15/2029 | 1150000 | &nbsp;&nbsp; 1176650 |
| &nbsp;&nbsp;&nbsp; 7.0%, 1/15/2027 | 3050000 | &nbsp;&nbsp; 3146953 |
| Athene Global Funding, 144A, 4.95%, 1/7/2027  | 2862000 | &nbsp;&nbsp; 2881085 |
| Avolon Holdings Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.95%, 1/15/2028 | 3000000 | &nbsp;&nbsp; 3015672 |
| &nbsp;&nbsp;&nbsp; 144A, 5.375%, 5/30/2030 | 1257000 | &nbsp;&nbsp; 1280457 |
| &nbsp;&nbsp;&nbsp; 144A, 5.75%, 3/1/2029 | 4000000 | &nbsp;&nbsp; 4109090 |
| &nbsp;&nbsp;&nbsp; 144A, 6.375%, 5/4/2028 | 1330000 | &nbsp;&nbsp; 1386860 |
| Bain Capital Specialty Finance, Inc., 5.95%, 3/15/2030  | 4000000 | &nbsp;&nbsp; 3954110 |
| &nbsp;&nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, <br> 144A, 5.621%, 12/10/2029 <br>| 921000 | &nbsp;&nbsp; 938039 |
| Banco Santander SA, 5.588%, 8/8/2028  | 2000000 | &nbsp;&nbsp; 2066070 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.933%, 9/15/2027 | 3000000 | &nbsp;&nbsp; 3052371 |
| &nbsp;&nbsp;&nbsp; 6.22%, 9/15/2026 (b) | 3000000 | &nbsp;&nbsp; 3064617 |
| Barclays PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.375%, Perpetual | 3000000 | &nbsp;&nbsp; 2792520 |
| &nbsp;&nbsp;&nbsp; 4.837%, 9/10/2028 | 674000 | &nbsp;&nbsp; 679202 |
| &nbsp;&nbsp;&nbsp; 5.086%, 2/25/2029 | 2029000 | &nbsp;&nbsp; 2054215 |
| &nbsp;&nbsp;&nbsp; 6.49%, 9/13/2029 | 2408000 | &nbsp;&nbsp; 2545891 |
| &nbsp;&nbsp;&nbsp; BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico, <br> 144A, 1.875%, 9/18/2025 <br>| 2139000 | &nbsp;&nbsp; 2123908 |
| BGC Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 6.15%, 4/2/2030 | 3843000 | &nbsp;&nbsp; 3896434 |
| &nbsp;&nbsp;&nbsp; 6.6%, 6/10/2029 | 3500000 | &nbsp;&nbsp; 3627450 |
| Blackstone Private Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 9/26/2027 | 1470000 | &nbsp;&nbsp; 1462718 |
| &nbsp;&nbsp;&nbsp; 5.6%, 11/22/2029 | 3000000 | &nbsp;&nbsp; 3020725 |
| &nbsp;&nbsp;&nbsp; 5.95%, 7/16/2029 | 2224000 | &nbsp;&nbsp; 2266083 |
| &nbsp;&nbsp;&nbsp; 7.3%, 11/27/2028 | 1500000 | &nbsp;&nbsp; 1599742 |
| Blackstone Secured Lending Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 5.3%, 6/30/2030 | 2956000 | &nbsp;&nbsp; 2928939 |
| &nbsp;&nbsp;&nbsp; 5.35%, 4/13/2028 | 3000000 | &nbsp;&nbsp; 3021303 |
| &nbsp;&nbsp;&nbsp; 5.875%, 11/15/2027 | 1640000 | &nbsp;&nbsp; 1673988 |
| Blue Owl Credit Income Corp., 6.6%, 9/15/2029  | 6820000 | &nbsp;&nbsp; 7017423 |
| BNP Paribas SA, 144A, 4.792%, 5/9/2029  | 2674000 | &nbsp;&nbsp; 2687654 |
| BPCE SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.875%, 4/1/2026 | 500000 | &nbsp;&nbsp; 500065 |
| &nbsp;&nbsp;&nbsp; 144A, 5.389%, 5/28/2031 | 5000000 | &nbsp;&nbsp; 5091214 |
| Brown & Brown, Inc., 4.7%, 6/23/2028  | 3000000 | &nbsp;&nbsp; 3025308 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.1%, 2/9/2027 | 1291000 | &nbsp;&nbsp; 1284955 |
| &nbsp;&nbsp;&nbsp; 4.985%, 7/24/2026 | 1940000 | &nbsp;&nbsp; 1939913 |
| &nbsp;&nbsp;&nbsp; 7.149%, 10/29/2027 | 980000 | &nbsp;&nbsp; 1012566 |
| Capital One NA, 5.974%, 8/9/2028  | 5100000 | &nbsp;&nbsp; 5225255 |
| Citadel Finance LLC, 144A, 5.9%, 2/10/2030  | 1817000 | &nbsp;&nbsp; 1834252 |
| Citadel LP, 144A, 6.0%, 1/23/2030  | 511000 | &nbsp;&nbsp; 528323 |
| Citadel Securities Global Holdings LLC, 144A, 5.5%, 6/18/2030  | 2000000 | &nbsp;&nbsp; 2023762 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.643%, 5/7/2028 | 4000000 | &nbsp;&nbsp; 4010603 |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/13/2025 | 750000 | &nbsp;&nbsp; 750903 |
| Danske Bank A/S, 144A, 4.375%, 6/12/2028  | 4000000 | &nbsp;&nbsp; 3989334 |
| Essent Group Ltd., 6.25%, 7/1/2029  | 6000000 | &nbsp;&nbsp; 6214085 |
| Fortitude Group Holdings LLC, 144A, 6.25%, 4/1/2030  | 3093000 | &nbsp;&nbsp; 3182108 |
| FS KKR Capital Corp., 7.875%, 1/15/2029  | 4000000 | &nbsp;&nbsp; 4220651 |

---

------

---

| | | |
|:---|:---|:---|
| Goldman Sachs Private Credit Corp., 144A, 5.875%, 5/6/2028  | 3000000 | &nbsp;&nbsp; 3032208 |
| Hercules Capital, Inc., 6.0%, 6/16/2030  | 4138000 | &nbsp;&nbsp; 4129518 |
| HPS Corporate Lending Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.3%, 6/5/2027 | 3000000 | &nbsp;&nbsp; 3004831 |
| &nbsp;&nbsp;&nbsp; 5.45%, 1/14/2028 | 3571000 | &nbsp;&nbsp; 3581065 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.7%, Perpetual (b) | 3000000 | &nbsp;&nbsp; 2719348 |
| &nbsp;&nbsp;&nbsp; 4.899%, 3/3/2029 | 3000000 | &nbsp;&nbsp; 3025410 |
| &nbsp;&nbsp;&nbsp; 6.0%, Perpetual | 500000 | &nbsp;&nbsp; 499494 |
| &nbsp;&nbsp;&nbsp; 7.336%, 11/3/2026 (b) | 3000000 | &nbsp;&nbsp; 3028015 |
| ING GROEP NV: |  |  |
| &nbsp;&nbsp;&nbsp; 4.858%, 3/25/2029 | 4000000 | &nbsp;&nbsp; 4040697 |
| &nbsp;&nbsp;&nbsp; 6.083%, 9/11/2027 | 2910000 | &nbsp;&nbsp; 2963455 |
| Intesa Sanpaolo SpA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 3.875%, 1/12/2028 | 3425000 | &nbsp;&nbsp; 3357917 |
| &nbsp;&nbsp;&nbsp; 144A, 7.0%, 11/21/2025 | 1340000 | &nbsp;&nbsp; 1350565 |
| Jackson National Life Global Funding, 144A, 5.55%, 7/2/2027  | 1425000 | &nbsp;&nbsp; 1454114 |
| Jefferies Financial Group, Inc., 5.875%, 7/21/2028  | 3070000 | &nbsp;&nbsp; 3183882 |
| KeyBank NA, 3.4%, 5/20/2026  | 4000000 | &nbsp;&nbsp; 3955230 |
| Lloyds Banking Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 3/24/2026 | 4530000 | &nbsp;&nbsp; 4525882 |
| &nbsp;&nbsp;&nbsp; 4.818%, 6/13/2029 | 5637000 | &nbsp;&nbsp; 5687800 |
| &nbsp;&nbsp;&nbsp; 5.985%, 8/7/2027 | 1140000 | &nbsp;&nbsp; 1157281 |
| LPL Holdings, Inc., 6.75%, 11/17/2028  | 3640000 | &nbsp;&nbsp; 3882067 |
| Macquarie Airfinance Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.15%, 3/17/2030 | 2000000 | &nbsp;&nbsp; 1998656 |
| &nbsp;&nbsp;&nbsp; 144A, 6.4%, 3/26/2029 | 4000000 | &nbsp;&nbsp; 4175816 |
| Macquarie Group Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.108%, 8/9/2026 | 3000000 | &nbsp;&nbsp; 3001063 |
| &nbsp;&nbsp;&nbsp; 144A, 1 day USD SOFR + 0.92%, 5.336% (c), 9/23/2027 | 6000000 | &nbsp;&nbsp; 6009656 |
| MGIC Investment Corp., 5.25%, 8/15/2028  | 7000000 | &nbsp;&nbsp; 7000080 |
| Morgan Stanley, 4.994%, 4/12/2029  | 3000000 | &nbsp;&nbsp; 3043642 |
| NatWest Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 5.583%, 3/1/2028 | 1280000 | &nbsp;&nbsp; 1303006 |
| &nbsp;&nbsp;&nbsp; 5.847%, 3/2/2027 | 1200000 | &nbsp;&nbsp; 1210584 |
| Nomura Holdings, Inc., 1 day USD SOFR + 1.25%, 5.591% (c), 7/2/2027  | 4500000 | &nbsp;&nbsp; 4530874 |
| Rocket Companies, Inc., 144A, 6.125%, 8/1/2030  | 1495000 | &nbsp;&nbsp; 1523450 |
| Rocket Mortgage LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.875%, 10/15/2026 | 1125000 | &nbsp;&nbsp; 1097178 |
| &nbsp;&nbsp;&nbsp; 144A, 3.625%, 3/1/2029 | 1180000 | &nbsp;&nbsp; 1121306 |
| Santander Holdings USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.473%, 3/20/2029 | 1905000 | &nbsp;&nbsp; 1936962 |
| &nbsp;&nbsp;&nbsp; 5.741%, 3/20/2031 | 4000000 | &nbsp;&nbsp; 4106199 |
| &nbsp;&nbsp;&nbsp; 6.124%, 5/31/2027 | 611000 | &nbsp;&nbsp; 617871 |
| &nbsp;&nbsp;&nbsp; 6.565%, 6/12/2029 | 2659000 | &nbsp;&nbsp; 2787559 |
| Santander U.K. Group Holdings PLC, 1.673%, 6/14/2027  | 3620000 | &nbsp;&nbsp; 3516299 |
| SLM Corp., 3.125%, 11/2/2026  | 1205000 | &nbsp;&nbsp; 1181052 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.249%, 5/22/2029 | 2129000 | &nbsp;&nbsp; 2154995 |
| &nbsp;&nbsp;&nbsp; 144A, 5.5%, 4/13/2029 | 3000000 | &nbsp;&nbsp; 3053634 |
| &nbsp;&nbsp;&nbsp; 144A, 5.519%, 1/19/2028 | 3000000 | &nbsp;&nbsp; 3037142 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.75%, Perpetual | 635000 | &nbsp;&nbsp; 572120 |
| &nbsp;&nbsp;&nbsp; 144A, 5.688%, 5/14/2028 | 1680000 | &nbsp;&nbsp; 1713677 |
| &nbsp;&nbsp;&nbsp; 144A, 6.17%, 1/9/2027 (b) | 2120000 | &nbsp;&nbsp; 2137199 |
| Starwood Property Trust, Inc., 144A, (REIT), 3.625%, 7/15/2026  | 1175000 | &nbsp;&nbsp; 1155033 |
| State Street Corp., Series I, 6.7%, Perpetual  | 1330000 | &nbsp;&nbsp; 1388908 |
| Synchrony Bank, 5.4%, 8/22/2025  | 1000000 | &nbsp;&nbsp; 999797 |

---

------

---

| | | |
|:---|:---|:---|
| Synchrony Financial: |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 3/19/2029 | 3000000 | &nbsp;&nbsp; 3012111 |
| &nbsp;&nbsp;&nbsp; 5.45%, 3/6/2031 | 1372000 | &nbsp;&nbsp; 1383962 |
| The Goldman Sachs Group, Inc., 4.937%, 4/23/2028  | 6000000 | &nbsp;&nbsp; 6046763 |
| Truist Financial Corp., 4.873%, 1/26/2029  | 1720000 | &nbsp;&nbsp; 1739870 |
| UniCredit SpA, 144A, 1.982%, 6/3/2027  | 4000000 | &nbsp;&nbsp; 3901279 |
| Wells Fargo & Co., 4.97%, 4/23/2029  | 4687000 | &nbsp;&nbsp; 4752585 |
|  |  | &nbsp;&nbsp; **307045068** |
| **Health Care 2.1%** | **Health Care 2.1%** |  |
| Bayer U.S. Finance II LLC, 144A, 4.375%, 12/15/2028  | 1500000 | &nbsp;&nbsp; 1486032 |
| Bayer U.S. Finance LLC, 144A, 6.25%, 1/21/2029 (b) | 3000000 | &nbsp;&nbsp; 3150214 |
| Charles River Laboratories International, Inc., 144A, 3.75%, 3/15/2029  | 620000 | &nbsp;&nbsp; 582016 |
| Community Health Systems, Inc., 144A, 6.0%, 1/15/2029  | 1170000 | &nbsp;&nbsp; 1125386 |
| CVS Health Corp., 7.0%, 3/10/2055  | 2000000 | &nbsp;&nbsp; 2062821 |
| CVS Pass-Through Trust, 6.036%, 12/10/2028  | 501108 | &nbsp;&nbsp; 508178 |
| GE HealthCare Technologies, Inc., 4.8%, 1/15/2031  | 3883000 | &nbsp;&nbsp; 3915091 |
| HCA, Inc., 5.625%, 9/1/2028  | 2500000 | &nbsp;&nbsp; 2573893 |
| Icon Investments Six DAC, 5.809%, 5/8/2027  | 5830000 | &nbsp;&nbsp; 5951859 |
| LifePoint Health, Inc., 144A, 5.375%, 1/15/2029  | 575000 | &nbsp;&nbsp; 535929 |
| Mylan, Inc., 4.55%, 4/15/2028  | 2000000 | &nbsp;&nbsp; 1983361 |
|  |  | &nbsp;&nbsp; **23874780** |
| **Industrials 2.5%** | **Industrials 2.5%** |  |
| AGCO Corp., 5.45%, 3/21/2027  | 1270000 | &nbsp;&nbsp; 1285665 |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.196%, 2/4/2026 | 4500000 | &nbsp;&nbsp; 4429765 |
| &nbsp;&nbsp;&nbsp; 5.04%, 5/1/2027 | 3000000 | &nbsp;&nbsp; 3022349 |
| Delta Air Lines, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.5%, 10/20/2025 (b) | 86666 | &nbsp;&nbsp; 86457 |
| &nbsp;&nbsp;&nbsp; 4.95%, 7/10/2028 | 3000000 | &nbsp;&nbsp; 3017136 |
| Enviri Corp., 144A, 5.75%, 7/31/2027  | 1160000 | &nbsp;&nbsp; 1144876 |
| EquipmentShare.com, Inc., 144A, 9.0%, 5/15/2028  | 1590000 | &nbsp;&nbsp; 1679724 |
| Moog, Inc., 144A, 4.25%, 12/15/2027  | 1080000 | &nbsp;&nbsp; 1054418 |
| Penske Truck Leasing Co. LP: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.7%, 6/15/2026 | 3000000 | &nbsp;&nbsp; 2918212 |
| &nbsp;&nbsp;&nbsp; 144A, 4.0%, 7/15/2025 | 2550000 | &nbsp;&nbsp; 2549413 |
| &nbsp;&nbsp;&nbsp; 144A, 4.4%, 7/1/2027 | 2440000 | &nbsp;&nbsp; 2436468 |
| Rentokil Terminix Funding LLC, 144A, 5.0%, 4/28/2030  | 4889000 | &nbsp;&nbsp; 4922993 |
|  |  | &nbsp;&nbsp; **28547476** |
| **Information Technology 2.2%** | **Information Technology 2.2%** |  |
| Clarivate Science Holdings Corp., 144A, 3.875%, 7/1/2028  | 1580000 | &nbsp;&nbsp; 1514469 |
| Cloud Software Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 6.5%, 3/31/2029 | 575000 | &nbsp;&nbsp; 580355 |
| &nbsp;&nbsp;&nbsp; 144A, 9.0%, 9/30/2029 | 500000 | &nbsp;&nbsp; 518263 |
| Concentrix Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 6.6%, 8/2/2028 (b) | 4000000 | &nbsp;&nbsp; 4196703 |
| &nbsp;&nbsp;&nbsp; 6.65%, 8/2/2026 | 2230000 | &nbsp;&nbsp; 2270247 |
| DXC Technology Co., 1.8%, 9/15/2026  | 5305000 | &nbsp;&nbsp; 5126620 |
| Genpact Luxembourg SARL, 6.0%, 6/4/2029  | 3704000 | &nbsp;&nbsp; 3833762 |
| Global Payments, Inc., 4.95%, 8/15/2027  | 910000 | &nbsp;&nbsp; 920674 |
| Kyndryl Holdings, Inc., 2.05%, 10/15/2026  | 3500000 | &nbsp;&nbsp; 3391889 |
| Microchip Technology, Inc., 4.25%, 9/1/2025  | 170000 | &nbsp;&nbsp; 169803 |
| Neptune Bidco U.S., Inc., 144A, 9.29%, 4/15/2029  | 625000 | &nbsp;&nbsp; 608553 |
| Open Text Corp., 144A, 6.9%, 12/1/2027  | 1170000 | &nbsp;&nbsp; 1211309 |
|  |  | &nbsp;&nbsp; **24342647** |

---

------

---

| | | |
|:---|:---|:---|
| **Materials 2.5%** | **Materials 2.5%** |  |
| Avient Corp., 144A, 6.25%, 11/1/2031  | 216000 | &nbsp;&nbsp; 218019 |
| Berry Global, Inc., 1.65%, 1/15/2027  | 3400000 | &nbsp;&nbsp; 3261209 |
| Celanese U.S. Holdings LLC, 6.85%, 11/15/2028  | 3430000 | &nbsp;&nbsp; 3604162 |
| Chemours Co., 5.375%, 5/15/2027  | 1190000 | &nbsp;&nbsp; 1179357 |
| Compass Minerals International, Inc., 144A, 8.0%, 7/1/2030  | 634000 | &nbsp;&nbsp; 655011 |
| Element Solutions, Inc., 144A, 3.875%, 9/1/2028  | 1190000 | &nbsp;&nbsp; 1154056 |
| Huntsman International LLC, 4.5%, 5/1/2029  | 7000000 | &nbsp;&nbsp; 6638376 |
| IAMGOLD Corp., 144A, 5.75%, 10/15/2028  | 580000 | &nbsp;&nbsp; 575185 |
| Mineral Resources Ltd., 144A, 8.0%, 11/1/2027  | 575000 | &nbsp;&nbsp; 577679 |
| Novelis Corp., 144A, 3.25%, 11/15/2026  | 1180000 | &nbsp;&nbsp; 1161091 |
| Olin Corp., 5.625%, 8/1/2029 (b) | 3000000 | &nbsp;&nbsp; 2977167 |
| Olympus Water U.S. Holding Corp., 144A, 9.75%, 11/15/2028  | 1000000 | &nbsp;&nbsp; 1053030 |
| Silgan Holdings, Inc., 144A, 1.4%, 4/1/2026 (b) | 2727000 | &nbsp;&nbsp; 2653459 |
| Taseko Mines Ltd., 144A, 8.25%, 5/1/2030  | 1110000 | &nbsp;&nbsp; 1162035 |
| Tronox, Inc., 144A, 4.625%, 3/15/2029  | 720000 | &nbsp;&nbsp; 621294 |
|  |  | &nbsp;&nbsp; **27491130** |
| **Real Estate 0.8%** | **Real Estate 0.8%** |  |
| Equinix, Inc., (REIT), 1.25%, 7/15/2025  | 517000 | &nbsp;&nbsp; 516332 |
| Iron Mountain, Inc., 144A, (REIT), 4.875%, 9/15/2027  | 1050000 | &nbsp;&nbsp; 1044025 |
| Omega Healthcare Investors, Inc., (REIT), 5.25%, 1/15/2026  | 5500000 | &nbsp;&nbsp; 5502715 |
| VICI Properties LP, (REIT), 4.75%, 4/1/2028  | 2000000 | &nbsp;&nbsp; 2016359 |
|  |  | &nbsp;&nbsp; **9079431** |
| **Utilities 1.3%** | **Utilities 1.3%** |  |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 2800000 | &nbsp;&nbsp; 2814909 |
| Calpine Corp., 144A, 5.125%, 3/15/2028  | 3000000 | &nbsp;&nbsp; 2996639 |
| Edison International: |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 6/15/2027 | 2000000 | &nbsp;&nbsp; 2013584 |
| &nbsp;&nbsp;&nbsp; 6.25%, 3/15/2030 | 2000000 | &nbsp;&nbsp; 2031319 |
| Eversource Energy, 4.6%, 7/1/2027  | 1500000 | &nbsp;&nbsp; 1507079 |
| Vistra Operations Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp; REG S, 4.375%, 5/1/2029 | 1145000 | &nbsp;&nbsp; 1115927 |
| &nbsp;&nbsp;&nbsp; 144A, 5.05%, 12/30/2026 | 1632000 | &nbsp;&nbsp; 1639979 |
| XPLR Infrastructure Operating Partners LP, 144A, 3.875%, 10/15/2026  | 590000 | &nbsp;&nbsp; 576425 |
|  |  | &nbsp;&nbsp; **14695861** |
| **Total Corporate Bonds** (Cost $558,991,827) | **Total Corporate Bonds** (Cost $558,991,827) | &nbsp;&nbsp; **565773432** |
| **Mortgage-Backed Securities Pass-Throughs 6.8%** | **Mortgage-Backed Securities Pass-Throughs 6.8%** |  |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 7/1/2055 (a) | 25000000 | &nbsp;&nbsp; 24998975 |
| &nbsp;&nbsp;&nbsp; 6.0%, 7/1/2055 (a) | 25000000 | &nbsp;&nbsp; 25408250 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association, 3.0%, with various maturities from 5/1/2027 <br> until 6/1/2027 <br>| 25222 | &nbsp;&nbsp; 24893 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 7/1/2055 (a) | 25000000 | &nbsp;&nbsp; 25029250 |
| &nbsp;&nbsp;&nbsp; 6.0%, 1/15/2039  | 12742 | &nbsp;&nbsp; 13493 |
| &nbsp;&nbsp;&nbsp; 7.0%, 6/20/2038  | 1360 | &nbsp;&nbsp; 1486 |
| **Total Mortgage-Backed Securities Pass-Throughs** (Cost $74,863,293) | **Total Mortgage-Backed Securities Pass-Throughs** (Cost $74,863,293) | &nbsp;&nbsp; **75476347** |

---

------

---

| | | |
|:---|:---|:---|
| **Asset-Backed 20.6%** | **Asset-Backed 20.6%** |  |
| **Automobile Receivables 6.4%** | **Automobile Receivables 6.4%** |  |
| Ally Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-B, 144A, 5.215%, 9/15/2032  | 372028 | &nbsp;&nbsp; 373075 |
| &nbsp;&nbsp;&nbsp; "D", Series 2024-B, 144A, 5.41%, 9/15/2032  | 372028 | &nbsp;&nbsp; 371637 |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-A, 144A, 6.022%, 5/17/2032  | 923580 | &nbsp;&nbsp; 935265 |
| Avis Budget Rental Car Funding AESOP LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-2A, 144A, 2.96%, 2/20/2027  | 1000000 | &nbsp;&nbsp; 990882 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-1A, 144A, 3.71%, 8/20/2027  | 5000000 | &nbsp;&nbsp; 4885038 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-1A, 144A, 6.23%, 4/20/2029  | 310000 | &nbsp;&nbsp; 316471 |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-1A, 144A, 6.48%, 6/20/2030  | 500000 | &nbsp;&nbsp; 514736 |
| &nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, "B", Series 2024-CAR1, 144A, 30 day <br> USD SOFR Average + 1.3%, 5.605% (c), 12/26/2031 <br>| 135161 | &nbsp;&nbsp; 135629 |
| CarMax Auto Owner Trust, "C", Series 2023-2, 5.57%, 11/15/2028  | 1000000 | &nbsp;&nbsp; 1015713 |
| Carvana Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-N3, 1.58%, 6/12/2028  | 1977078 | &nbsp;&nbsp; 1911447 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-N4, 2.3%, 9/11/2028  | 1286294 | &nbsp;&nbsp; 1249657 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-N1, 144A, 2.88%, 1/10/2028  | 3282746 | &nbsp;&nbsp; 3231958 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2022-P2, 4.13%, 4/12/2027  | 140613 | &nbsp;&nbsp; 140557 |
| &nbsp;&nbsp;&nbsp; "F", Series 2021-N1, 144A, 4.55%, 1/10/2028  | 819496 | &nbsp;&nbsp; 813832 |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-P3, 5.04%, 10/10/2028  | 1350000 | &nbsp;&nbsp; 1359209 |
| Chase Auto Owner Trust, "C", Series 2022-AA, 144A, 4.64%, 7/25/2028  | 1040000 | &nbsp;&nbsp; 1042284 |
| Chesapeake Funding II LLC, "C", Series 2023-2A, 144A, 6.15%, 10/15/2035  | 2430000 | &nbsp;&nbsp; 2503892 |
| Consumer Portfolio Services Auto Trust, "B", Series 2025-B, 144A, 4.79%, 11/15/2029  | 1130000 | &nbsp;&nbsp; 1131950 |
| CPS Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-B, 144A, 4.33%, 8/15/2028  | 658207 | &nbsp;&nbsp; 657732 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-C, 144A, 6.27%, 10/15/2029  | 1900000 | &nbsp;&nbsp; 1916498 |
| Exeter Automobile Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-1A, 144A, 2.21%, 2/15/2028  | 3000000 | &nbsp;&nbsp; 2973934 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-4A, 144A, 4.02%, 1/17/2028  | 4000000 | &nbsp;&nbsp; 3947297 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-3A, 5.09%, 10/15/2031  | 614000 | &nbsp;&nbsp; 620376 |
| Flagship Credit Auto Trust, "E", Series 2019-3, 144A, 3.84%, 12/15/2026  | 1268579 | &nbsp;&nbsp; 1267688 |
| Ford Credit Auto Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1, 144A, 1.91%, 10/17/2033  | 100000 | &nbsp;&nbsp; 97612 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-2, 144A, 2.11%, 5/15/2034  | 3253000 | &nbsp;&nbsp; 3136875 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-2, 144A, 2.6%, 5/15/2034  | 905000 | &nbsp;&nbsp; 875081 |
| Ford Credit Floorplan Master Owner Trust A, "C", Series 2020-2, 1.87%, 9/15/2027  | 3250000 | &nbsp;&nbsp; 3209961 |
| &nbsp;&nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, "C", Series 2023-2, 144A, 6.21%, <br> 4/16/2029 <br>| 2000000 | &nbsp;&nbsp; 2044751 |
| Hertz Vehicle Financing III LLC, "D", Series 2023-3A, 144A, 9.43%, 2/25/2028  | 1550000 | &nbsp;&nbsp; 1586287 |
| Hertz Vehicle Financing LLC, "D", Series 2022-4A, 144A, 6.56%, 9/25/2026  | 3416500 | &nbsp;&nbsp; 3416233 |
| Huntington Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2025-1, 144A, 4.957%, 3/21/2033  | 1569296 | &nbsp;&nbsp; 1575504 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-2, 144A, 5.442%, 10/20/2032  | 1102871 | &nbsp;&nbsp; 1113230 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-1, 144A, 6.153%, 5/20/2032  | 693225 | &nbsp;&nbsp; 705008 |
| JPMorgan Chase Bank NA, "G", Series 2021-3, 144A, 9.812%, 2/26/2029  | 4000000 | &nbsp;&nbsp; 4008111 |
| Onemain Direct Auto Receivables Trust, "A1", Series 2022-1A, 144A, 4.65%, 3/14/2029  | 526026 | &nbsp;&nbsp; 525381 |
| PenFed Auto Receivables Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-A, 144A, 4.6%, 12/15/2028  | 650000 | &nbsp;&nbsp; 649325 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-A, 144A, 4.83%, 12/15/2028  | 600000 | &nbsp;&nbsp; 599954 |
| Santander Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-B, 144A, 5.933%, 12/15/2033  | 1154259 | &nbsp;&nbsp; 1164827 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-C, 144A, 6.986%, 12/15/2032  | 66840 | &nbsp;&nbsp; 66927 |
| &nbsp;&nbsp;&nbsp; "D", Series 2022-C, 144A, 8.197%, 12/15/2032  | 203861 | &nbsp;&nbsp; 204260 |
| &nbsp;&nbsp;&nbsp; "D", Series 2022-A, 144A, 9.965%, 5/15/2032  | 2249038 | &nbsp;&nbsp; 2259804 |

---

------

---

| | | |
|:---|:---|:---|
| Santander Consumer Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-CA, 144A, 2.97%, 6/15/2028  | 61460 | &nbsp;&nbsp; 61029 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-BA, 144A, 3.09%, 3/15/2029  | 482240 | &nbsp;&nbsp; 476996 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-AA, 144A, 3.28%, 3/15/2027  | 1750000 | &nbsp;&nbsp; 1731723 |
| Santander Drive Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-5, 4.74%, 10/16/2028  | 643801 | &nbsp;&nbsp; 643611 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-3, 5.77%, 11/15/2030  | 1500000 | &nbsp;&nbsp; 1523779 |
| Securitized Term Auto Receivables Trust, "C", Series 2025-A, 144A, 5.185%, 7/25/2031  | 804286 | &nbsp;&nbsp; 809544 |
| U.S. Bank NA, "B", Series 2023-1, 144A, 6.789%, 8/25/2032  | 713921 | &nbsp;&nbsp; 722363 |
| United Auto Credit Securitization Trust, "B", Series 2024-1, 144A, 6.57%, 6/10/2027  | 1624015 | &nbsp;&nbsp; 1627557 |
| Westlake Automobile Receivables Trust, "C", Series 2022-3A, 144A, 6.44%, 12/15/2027  | 2494932 | &nbsp;&nbsp; 2508192 |
|  |  | &nbsp;&nbsp; **71650682** |
| **Credit Card Receivables 1.7%** | **Credit Card Receivables 1.7%** |  |
| &nbsp;&nbsp;&nbsp; Brex Commercial Charge Card Master Trust, "A1", Series 2024-1, 144A, 6.05%, <br> 7/15/2027 <br>| 1000000 | &nbsp;&nbsp; 1007656 |
| CARDS II Trust, "B", Series 2023-2A, 144A, 6.379%, 7/15/2028  | 2190000 | &nbsp;&nbsp; 2232466 |
| Continental Finance Credit Card ABS Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-A, 144A, 5.78%, 12/15/2032  | 1300000 | &nbsp;&nbsp; 1316361 |
| &nbsp;&nbsp;&nbsp; "A", Series 2022-A, 144A, 6.19%, 10/15/2030  | 3250000 | &nbsp;&nbsp; 3260138 |
| Evergreen Credit Card Trust, "C", Series 2025-CRT5, 144A, 5.53%, 5/15/2029  | 1965000 | &nbsp;&nbsp; 1982936 |
| &nbsp;&nbsp;&nbsp; Mercury Financial Credit Card Master Trust, "A", Series 2024-2A, 144A, 6.56%, <br> 7/20/2029 <br>| 4420000 | &nbsp;&nbsp; 4458925 |
| Mission Lane Credit Card Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-B, 144A, 5.21%, 9/15/2031 (a) | 1750000 | &nbsp;&nbsp; 1749919 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-B, 144A, 5.41%, 9/15/2031 (a) | 1000000 | &nbsp;&nbsp; 1000070 |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-B, 144A, 5.88%, 1/15/2030  | 2000000 | &nbsp;&nbsp; 2015898 |
|  |  | &nbsp;&nbsp; **19024369** |
| **Home Equity Loans 1.0%** | **Home Equity Loans 1.0%** |  |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, "A1", Series 2021-HE1, 144A, 30 day USD SOFR <br> Average + 0.75%, 5.055% (c), 1/25/2070 <br>| 411158 | &nbsp;&nbsp; 410188 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Equity Loan Trust, "2A", Series 2006-I, 1 mo. USD Term SOFR + <br> 0.254%, 4.566% (c), 1/15/2037 <br>| 407076 | &nbsp;&nbsp; 387879 |
| &nbsp;&nbsp;&nbsp; Credit-Based Asset Servicing and Securitization LLC, "AF2", Series 2006-CB2, <br> 2.985%, 12/25/2036 <br>| 1568767 | &nbsp;&nbsp; 1263966 |
| &nbsp;&nbsp;&nbsp; NovaStar Mortgage Funding Trust, "M3", Series 2004-3, 1 mo. USD Term SOFR + <br> 1.164%, 5.484% (c), 12/25/2034 <br>| 395501 | &nbsp;&nbsp; 364504 |
| &nbsp;&nbsp;&nbsp; People's Choice Home Loan Securities Trust, "A3", Series 2004-1, 1 mo. USD Term <br> SOFR + 1.154%, 5.474% (c), 6/25/2034 <br>| 1508945 | &nbsp;&nbsp; 1537164 |
| RCKT Mortgage Trust, "A1A", Series 2025-CES2, 144A, 5.503%, 2/25/2055  | 3061109 | &nbsp;&nbsp; 3075707 |
| Renaissance Home Equity Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2006-4, 5.545%, 1/25/2037  | 57029 | &nbsp;&nbsp; 18069 |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2007-2, 5.893%, 6/25/2037  | 340249 | &nbsp;&nbsp; 86948 |
| Southern Pacific Secured Assets Corp., "A8", Series 1998-2, 6.37%, 7/25/2029  | 11 | &nbsp;&nbsp; 11 |
| Towd Point Mortgage Trust, "A1", Series 2025-CRM1, 144A, 5.799%, 1/25/2065  | 3723584 | &nbsp;&nbsp; 3750324 |
|  |  | &nbsp;&nbsp; **10894760** |
| **Miscellaneous 11.5%** | **Miscellaneous 11.5%** |  |
| &nbsp;&nbsp;&nbsp; AB BSL CLO 5 Ltd., "B", Series 2024-5A, 144A, 3 mo. USD Term SOFR + 1.7%, <br> 6.015% (c), 1/20/2038 <br>| 600000 | &nbsp;&nbsp; 602311 |
| &nbsp;&nbsp;&nbsp; Allegro CLO V-S Ltd., "B1", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.9%, <br> 6.175% (c), 7/24/2037 <br>| 2700000 | &nbsp;&nbsp; 2707854 |
| &nbsp;&nbsp;&nbsp; Allegro CLO XV Ltd., "BR", Series 2022-1A, 144A, 3 mo. USD Term SOFR + 1.62%, <br> 5.931% (c), 4/20/2038 <br>| 3000000 | &nbsp;&nbsp; 3003261 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XL Ltd., "AR", Series 2022-40A, 144A, 3 mo. USD Term SOFR + 1.35%, <br> 5.606% (c), 7/15/2037 <br>| 2500000 | &nbsp;&nbsp; 2505925 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Apidos CLO XLVII Ltd., "C", Series 2024-47A, 144A, 3 mo. USD Term SOFR + <br> 2.35%, 6.633% (c), 4/26/2037 <br>| 1875000 | &nbsp;&nbsp; 1885174 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XVIII-R, "A2R2", Series 2018-18A, 144A, 3 mo. USD Term SOFR + <br> 1.58%, 5.852% (c), 1/22/2038 <br>| 2000000 | &nbsp;&nbsp; 2003402 |
| Applebee's Funding LLC, "A2", Series 2023-1A, 144A, 7.824%, 3/5/2053  | 2750000 | &nbsp;&nbsp; 2789785 |
| ARES LIX CLO Ltd., "C2", Series 2021-59A, 144A, 3.35%, 4/25/2034  | 1600000 | &nbsp;&nbsp; 1472790 |
| &nbsp;&nbsp;&nbsp; ARES LXXVII CLO Ltd., "A2", Series 2025-77A, 144A, 3 mo. USD Term SOFR + <br> 1.6%, 5.879% (c), 7/15/2038 (a)<br>| 2000000 | &nbsp;&nbsp; 2000000 |
| &nbsp;&nbsp;&nbsp; Balboa Bay Loan Funding Ltd., "A1", Series 2024-1A, 144A, 3 mo. USD Term SOFR + <br> 1.51%, 5.779% (c), 7/20/2037 <br>| 750000 | &nbsp;&nbsp; 752126 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO Ltd., "BR", Series 2020-2A, 144A, 3 mo. USD Term SOFR + 2.212%, <br> 6.481% (c), 10/20/2031 <br>| 7500000 | &nbsp;&nbsp; 7504740 |
| &nbsp;&nbsp;&nbsp; Battalion CLO XV Ltd., "BR", Series 2020-15A, 144A, 3 mo. USD Term SOFR + <br> 1.5%, 5.78% (c), 1/17/2033 <br>| 2500000 | &nbsp;&nbsp; 2497535 |
| &nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., "A1", Series 2023-21A, 144A, 3 mo. USD Term SOFR + <br> 2.05%, 6.319% (c), 10/18/2036 <br>| 900000 | &nbsp;&nbsp; 902372 |
| Carlyle Global Market Strategies CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "BR2", Series 2014-1A, 144A, 3 mo. USD Term SOFR + 1.662%, 5.941% (c), <br> 4/17/2031 <br>| 4000000 | &nbsp;&nbsp; 4009460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "BR4", Series 2012-4A, 144A, 3 mo. USD Term SOFR + 1.75%, 6.022% (c), <br> 4/22/2032 <br>| 2000000 | &nbsp;&nbsp; 2003082 |
| CF Hippolyta Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2021-1A, 144A, 1.98%, 3/15/2061  | 2920645 | &nbsp;&nbsp; 2743287 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2020-1, 144A, 2.28%, 7/15/2060  | 2497479 | &nbsp;&nbsp; 2471129 |
| &nbsp;&nbsp;&nbsp; CIFC Funding Ltd., "BR", Series 2022-7A, 144A, 3 mo. USD Term SOFR + 1.7%, <br> 5.972% (c), 1/22/2038 <br>| 1325000 | &nbsp;&nbsp; 1328865 |
| Cloud Capital Holdco LP, "A2", Series 2024-1A, 144A, 5.781%, 11/22/2049  | 1800000 | &nbsp;&nbsp; 1823542 |
| CyrusOne Data Centers Issuer I LLC, "A2", Series 2024-2A, 144A, 4.5%, 5/20/2049  | 4000000 | &nbsp;&nbsp; 3895124 |
| Dell Equipment Finance Trust, "C", Series 2025-1, 144A, 5.25%, 2/24/2031  | 1100000 | &nbsp;&nbsp; 1113258 |
| Domino's Pizza Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2I", Series 2018-1A, 144A, 4.116%, 7/25/2048  | 994875 | &nbsp;&nbsp; 991719 |
| &nbsp;&nbsp;&nbsp; "A2II", Series 2015-1A, 144A, 4.474%, 10/25/2045  | 3733187 | &nbsp;&nbsp; 3725238 |
| &nbsp;&nbsp;&nbsp; Dryden 50 Senior Loan Fund, "B", Series 2017-50A, 144A, 3 mo. USD Term SOFR + <br> 1.912%, 6.168% (c), 7/15/2030 <br>| 500000 | &nbsp;&nbsp; 500514 |
| Elara HGV Timeshare Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2023-A, 144A, 6.16%, 2/25/2038  | 992826 | &nbsp;&nbsp; 1023416 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-A, 144A, 7.3%, 2/25/2038  | 283665 | &nbsp;&nbsp; 292578 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 43 Ltd., "B", Series 2025-6A, 144A, 3 mo. USD Term SOFR + 1.7%, <br> 5.979% (c), 7/20/2038 (a)<br>| 1234000 | &nbsp;&nbsp; 1234000 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO II Ltd., "A2RR", Series 2019-2A, 144A, 3 mo. USD Term SOFR + <br> 1.55%, 5.819% (c), 10/20/2037 <br>| 1500000 | &nbsp;&nbsp; 1505597 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., "A1", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.52%, <br> 5.776% (c), 7/15/2037 <br>| 1412000 | &nbsp;&nbsp; 1417510 |
| Frontier Issuer LLC, "A2", Series 2023-1, 144A, 6.6%, 8/20/2053  | 750000 | &nbsp;&nbsp; 761852 |
| &nbsp;&nbsp;&nbsp; Galaxy 34 CLO Ltd., "A", Series 2024-34A, 144A, 3 mo. USD Term SOFR + 1.37%, <br> 5.639% (c), 10/20/2037 <br>| 2000000 | &nbsp;&nbsp; 2005664 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 53B Ltd., "CR", Series 2021-53A, 144A, 3 mo. USD Term <br> SOFR + 1.7%, 6.011% (c), 7/20/2034 <br>| 2400000 | &nbsp;&nbsp; 2380049 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 76 B Ltd., "A1", Series 2024-76A, 144A, 3 mo. USD Term <br> SOFR + 1.37%, 5.652% (c), 10/25/2037 <br>| 2000000 | &nbsp;&nbsp; 2002456 |
| Hilton Grand Vacations Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-AA, 144A, 2.34%, 7/25/2033  | 292021 | &nbsp;&nbsp; 286975 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-2A, 144A, 5.65%, 3/25/2038  | 2174104 | &nbsp;&nbsp; 2206470 |
| HINNT LLC, "B", Series 2024-A, 144A, 5.84%, 3/15/2043  | 585623 | &nbsp;&nbsp; 594457 |
| Hotwire Funding LLC, "A2", Series 2021-1, 144A, 2.311%, 11/20/2051  | 1268000 | &nbsp;&nbsp; 1220105 |
| HPEFS Equipment Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2024-1A, 144A, 5.82%, 11/20/2031  | 650000 | &nbsp;&nbsp; 654842 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-2A, 144A, 6.48%, 1/21/2031  | 1500000 | &nbsp;&nbsp; 1513308 |
| Jersey Mike's Funding, "A2I", Series 2021-1A, 144A, 2.891%, 2/15/2052  | 1980000 | &nbsp;&nbsp; 1916963 |
| Jersey Mike's Funding LLC, "A2", Series 2024-1A, 144A, 5.636%, 2/15/2055  | 1446375 | &nbsp;&nbsp; 1468946 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; LCM XVI LP, "BR2", Series 16A, 144A, 3 mo. USD Term SOFR + 2.012%, 6.268% <br> (c), 10/15/2031 <br>| 2120000 | &nbsp;&nbsp; 2122175 |
| &nbsp;&nbsp;&nbsp; Lewey Park CLO Ltd., "A2", Series 2024-1A, 144A, 3 mo. USD Term SOFR + 1.56%, <br> 5.829% (c), 10/21/2037 <br>| 1000000 | &nbsp;&nbsp; 1002682 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-1A, 144A, 2.1%, 4/20/2046  | 4647750 | &nbsp;&nbsp; 4126976 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-2A, 144A, 5.95%, 1/21/2053  | 2220000 | &nbsp;&nbsp; 830843 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-3A, 144A, 8.56%, 6/20/2053  | 605000 | &nbsp;&nbsp; 145247 |
| MVW LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-1WA, 144A, 1.44%, 1/22/2041  | 101409 | &nbsp;&nbsp; 96735 |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-1A, 144A, 1.74%, 10/20/2037  | 77924 | &nbsp;&nbsp; 75537 |
| &nbsp;&nbsp;&nbsp; "B", Series 2019-2A, 144A, 2.44%, 10/20/2038  | 212173 | &nbsp;&nbsp; 208737 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-1A, 144A, 2.73%, 10/20/2037  | 523647 | &nbsp;&nbsp; 511117 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-1A, 144A, 5.21%, 9/22/2042  | 1447478 | &nbsp;&nbsp; 1458563 |
| &nbsp;&nbsp;&nbsp; "B", Series 2023-1A, 144A, 5.42%, 10/20/2040  | 908517 | &nbsp;&nbsp; 918166 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-1A, 144A, 5.51%, 2/20/2043  | 1108296 | &nbsp;&nbsp; 1119510 |
| &nbsp;&nbsp;&nbsp; New Economy Assets Phase 1 Sponsor LLC, "B1", Series 2021-1, 144A, 2.41%, <br> 10/20/2061 <br>| 1125000 | &nbsp;&nbsp; 1031447 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-FHT1, 144A, 3.104%, 7/25/2026  | 414542 | &nbsp;&nbsp; 404637 |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-GNT1, 144A, 3.474%, 11/25/2026  | 787987 | &nbsp;&nbsp; 757483 |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-PLS1, 144A, 3.844%, 12/25/2025  | 277704 | &nbsp;&nbsp; 274913 |
| OCP CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A2", Series 2024-36A, 144A, 3 mo. USD Term SOFR + 1.55%, 5.811% (c), <br> 10/16/2037 <br>| 1000000 | &nbsp;&nbsp; 1001021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B1", Series 2024-36A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.961% (c), <br> 10/16/2037 <br>| 1000000 | &nbsp;&nbsp; 1002973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "BR2", Series 2019-17A, 144A, 3 mo. USD Term SOFR + 1.75%, 6.019% (c), <br> 7/20/2037 <br>| 250000 | &nbsp;&nbsp; 250625 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., "A1R", Series 2022-3A, 144A, 3 mo. USD Term SOFR + <br> 1.35%, 5.619% (c), 7/20/2037 <br>| 2300000 | &nbsp;&nbsp; 2305308 |
| Point Broadband Funding LLC, "A2", Series 2025-1A, 144A, 5.336%, 7/20/2055 (a) | 1000000 | &nbsp;&nbsp; 1000000 |
| &nbsp;&nbsp;&nbsp; Regatta 34 Funding Ltd., "A2", Series 2025-3A, 144A, 3 mo. USD Term SOFR + <br> 1.75%, 6.044% (c), 7/20/2038 <br>| 1600000 | &nbsp;&nbsp; 1607070 |
| &nbsp;&nbsp;&nbsp; RR 35 Ltd., "A2", Series 2024-35A, 144A, 3 mo. USD Term SOFR + 1.7%, 6.002% (c), <br> 1/15/2040 <br>| 2400000 | &nbsp;&nbsp; 2413289 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO 29 Ltd., "B", Series 2025-29A, 144A, 3 mo. USD Term SOFR + <br> 1.65%, 5.929% (c), 7/17/2038 (a)<br>| 929000 | &nbsp;&nbsp; 929000 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XIV Ltd., "A2R2", Series 2019-14A, 144A, 3 mo. USD Term SOFR + <br> 1.4%, 5.717% (c), 1/20/2038 <br>| 2000000 | &nbsp;&nbsp; 1993498 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XXV Ltd., "B", Series 2024-25A, 144A, 3 mo. USD Term SOFR + <br> 1.8%, 6.075% (c), 7/24/2037 <br>| 2700000 | &nbsp;&nbsp; 2708562 |
| Switch ABS Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-2A, 144A, 5.436%, 6/25/2054  | 1250000 | &nbsp;&nbsp; 1259306 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-1A, 144A, 6.28%, 3/25/2054  | 2124000 | &nbsp;&nbsp; 2166309 |
| &nbsp;&nbsp;&nbsp; Texas Debt Capital CLO Ltd., "A2R", Series 2023-1A, 144A, 3 mo. USD Term SOFR + <br> 1.55%, 5.825% (c), 7/20/2038 <br>| 2200000 | &nbsp;&nbsp; 2200000 |
| &nbsp;&nbsp;&nbsp; TICP CLO XI Ltd., "AR", Series 2018-11A, 144A, 3 mo. USD Term SOFR + 1.53%, <br> 5.812% (c), 4/25/2037 <br>| 1500000 | &nbsp;&nbsp; 1504833 |
| &nbsp;&nbsp;&nbsp; Venture XXVI CLO Ltd., "BR", Series 2017-26A, 144A, 3 mo. USD Term SOFR + <br> 1.962%, 6.231% (c), 1/20/2029 <br>| 22081 | &nbsp;&nbsp; 22084 |
| Voya CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A3R2", Series 2016-3A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.969% (c), <br> 10/18/2031 <br>| 5000000 | &nbsp;&nbsp; 5002275 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-1A, 144A, 3 mo. USD Term SOFR + 2%, 6.256% (c), 4/15/2037  | 2650000 | &nbsp;&nbsp; 2658599 |
| Wingstop Funding LLC, "A2", Series 2024-1A, 144A, 5.858%, 12/5/2054  | 1200000 | &nbsp;&nbsp; 1222346 |
| &nbsp;&nbsp;&nbsp; Zais CLO 13 Ltd., "A1AR", Series 2019-13A, 144A, 3 mo. USD Term SOFR + 1.3%, <br> 5.556% (c), 7/15/2032 <br>| 1504347 | &nbsp;&nbsp; 1504542 |

---

------

---

| | | |
|:---|:---|:---|
| Zayo Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2025-1A, 144A, 5.648%, 3/20/2055  | 2000000 | &nbsp;&nbsp; 2041735 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2025-2A, 144A, 5.953%, 6/20/2055  | 1500000 | &nbsp;&nbsp; 1547350 |
|  |  | &nbsp;&nbsp; **129143174** |
| **Total Asset-Backed** (Cost $231,578,929) | **Total Asset-Backed** (Cost $231,578,929) | &nbsp;&nbsp; **230712985** |
| **Commercial Mortgage-Backed Securities 9.6%** | **Commercial Mortgage-Backed Securities 9.6%** |  |
| 20 Times Square Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2018-20TS, 144A, 3.203% (c), 5/15/2035  | 2500000 | &nbsp;&nbsp; 2318750 |
| &nbsp;&nbsp;&nbsp; "C", Series 2018-20TS, 144A, 3.203% (c), 5/15/2035  | 1000000 | &nbsp;&nbsp; 915000 |
| 2023-MIC Trust, "B", Series 2023-MIC, 144A, 9.863% (c), 12/5/2038  | 2650000 | &nbsp;&nbsp; 2890665 |
| BAHA Trust, "A", Series 2024-MAR, 144A, 6.171% (c), 12/10/2041  | 3343000 | &nbsp;&nbsp; 3460797 |
| Bank, "A5", Series 2021-BN34, 2.438%, 6/15/2063  | 500000 | &nbsp;&nbsp; 431145 |
| &nbsp;&nbsp;&nbsp; BF Mortgage Trust, "B", Series 2019-NYT, 144A, 1 mo. USD Term SOFR + 1.697%, <br> 6.009% (c), 12/15/2035 <br>| 500000 | &nbsp;&nbsp; 479754 |
| &nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, "A", Series 2018-ATLS, 144A, 1 mo. USD Term SOFR + <br> 1.547%, 5.859% (c), 7/15/2035 <br>| 2500000 | &nbsp;&nbsp; 2498694 |
| BPR Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-PMDW, 144A, 5.358%, 11/5/2041  | 893000 | &nbsp;&nbsp; 906556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.264%, 5.576% (c), <br> 9/15/2038 <br>| 1806000 | &nbsp;&nbsp; 1799271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.814%, 6.126% (c), <br> 9/15/2038 <br>| 340000 | &nbsp;&nbsp; 337889 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-VIV5, 144A, 2.843%, 3/9/2044  | 375000 | &nbsp;&nbsp; 338512 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-VIV3, 144A, 3.662% (c), 3/9/2044  | 2000000 | &nbsp;&nbsp; 1859756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2019-IMC, 144A, 1 mo. USD Term SOFR + 1.046%, 5.358% (c), <br> 4/15/2034 <br>| 941959 | &nbsp;&nbsp; 934894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2019-IMC, 144A, 1 mo. USD Term SOFR + 1.346%, 5.658% (c), <br> 4/15/2034 <br>| 3500000 | &nbsp;&nbsp; 3454063 |
| BX Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2019-OC11, 144A, 4.075% (c), 12/9/2041  | 2500000 | &nbsp;&nbsp; 2337021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "D", Series 2021-ARIA, 144A, 1 mo. USD Term SOFR + 2.01%, 6.322% (c), <br> 10/15/2036 <br>| 1725000 | &nbsp;&nbsp; 1721766 |
| BXP Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-601L, 144A, 2.868% (c), 1/15/2044  | 2000000 | &nbsp;&nbsp; 1700738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2017-CQHP, 144A, 1 mo. USD Term SOFR + 0.897%, 5.209% (c), <br> 11/15/2034 <br>| 344339 | &nbsp;&nbsp; 330794 |
| CFK Trust, "A", Series 2020-MF2, 144A, 2.387%, 3/15/2039  | 3450000 | &nbsp;&nbsp; 3231997 |
| COMM Mortgage Trust, "B", Series 2013-CR6, 144A, 3.397%, 3/10/2046  | 989156 | &nbsp;&nbsp; 945903 |
| &nbsp;&nbsp;&nbsp; Credit Suisse Mortgage Trust, "B", Series 2020-FACT, 144A, 1 mo. USD Term SOFR + <br> 2.614%, 6.926% (c), 10/15/2037 <br>| 2756000 | &nbsp;&nbsp; 2684833 |
| CSAIL Commercial Mortgage Trust, "AS", Series 2016-C6, 3.346%, 1/15/2049  | 1000000 | &nbsp;&nbsp; 968942 |
| &nbsp;&nbsp;&nbsp; DBGS Mortgage Trust, "B", Series 2018-5BP, 144A, 1 mo. USD Term SOFR + 1.077%, <br> 5.389% (c), 6/15/2033 <br>| 2500000 | &nbsp;&nbsp; 2306250 |
| FHLMC Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp; "X1P", Series KL05, Interest Only, 1.024% (c), 6/25/2029  | 17800000 | &nbsp;&nbsp; 567103 |
| &nbsp;&nbsp;&nbsp; "X1", Series K058, Interest Only, 1.025% (c), 8/25/2026  | 21246786 | &nbsp;&nbsp; 167165 |
| &nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Mortgage Trust, "C", Series 2024-FBLU, 144A, 1 mo. USD <br> Term SOFR + 2.15%, 6.462% (c), 12/15/2039 <br>| 533000 | &nbsp;&nbsp; 531668 |
| Freddie Mac Multifamily Structured Credit Risk: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1", Series 2021-MN1, 144A, 30 day USD SOFR Average + 2.0%, 6.305% (c), <br> 1/25/2051 <br>| 306117 | &nbsp;&nbsp; 304714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-MN1, 144A, 30 day USD SOFR Average + 3.75%, 8.055% (c), <br> 1/25/2051 <br>| 1808000 | &nbsp;&nbsp; 1853012 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, "B", Series 2021-IP, 144A, 1 mo. USD Term SOFR <br> + 1.264%, 5.576% (c), 10/15/2036 <br>| 3000000 | &nbsp;&nbsp; 2981364 |
| GS Mortgage Securities Trust, "AS", Series 2013-GC13, 144A, 4.012% (c), 7/10/2046  | 294039 | &nbsp;&nbsp; 288897 |

---

------

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, "B", Series 2025-MAUI, 144A, 1 mo. USD Term SOFR + 1.742%, <br> 6.054% (c), 3/15/2042 <br>| 750000 | &nbsp;&nbsp; 749531 |
| &nbsp;&nbsp;&nbsp; Hilt Commercial Mortgage Trust, "B", Series 2024-ORL, 144A, 1 mo. USD Term SOFR <br> + 1.941%, 6.252% (c), 5/15/2037 <br>| 750000 | &nbsp;&nbsp; 749766 |
| Hudson Yards Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-30HY, 144A, 3.228%, 7/10/2039  | 2000000 | &nbsp;&nbsp; 1877217 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-SPRL, 144A, 6.15% (c), 1/13/2040  | 540000 | &nbsp;&nbsp; 556011 |
| ILPT Commercial Mortgage Trust, "C", Series 2025-LPF2, 144A, 5.829%, 7/15/2042  | 1000000 | &nbsp;&nbsp; 1012370 |
| IRV Trust, "C", Series 2025-200P, 144A, 5.921% (c), 3/14/2047  | 1905000 | &nbsp;&nbsp; 1892522 |
| JPMDB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A5", Series 2020-COR7, 2.18%, 5/13/2053  | 1950000 | &nbsp;&nbsp; 1623645 |
| &nbsp;&nbsp;&nbsp; "AS", Series 2016-C4, 3.385%, 12/15/2049  | 1000000 | &nbsp;&nbsp; 951179 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-1MEM, 144A, 2.516%, 10/9/2042  | 1500000 | &nbsp;&nbsp; 1245747 |
| &nbsp;&nbsp;&nbsp; "A", Series 2016-NINE, 144A, 2.949% (c), 9/6/2038  | 1500000 | &nbsp;&nbsp; 1462502 |
| &nbsp;&nbsp;&nbsp; "B", Series 2016-NINE, 144A, 2.949% (c), 9/6/2038  | 5000000 | &nbsp;&nbsp; 4838107 |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-OSB, 144A, 3.397%, 6/5/2039  | 1000000 | &nbsp;&nbsp; 938136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2018-PHH, 144A, 1 mo. USD Term SOFR + 1.257%, 5.569% (c), <br> 6/15/2035 <br>| 5281517 | &nbsp;&nbsp; 4545312 |
| &nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust, "B", Series 2024-MRCO, 144A, 1 mo. USD Term <br> SOFR + 1.941%, 6.252% (c), 6/15/2039 <br>| 4000000 | &nbsp;&nbsp; 4000000 |
| &nbsp;&nbsp;&nbsp; KIND Trust, "A", Series 2021-KIND, 144A, 1 mo. USD Term SOFR + 1.064%, 5.38% <br> (c), 8/15/2038 <br>| 2975160 | &nbsp;&nbsp; 2941689 |
| LEX Mortgage Trust, "A", Series 2024-BBG, 144A, 5.036% (c), 10/13/2033  | 750000 | &nbsp;&nbsp; 753926 |
| Manhattan West Mortgage Trust, "A", Series 2020-1MW, 144A, 2.13%, 9/10/2039  | 1000000 | &nbsp;&nbsp; 945696 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, "A3", Series 2017-C33, 3.295%, <br> 5/15/2050 <br>| 2118545 | &nbsp;&nbsp; 2090087 |
| MRCD Mortgage Trust, "C", Series 2019-PARK, 144A, 2.718%, 12/15/2036  | 5000000 | &nbsp;&nbsp; 3838000 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, "XA", Series 2023-2, Interest Only, 1.141% (c), <br> 12/15/2056 <br>| 15190095 | &nbsp;&nbsp; 896118 |
| One New York Plaza Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AJ", Series 2020-1NYP, 144A, 1 mo. USD Term SOFR + 1.364%, 5.676% (c), <br> 1/15/2036 <br>| 2378000 | &nbsp;&nbsp; 2293825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2020-1NYP, 144A, 1 mo. USD Term SOFR + 1.614%, 5.926% (c), <br> 1/15/2036 <br>| 1166000 | &nbsp;&nbsp; 1114524 |
| ROCK Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-CNTR, 144A, 5.388%, 11/13/2041  | 1189000 | &nbsp;&nbsp; 1216329 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-CNTR, 144A, 5.93%, 11/13/2041  | 4000000 | &nbsp;&nbsp; 4123186 |
| &nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, "B", Series 2024-DSNY, 144A, 1 mo. USD Term <br> SOFR + 1.741%, 6.053% (c), 5/15/2039 <br>| 500000 | &nbsp;&nbsp; 497504 |
| SLG Office Trust, "A", Series 2021-OVA, 144A, 2.585%, 7/15/2041  | 4000000 | &nbsp;&nbsp; 3508379 |
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Trust, "B", Series 2021-LIH, 144A, 1 mo. USD Term SOFR + <br> 1.77%, 6.082% (c), 11/15/2036 <br>| 500000 | &nbsp;&nbsp; 497813 |
| &nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, "A", Series 2025-DATA, 144A, 1 mo. USD Term <br> SOFR + 1.443%, 5.755% (c), 2/15/2042 <br>| 2000000 | &nbsp;&nbsp; 1985203 |
| UBS Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C7, Interest Only, 1.123% (c), 12/15/2050  | 22227639 | &nbsp;&nbsp; 451474 |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C1, Interest Only, 1.621% (c), 6/15/2050  | 15918678 | &nbsp;&nbsp; 310928 |
| WB Commercial Mortgage Trust, "A", Series 2024-HQ, 144A, 6.134% (c), 3/15/2040  | 3358000 | &nbsp;&nbsp; 3367854 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2016-C34, 2.603%, 6/15/2049  | 43631 | &nbsp;&nbsp; 43547 |
| &nbsp;&nbsp;&nbsp; "ASB", Series 2015-C31, 3.487%, 11/15/2048  | 2 | &nbsp;&nbsp; 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2021-SAVE, 144A, 1 mo. USD Term SOFR + 2.014%, 6.326% (c), <br> 2/15/2040 <br>| 2051200 | &nbsp;&nbsp; 2050061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "D", Series 2021-SAVE, 144A, 1 mo. USD Term SOFR + 2.714%, 7.026% (c), <br> 2/15/2040 <br>| 800000 | &nbsp;&nbsp; 799555 |
| WHARF Commercial Mortgage Trust, "B", Series 2025-DC, 144A, 5.544%, 7/15/2040  | 1700000 | &nbsp;&nbsp; 1729158 |
| **Total Commercial Mortgage-Backed Securities** (Cost $107,923,124) | **Total Commercial Mortgage-Backed Securities** (Cost $107,923,124) | &nbsp;&nbsp; **107444816** |

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------

---

| | | |
|:---|:---|:---|
| **Collateralized Mortgage Obligations 7.3%** | **Collateralized Mortgage Obligations 7.3%** |  |
| Angel Oak Mortgage Trust, "A1", Series 2021-1, 144A, 0.909%, 1/25/2066 | 384564 | &nbsp;&nbsp; 333143 |
| Banc of America Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "2A3", Series 2005-J, 5.545% (c), 11/25/2035  | 43904 | &nbsp;&nbsp; 38777 |
| &nbsp;&nbsp;&nbsp; "2A8", Series 2003-J, 5.782% (c), 11/25/2033  | 93624 | &nbsp;&nbsp; 83829 |
| &nbsp;&nbsp;&nbsp; "A15", Series 2006-2, 6.0%, 7/25/2046  | 5009 | &nbsp;&nbsp; 4375 |
| Barclays Mortgage Loan Trust, "A2", Series 2021-NQM1, 144A, 1.984%, 9/25/2051 | 945676 | &nbsp;&nbsp; 849791 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage Trust, "5A", Series 2003-8, 5.743% (c), <br> 1/25/2034<br>| 206850 | &nbsp;&nbsp; 182580 |
| Chase Mortgage Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.35%, 5.655% (c), <br> 2/25/2050 <br>| 1753589 | &nbsp;&nbsp; 1706151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.55%, 5.855% (c), <br> 2/25/2050 <br>| 913856 | &nbsp;&nbsp; 890698 |
| CHL Mortgage Pass-Through Trust, "5A1", Series 2005-HY10, 4.791%, 2/20/2036 | 1706 | &nbsp;&nbsp; 1373 |
| COLT Funding LLC, "A2", Series 2021-3R, 144A, 1.257%, 12/25/2064 | 221963 | &nbsp;&nbsp; 204263 |
| COLT Mortgage Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2021-2R, 144A, 0.798%, 7/27/2054  | 203085 | &nbsp;&nbsp; 186407 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-1, 144A, 1.167%, 6/25/2066  | 633497 | &nbsp;&nbsp; 546469 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-2, 144A, 1.335%, 8/25/2066  | 1554351 | &nbsp;&nbsp; 1320878 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-HX1, 144A, 1.348%, 10/25/2066  | 688927 | &nbsp;&nbsp; 594805 |
| Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2021-R03, 144A, 30 day USD SOFR Average + 1.65%, 5.955% (c), <br> 12/25/2041 <br>| 500000 | &nbsp;&nbsp; 502970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M1", Series 2023-R04, 144A, 30 day USD SOFR Average + 2.3%, 6.606% (c), <br> 5/25/2043 <br>| 2294734 | &nbsp;&nbsp; 2342785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1B1", Series 2024-R01, 144A, 30 day USD SOFR Average + 2.7%, 7.005% (c), <br> 1/25/2044 <br>| 1000000 | &nbsp;&nbsp; 1024013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2022-R04, 144A, 30 day USD SOFR Average + 3.1%, 7.405% (c), <br> 3/25/2042 <br>| 250000 | &nbsp;&nbsp; 257516 |
| &nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., "5A1", Series 2004-7, 5.0%, <br> 10/25/2019<br>| 33992 | &nbsp;&nbsp; 34659 |
| CSMC Trust , "B4", Series 2013-IVR3, 144A, 3.399% (c), 5/25/2043 | 1166301 | &nbsp;&nbsp; 878060 |
| Ellington Financial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-2, 144A, 1.291%, 6/25/2066  | 490647 | &nbsp;&nbsp; 413603 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-3, 144A, 1.396%, 9/25/2066  | 1987460 | &nbsp;&nbsp; 1651913 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2020-2, 144A, 1.64%, 10/25/2065  | 513139 | &nbsp;&nbsp; 481512 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; "AI", Series 5175, Interest Only, 2.5%, 12/25/2049  | 3923635 | &nbsp;&nbsp; 528413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AS", Series 5501, 15.51% minus (2.2 x 30 day USD SOFR Average), 6.039% (c), <br> 2/25/2055 <br>| 3370026 | &nbsp;&nbsp; 3361980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA1, 144A, 30 day USD SOFR Average + 2.764%, 7.07% (c), <br> 1/25/2049 <br>| 36906 | &nbsp;&nbsp; 37661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1B", Series 2023-DNA2, 144A, 30 day USD SOFR Average + 3.25%, 7.556% (c), <br> 4/25/2043 <br>| 2000000 | &nbsp;&nbsp; 2095528 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AO", Series 2023-53, Principal Only, Zero Coupon, 11/25/2053  | 5700770 | &nbsp;&nbsp; 4829273 |
| &nbsp;&nbsp;&nbsp; "NI", Series 2021-49, Interest Only, 2.5%, 6/25/2051  | 2500503 | &nbsp;&nbsp; 411778 |
| &nbsp;&nbsp;&nbsp; "I", Series 2021-57, Interest Only, 2.5%, 7/25/2051  | 3262177 | &nbsp;&nbsp; 502339 |
| &nbsp;&nbsp;&nbsp; "DE", Series 2014-18, 4.0%, 8/25/2042  | 162987 | &nbsp;&nbsp; 160299 |
| &nbsp;&nbsp;&nbsp; "IM", Series 2014-72, Interest Only, 4.5%, 3/25/2044  | 671479 | &nbsp;&nbsp; 54556 |
| &nbsp;&nbsp;&nbsp; "2", Series 350, Interest Only, 5.5%, 3/25/2034  | 32856 | &nbsp;&nbsp; 5027 |
| &nbsp;&nbsp;&nbsp; "DU", Series 2024-9, 5.5%, 3/25/2054  | 918996 | &nbsp;&nbsp; 921351 |
| &nbsp;&nbsp;&nbsp; "FE", Series 2024-87, 30 day USD SOFR Average + 1.85%, 6.0% (c), 12/25/2054  | 3665548 | &nbsp;&nbsp; 3683787 |
| &nbsp;&nbsp;&nbsp; "AF", Series 2025-1, 30 day USD SOFR Average + 1.85%, 6.0% (c), 2/25/2055  | 4675950 | &nbsp;&nbsp; 4693010 |
| &nbsp;&nbsp;&nbsp; "1A6", Series 2007-W8, 6.754% (c), 9/25/2037  | 224186 | &nbsp;&nbsp; 232893 |

---

------

---

| | | |
|:---|:---|:---|
| Freddie Mac Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-DNA7, 144A, 30 day USD SOFR Average + 1.8%, 6.105% (c), <br> 11/25/2041 <br>| 1200000 | &nbsp;&nbsp; 1208571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA2, 144A, 30 day USD SOFR Average + 2.564%, 6.87% (c), <br> 3/25/2049 <br>| 228170 | &nbsp;&nbsp; 231673 |
| GCAT Trust, "A2", Series 2021-NQM2, 144A, 1.242%, 5/25/2066 | 561388 | &nbsp;&nbsp; 481913 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AI", Series 2021-1, Interest Only, 2.0%, 1/20/2051  | 7677915 | &nbsp;&nbsp; 943282 |
| &nbsp;&nbsp;&nbsp; "KI", Series 2020-160, Interest Only, 2.5%, 10/20/2050  | 3736673 | &nbsp;&nbsp; 420221 |
| &nbsp;&nbsp;&nbsp; "EI", Series 2021-105, Interest Only, 2.5%, 5/20/2051  | 5112132 | &nbsp;&nbsp; 779504 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2021-121, Interest Only, 2.5%, 7/20/2051  | 7079647 | &nbsp;&nbsp; 779758 |
| &nbsp;&nbsp;&nbsp; "UZ", Series 2025-41, 6.0%, 3/20/2055  | 4958021 | &nbsp;&nbsp; 5039313 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039  | 94184 | &nbsp;&nbsp; 20900 |
| &nbsp;&nbsp;&nbsp; Government National Mortgage Association REMICS, "HJ", Series 2024-8, 5.0%, <br> 1/20/2054<br>| 3204960 | &nbsp;&nbsp; 2927613 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, "A2", Series 2020-NQM1, 144A, 1.791%, <br> 9/27/2060<br>| 67832 | &nbsp;&nbsp; 63830 |
| Imperial Fund Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-NQM1, 144A, 1.205%, 6/25/2056  | 952781 | &nbsp;&nbsp; 830127 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-NQM2, 144A, 1.362%, 9/25/2056  | 530893 | &nbsp;&nbsp; 452253 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2022-NQM4, 144A, 4.767%, 6/25/2067  | 1871909 | &nbsp;&nbsp; 1864727 |
| JPMorgan Chase Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.55%, 5.855% (c), <br> 3/25/2051 <br>| 1145691 | &nbsp;&nbsp; 1124212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.8%, 6.105% (c), <br> 3/25/2051 <br>| 580158 | &nbsp;&nbsp; 572848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1", Series 2020-CL1, 144A, 1 mo. USD Term SOFR + 2.364%, 6.684% (c), <br> 10/25/2057 <br>| 1933655 | &nbsp;&nbsp; 1994493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M4", Series 2021-CL1, 144A, 30 day USD SOFR Average + 2.75%, 7.055% (c), <br> 3/25/2051 <br>| 643537 | &nbsp;&nbsp; 641855 |
| JPMorgan Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A11", Series 2024-6, 144A, 30 day USD SOFR Average + 1.25%, 5.555% (c), <br> 12/25/2054 <br>| 3035941 | &nbsp;&nbsp; 3036021 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-DSC1, 144A, 5.664%, 9/25/2065  | 1984644 | &nbsp;&nbsp; 1997726 |
| &nbsp;&nbsp;&nbsp; "6A1", Series 2005-A6, 7.75%, 8/25/2035  | 129752 | &nbsp;&nbsp; 128085 |
| Merrill Lynch Mortgage Investors Trust, "1A", Series 2004-1, 6.395% (c), 12/25/2034 | 1839 | &nbsp;&nbsp; 1799 |
| MFA Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-INV1, 144A, 1.262%, 1/25/2056  | 88241 | &nbsp;&nbsp; 84923 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-NQM2, 144A, 1.472%, 11/25/2064  | 316848 | &nbsp;&nbsp; 280421 |
| RCKT Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2024-CES7, 144A, 5.158%, 10/25/2044  | 2548027 | &nbsp;&nbsp; 2540718 |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2025-CES1, 144A, 5.653%, 1/25/2045  | 2329932 | &nbsp;&nbsp; 2343774 |
| &nbsp;&nbsp;&nbsp; "A1B", Series 2024-CES9, 144A, 5.683%, 12/25/2044  | 1612593 | &nbsp;&nbsp; 1619429 |
| Residential Accredit Loans, Inc. Trust, "A1", Series 2003-QS18, 5.0%, 9/25/2018 | 168 | &nbsp;&nbsp; 126 |
| Residential Asset Mortgage Products Trust, "A4", Series 2004-SL4, 7.0%, 7/25/2032 | 25037 | &nbsp;&nbsp; 24819 |
| Sequoia Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B4", Series 2013-2, 3.639% (c), 2/25/2043  | 426345 | &nbsp;&nbsp; 415298 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-3, 144A, 6.0%, 4/25/2055  | 2207367 | &nbsp;&nbsp; 2227490 |
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, "A3", Series 2020-INV1, 144A, 1.593%, <br> 11/25/2055<br>| 198596 | &nbsp;&nbsp; 188289 |
| Towd Point Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "M1", Series 2017-1, 144A, 3.75%, 10/25/2056  | 2000000 | &nbsp;&nbsp; 1960721 |
| &nbsp;&nbsp;&nbsp; "M1", Series 2022-SJ1, 144A, 4.5%, 3/25/2062  | 2500000 | &nbsp;&nbsp; 2387024 |
| Verus Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-R3, 144A, 1.277%, 4/25/2064  | 240791 | &nbsp;&nbsp; 227310 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2020-4, 144A, 2.912%, 5/25/2065  | 209314 | &nbsp;&nbsp; 205291 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2021-R3, 144A, 3.066%, 4/25/2064  | 4277000 | &nbsp;&nbsp; 3588512 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates Trust, "A9", Series 2003-S9, <br> 5.25%, 10/25/2033<br>| 165612 | &nbsp;&nbsp; 164112 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bank, "M1", Series 2021-CL2, 144A, 30 day USD SOFR Average + <br> 3.15%, 7.455% (c), 7/25/2059<br>| 2180939 | &nbsp;&nbsp; 2255466 |
| **Total Collateralized Mortgage Obligations** (Cost $84,054,338) | **Total Collateralized Mortgage Obligations** (Cost $84,054,338) | &nbsp;&nbsp; **82102912** |
| **Government & Agency Obligations 9.5%** | **Government & Agency Obligations 9.5%** |  |
| **Other Government Related (d) 0.2%** | **Other Government Related (d) 0.2%** |  |
| Central American Bank for Economic Integration, 144A, 5.0%, 2/9/2026  | 2500000 | &nbsp;&nbsp; 2506627 |
| Vnesheconombank: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.942%, 11/21/2023\* (e) | 500000 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp; 144A, 6.025%, 7/5/2022\* (e) | 1500000 | &nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp; **2506627** |
| **Sovereign Bonds 0.5%** | **Sovereign Bonds 0.5%** |  |
| Brazil Government International Bonds, 5.5%, 11/6/2030  | 1692000 | &nbsp;&nbsp; 1695046 |
| Mexico Government International Bond, 6.0%, 5/13/2030  | 447000 | &nbsp;&nbsp; 462198 |
| Romania Government International Bonds, 144A, 5.875%, 1/30/2029  | 3000000 | &nbsp;&nbsp; 3020073 |
|  |  | &nbsp;&nbsp; **5177317** |
| **U.S. Treasury Obligations 8.8%** | **U.S. Treasury Obligations 8.8%** |  |
| U.S. Treasury Bills, 4.158% (f), 8/7/2025 (g) | 1500000 | &nbsp;&nbsp; 1493447 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp; 0.375%, 11/30/2025 | 1000000 | &nbsp;&nbsp; 983936 |
| &nbsp;&nbsp;&nbsp; 0.375%, 1/31/2026 | 5000000 | &nbsp;&nbsp; 4889893 |
| &nbsp;&nbsp;&nbsp; 0.625%, 3/31/2027 | 5000000 | &nbsp;&nbsp; 4736328 |
| &nbsp;&nbsp;&nbsp; 0.875%, 9/30/2026 | 4000000 | &nbsp;&nbsp; 3853125 |
| &nbsp;&nbsp;&nbsp; 1.25%, 4/30/2028 | 7000000 | &nbsp;&nbsp; 6542539 |
| &nbsp;&nbsp;&nbsp; 1.375%, 12/31/2028 | 15000000 | &nbsp;&nbsp; 13857422 |
| &nbsp;&nbsp;&nbsp; 1.5%, 8/15/2026 | 5000000 | &nbsp;&nbsp; 4865820 |
| &nbsp;&nbsp;&nbsp; 1.625%, 10/31/2026 | 8000000 | &nbsp;&nbsp; 7767188 |
| &nbsp;&nbsp;&nbsp; 1.625%, 8/15/2029 | 5000000 | &nbsp;&nbsp; 4604297 |
| &nbsp;&nbsp;&nbsp; 3.25%, 6/30/2029 | 10000000 | &nbsp;&nbsp; 9817187 |
| &nbsp;&nbsp;&nbsp; 3.375%, 9/15/2027 | 10000000 | &nbsp;&nbsp; 9930859 |
| &nbsp;&nbsp;&nbsp; 4.0%, 10/31/2029 | 10000000 | &nbsp;&nbsp; 10095312 |
| &nbsp;&nbsp;&nbsp; 4.625%, 3/15/2026 | 4500000 | &nbsp;&nbsp; 4515864 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/2028 | 10000000 | &nbsp;&nbsp; 10477344 |
|  |  | &nbsp;&nbsp; **98430561** |
| **Total Government & Agency Obligations** (Cost 107,635,384) | **Total Government & Agency Obligations** (Cost 107,635,384) | &nbsp;&nbsp; **106114505** |
| **Loan Participations and Assignments 0.4%** | **Loan Participations and Assignments 0.4%** |  |
| **Senior Loans (c)** | **Senior Loans (c)** |  |
| &nbsp;&nbsp;&nbsp; Cablevision Lightpath LLC, Term Loan, 1 mo. USD Term SOFR + 3.0%, 7.312%, <br> 11/30/2027<br>| 498750 | &nbsp;&nbsp; 500825 |
| Lumen Technologies, Inc., Term Loan B1, 4/16/2029 (h) | 992393 | &nbsp;&nbsp; 981854 |
| TransDigm, Inc., Term Loan, 3 mo. USD Term SOFR + 2.5%, 6.796%, 1/19/2032 | 994987 | &nbsp;&nbsp; 997609 |
| &nbsp;&nbsp;&nbsp; Windsor Holdings III LLC, Term Loan B, 1 mo. USD Term SOFR + 2.75%, 7.072%, <br> 8/1/2030<br>| 1738949 | &nbsp;&nbsp; 1741409 |
| **Total Loan Participations and Assignments** (Cost $4,224,970) | **Total Loan Participations and Assignments** (Cost $4,224,970) | &nbsp;&nbsp; **4221697** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value ($)** |
| **Exchange-Traded Funds 1.0%** | **Exchange-Traded Funds 1.0%** |  |
| SPDR Bloomberg Short Term High Yield Bond ETF (b) (Cost $11,181,900) | 450000 | &nbsp;&nbsp; **11466000** |

---

------

---

| | | |
|:---|:---|:---|
| **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** |  |
| &nbsp;&nbsp;&nbsp; DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional <br> Shares", 4.25% (i) (j) (Cost $18,629,206)<br>| 18629206 | &nbsp;&nbsp; **18629206** |
| **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** |  |
| DWS Central Cash Management Government Fund, 4.37% (i) (Cost $1,857,267) | 1857267 | &nbsp;&nbsp; **1857267** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **% of Net**<br> **Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $1,200,940,238) | 107.7 | &nbsp;&nbsp; **1203799167** |
| **Other Assets and Liabilities, Net**  | (7.7)<br>| &nbsp;&nbsp; **(86415245)**<br>|
| **Net Assets** | 100.0 | &nbsp;&nbsp; **1117383922** |

---

*For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.*

*A summary of the Fund's transactions with affiliated investments during the period ended June 30, 2025 are as follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**9/30/2024**<br>| **Purchases** <br>**Cost ($)**<br>| **Sales** <br>**Proceeds ($)**<br>| **Net Realized** <br>**Gain/** <br>**(Loss) ($)**<br>| **Net Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation) ($)**<br>| **Income ($)** | **Capital Gain** <br>**Distributions ($)**<br>| **Number** <br>**of Shares** <br>**at** <br>**6/30/2025**<br>| **Value ($) at** <br>**6/30/2025**<br>|
| **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** | **Securities Lending Collateral 1.7%** |
| DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>4.25% (i) (j) |
| 9054067  | 9,575,139 (k) | —  | —  | —  | 103633  | —  | 18629206  | 18629206  |
| **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** | **Cash Equivalents 0.2%** |
| DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) | DWS Central Cash Management Government Fund, 4.37% (i) |
| 25301224  | 373759809  | 397203766  | —  | —  | 1037262  | —  | 1857267  | 1857267  |
| **34355291** | **383334948** | **397203766** | **—** | **—** | **1140895** | **—** | **20486473** | **20486473** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*\** *Non-income producing security.* 

*(a)* *When-issued or delayed delivery securities included.*

*(b)* *All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that* *are also on loan. The value of securities loaned at June 30, 2025 amounted to $18,067,992, which is 1.6% of net assets.* 

*(c)* *Variable or floating rate security. These securities are shown at their current rate as of June 30, 2025. For securities based on a* *published reference rate and spread, the reference rate and spread are indicated within the description above. Certain variable* *rate securities are not based on a published reference rate and spread but adjust periodically based on current market conditions,* *prepayment of underlying positions and/or other variables. Securities with a floor or ceiling feature are disclosed at the inherent* *rate, where applicable.* 

*(d)* *Government-backed debt issued by financial companies or government sponsored enterprises.*

*(e)* *Investment was valued using significant unobservable inputs.*

*(f)* *Annualized yield at time of purchase; not a coupon rate.*

*(g)* *At June 30, 2025, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures* *contracts.* 

*(h)* *All or a portion of the security represents unsettled loan commitments at June 30, 2025 where the rate will be determined at the* *time of settlement.* 

*(i)* *Affiliated fund managed by DWS Investment Management Americas, Inc. The rate shown is the annualized seven-day yield at* *period end.* 

*(j)* *Represents cash collateral held in connection with securities lending. Income earned by the Fund is net of borrower rebates.*

*(k)* *Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the period* *ended June 30, 2025.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*144A: Security exempt from registration under Rule 144A under the Securities Act of 1933. These securities may be resold in* <br> *transactions exempt from registration, normally to qualified institutional buyers.*<br>

------

---

| |
|:---|
| *CLO: Collateralized Loan Obligation* |
| *Interest Only: Interest Only (IO) bonds represent the "interest only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.*<br>|
| *Perpetual: Callable security with no stated maturity date.*  |
| *PIK: Denotes that all or a portion of the income is paid in-kind in the form of additional principal.* |
| *Principal Only: Principal Only (PO) bonds represent the "principal only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities.*<br>|
| *REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the account or* <br> *benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the* <br> *Securities Act of 1933.*<br>|
| *REIT: Real Estate Investment Trust* |
| *SOFR: Secured Overnight Financing Rate* |
| *SPDR: Standard & Poor's Depositary Receipt* |

---

*Included in the portfolio are investments in mortgage or asset-backed securities which are interests in separate pools of mortgages or assets. Effective maturities of these investments may be shorter than stated maturities due to prepayments. Some separate investments in the Federal National Mortgage Association issues which have similar coupon rates have been aggregated for presentation purposes in this investment portfolio.*

*At June 30, 2025, open futures contracts purchased were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation ($)**<br>|
| 2 Year <br> U.S. Treasury <br> Note <br>| USD | 9/30/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 417<br>| &nbsp;&nbsp;&nbsp;&nbsp; 86448819 | &nbsp;&nbsp;&nbsp;&nbsp; 86745774<br>| &nbsp;&nbsp;&nbsp;&nbsp; **296955** |

---

*At June 30, 2025, open futures contracts sold were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Depreciation ($)**<br>|
| 10 Year <br> U.S. Treasury <br> Note <br>| USD | 9/19/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 156<br>| &nbsp;&nbsp;&nbsp;&nbsp; 17244638 | &nbsp;&nbsp;&nbsp;&nbsp; 17491500<br>| &nbsp;&nbsp;&nbsp;&nbsp; (246862)<br>|
| 5 Year <br> U.S. Treasury <br> Note <br>| USD | 9/30/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 233<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25180628 | &nbsp;&nbsp;&nbsp;&nbsp; 25397000<br>| &nbsp;&nbsp;&nbsp;&nbsp; (216372)<br>|
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | &nbsp;&nbsp;&nbsp;&nbsp; **(463234)**<br>|

---

*At June 30, 2025, the Fund had the following open forward foreign currency contracts:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange For** | **In Exchange For** | **Settlement** <br>**Date**<br>| **Unrealized** <br>**Depreciation ($)**<br>| **Counterparty** |
| &nbsp;&nbsp; EUR | 5000000 | USD | 5833548 | 8/8/2025 | **(72077)**<br>| BNP Paribas  |

---

***Currency Abbreviation(s)***

------

*EUR* *Euro* <br> *USD* *United States Dollar*

------

***Fair Value Measurements***

*Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.*

*The following is a summary of the inputs used as of June 30, 2025 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Corporate Bonds (a) | $— | &nbsp;&nbsp; $565773432 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $565773432 |
| Mortgage-Backed Securities Pass-Throughs  |  | &nbsp;&nbsp; 75476347 | &nbsp;&nbsp; — | &nbsp;&nbsp; 75476347 |
| Asset-Backed (a) |  | &nbsp;&nbsp; 230712985 | &nbsp;&nbsp; — | &nbsp;&nbsp; 230712985 |
| Commercial Mortgage-Backed Securities  |  | &nbsp;&nbsp; 107444816 | &nbsp;&nbsp; — | &nbsp;&nbsp; 107444816 |
| Collateralized Mortgage Obligations  |  | &nbsp;&nbsp; 82102912 | &nbsp;&nbsp; — | &nbsp;&nbsp; 82102912 |
| Government & Agency Obligations (a) |  | &nbsp;&nbsp; 106114505 | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 106114505 |
| Loan Participations and Assignments  |  | &nbsp;&nbsp; 4221697 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4221697 |
| Exchange-Traded Funds  | 11466000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 11466000 |
| Short-Term Investments (a) | 20486473 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20486473 |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | 296955 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 296955 |
| **Total** | **$32249428** | &nbsp;&nbsp; **$1171846694** | &nbsp;&nbsp; **$0** | &nbsp;&nbsp; **$1204096122** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | $(463234)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(463234)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts  |  | &nbsp;&nbsp; (72077)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (72077)<br>|
| **Total** | **$(463234)**<br>| &nbsp;&nbsp; **$(72077)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(535311)**<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *See Investment Portfolio for additional detailed categorizations.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* *Derivatives include unrealized appreciation (depreciation) on open futures contracts and forward foreign currency contracts.* 

The brand DWS represents DWS Group GmbH & Co. KGaA and any of its subsidiaries such as DWS Distributors, Inc. which offers investment products or DWS Investment Management Americas Inc. and RREEF America L.L.C. which offer advisory services.

DSDF-PH3

------

## 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:** 2025-06-30

**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:** $1223532857.36

**Total Liabilities:** $105365437.18

**Net Assets:** $1118167420.18

**Delayed Delivery Securities:** $8890396.80

**Cash Not Reported:** $3475309.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3474.36000000 | **1-Year:** -63653.18000000 | **5-Year:** -106815.88000000 | **10-Year:** -15706.08000000 | **30-Year:** -2878.69000000

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

- **3-Month:** -780.29000000 | **1-Year:** -12139.04000000 | **5-Year:** -14652.45000000 | **10-Year:** -2285.88000000 | **30-Year:** -361.91000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096654 | 0.38%                | 0.51%                | 0.98%                |
| Class ID C000096657 | 0.40%                | 0.53%                | 1.00%                |
| Class ID C000148124 | 0.41%                | 0.53%                | 0.89%                |
| Class ID C000096658 | 0.29%                | 0.53%                | 1.01%                |
| Class ID C000096656 | 0.20%                | 0.44%                | 0.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-784271.92              | $61932.65                                  |
| Month 2  | $453428.76               | $559273.06                                 |
| Month 3  | $314953.21               | $6504998.50                                |

**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 1-5 Year US Cash Pay High Yield Inde

- **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      | $1125385.91   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017136.00   | 0.27%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5700770 | PA      | $4829273.07   | 0.43%             | 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      | $608553.13    | 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      | $4106199.00   | 0.37%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25029250.00  | 2.24%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    910000 | PA      | $920674.12    | 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      | $1965033.40   | 0.18%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                    | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2066070.30   | 0.18%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9930859.40   | 0.89%             | 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      | $929000.00    | 0.08%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3627450.44   | 0.32%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    135161 | PA      | $135629.26    | 0.01%             | 2031-12-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                            | Moog Inc                                                                              | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1054417.61   | 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      | $4089158.68   | 0.37%             | 2028-01-15      | Fixed         | 5.62%                 | 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      | $945903.40    | 0.08%             | 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      | $9817187.50   | 0.88%             | 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      | $4109089.96   | 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        |    490647 | PA      | $413602.72    | 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      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                       | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4000000 | PA      | $3989334.32   | 0.36%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1934333.15   | 0.17%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                      | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2736359.79   | 0.24%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787987 | PA      | $757483.15    | 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      | $4123185.60   | 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      | $18068.73     | 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      | $1021434.13   | 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      | $5225255.08   | 0.47%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004830.84   | 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      | $938136.00    | 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      | $2154994.49   | 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      | $2000000.00   | 0.18%             | 2038-07-15      | Floating      | 0.00%                 | 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        |    384564 | PA      | $333142.87    | 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      | $1089533.34   | 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        |    101409 | PA      | $96735.23     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | 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      | $3260137.73   | 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      | $4736328.10   | 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      | $1007656.20   | 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      | $4040697.16   | 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      | $5502714.69   | 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      | $2137199.48   | 0.19%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2013-GC13                                                | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |    294040 | PA      | $288896.82    | 0.03%             | 2046-07-10      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX          | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2139000 | PA      | $2123908.29   | 0.19%             | 2025-09-18      | Fixed         | 1.88%                 | 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      | $86947.61     | 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        |    482240 | PA      | $476995.80    | 0.04%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3604161.68   | 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        |   2207367 | PA      | $2227489.77   | 0.20%             | 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        |    224186 | PA      | $232893.31    | 0.02%             | 2037-09-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8421534.40   | 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      | $4129518.34   | 0.37%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                              | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1181051.59   | 0.11%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                              | EquipmentShare.com Inc                                                                | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1679723.70   | 0.15%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                           | Cablevision Lightpath LLC 2025 Repriced Term Loan                                     | CUSIP: 12687HAD9<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    498750 | PA      | $500824.80    | 0.04%             | 2027-11-30      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2719347.60   | 0.24%             | 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      | $2002456.00   | 0.18%             | 2037-10-25      | Floating      | 5.65%                 | 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      | $3516299.20   | 0.31%             | 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        |   1984644 | PA      | $1997726.45   | 0.18%             | 2065-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864480.60    | 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      | $3012111.21   | 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      | $1002973.00   | 0.09%             | 2037-10-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1834251.74   | 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      | $4515864.26   | 0.40%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2000000 | PA      | $2016359.24   | 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        |    819496 | PA      | $813831.93    | 0.07%             | 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        |    407692 | PA      | $410787.51    | 0.04%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                            | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713921 | PA      | $722363.27    | 0.06%             | 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        |    372028 | PA      | $371637.05    | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                        | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1523449.85   | 0.14%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447478 | PA      | $1458562.72   | 0.13%             | 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      | $1087328.60   | 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        |   2294734 | PA      | $2342785.42   | 0.21%             | 2043-05-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043642.05   | 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      | $2337021.25   | 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      | $1731722.48   | 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      | $1285665.44   | 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        |      5009 | PA      | $4375.26      | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2014-1 Ltd                                       | CUSIP: 14310MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009460.00   | 0.36%             | 2031-04-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1493446.95   | 0.13%             | 2025-08-07      | None          | 0.00%                 | 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      | $497504.25    | 0.04%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1892522.44   | 0.17%             | 2047-03-14      | Variable      | 5.92%                 | 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      | $2707854.30   | 0.24%             | 2037-07-24      | Floating      | 6.17%                 | 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      | $2055723.39   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1315774.98   | 0.12%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806000 | PA      | $1799271.21   | 0.16%             | 2038-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3814164.44   | 0.34%             | 2029-12-01      | Fixed         | 4.85%                 | 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      | $7017423.11   | 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        |    992826 | PA      | $1023415.92   | 0.09%             | 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      | $34658.75     | 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        |   3061109 | PA      | $3075706.97   | 0.28%             | 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        |   1871909 | PA      | $1864726.57   | 0.17%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2022-C                                 | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203861 | PA      | $204260.05    | 0.02%             | 2032-12-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                         | Equinix Inc                                                                           | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    517000 | PA      | $516332.15    | 0.05%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4196703.24   | 0.38%             | 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      | $2050060.97   | 0.18%             | 2040-02-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2021-HE1                                              | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411158 | PA      | $410188.27    | 0.04%             | 2070-01-25      | Floating      | 5.05%                 | 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      | $1024012.60   | 0.09%             | 2044-01-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                                  | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                  | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407076 | PA      | $387879.53    | 0.03%             | 2037-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                     | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1998656.00   | 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      | $1303005.62   | 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      | $2996638.80   | 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      | $337888.70    | 0.03%             | 2038-09-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $24998975.00  | 2.24%             | 2054-07-01      | Fixed         | 5.50%                 | 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      | $968942.20    | 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        |    523647 | PA      | $511116.93    | 0.05%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137HJQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3370026 | PA      | $3361980.53   | 0.30%             | 2055-02-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1386859.85   | 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        |     86666 | PA      | $86456.79     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1257000 | PA      | $1280457.33   | 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      | $1721765.63   | 0.15%             | 2036-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4865820.30   | 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      | $3367854.05   | 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      | $1423526.26   | 0.13%             | 2026-03-01      | Fixed         | 7.62%                 | 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      | $1749919.33   | 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      | $1448738.31   | 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      | $799555.20    | 0.07%             | 2040-02-15      | Floating      | 7.03%                 | 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      | $2200000.00   | 0.20%             | 2038-07-20      | Floating      | 5.83%                 | 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        |   1286294 | PA      | $1249657.13   | 0.11%             | 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      | $2890665.05   | 0.26%             | 2038-12-05      | Variable      | 9.86%                 | 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      | $1523779.35   | 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      | $915000.00    | 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      | $2963454.58   | 0.27%             | 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      | $1388908.37   | 0.12%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94184 | PA      | $20900.38     | 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      | $5126619.69   | 0.46%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                      | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3882066.66   | 0.35%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3853125.00   | 0.34%             | 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      | $3231996.92   | 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      | $3140654.46   | 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      | $2266082.57   | 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        |    658207 | PA      | $657731.68    | 0.06%             | 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        |    693225 | PA      | $705007.95    | 0.06%             | 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      | $1157280.74   | 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        |    292021 | PA      | $286974.78    | 0.03%             | 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      | $3022348.95   | 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        |    240791 | PA      | $227310.26    | 0.02%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1284954.53   | 0.11%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                         | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2549412.81   | 0.23%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-FACT                                                                        | CUSIP: 126395AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2756000 | PA      | $2684833.47   | 0.24%             | 2037-10-15      | Floating      | 6.93%                 | 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      | $97612.46     | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                                  | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3150213.69   | 0.28%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corportation Trust 2021-IP                                     | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2981363.70   | 0.27%             | 2036-10-15      | Floating      | 5.58%                 | 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        |   1987460 | PA      | $1651912.80   | 0.15%             | 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      | $2062820.48   | 0.18%             | 2055-03-10      | Fixed         | 7.00%                 | 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      | $753926.10    | 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      | $3895124.00   | 0.35%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2Y71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12742 | PA      | $13493.36     | 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        |    923580 | PA      | $935264.58    | 0.08%             | 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      | $749531.25    | 0.07%             | 2042-03-15      | Floating      | 6.05%                 | 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        |    804286 | PA      | $809543.86    | 0.07%             | 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      | $2882306.56   | 0.26%             | 2029-10-23      | Fixed         | 6.35%                 | 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      | $1234000.00   | 0.11%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1700737.60   | 0.15%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3733188 | PA      | $3725238.05   | 0.33%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207070.60    | 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      | $543206.25    | 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        |   7079647 | PA      | $779757.73    | 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      | $620375.59    | 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        |   1170000 | PA      | $1166181.39   | 0.10%             | 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      | $1095378.76   | 0.10%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5913000 | PA      | $5941896.18   | 0.53%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2408000 | PA      | $2545890.99   | 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      | $2095528.20   | 0.19%             | 2043-04-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                           | Mylan Inc                                                                             | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983361.32   | 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      | $1210583.60   | 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      | $1328865.03   | 0.12%             | 2038-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                                        | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999797.07    | 0.09%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5022589.10   | 0.45%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1117134.46   | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | 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      | $4545311.48   | 0.41%             | 2035-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2020-4                                                     | CUSIP: 92538LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209314 | PA      | $205290.90    | 0.02%             | 2065-05-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1409424.35   | 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        |   6000000 | PA      | $6046763.40   | 0.54%             | 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      | $1859756.20   | 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      | $737170.81    | 0.07%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4530000 | PA      | $4525881.51   | 0.40%             | 2026-03-24      | Fixed         | 4.65%                 | 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      | $4000000.00   | 0.36%             | 2039-06-15      | Floating      | 6.25%                 | 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      | $1087187.77   | 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        |    203085 | PA      | $186407.44    | 0.02%             | 2054-07-27      | Fixed         | 0.80%                 | 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      | $531667.50    | 0.05%             | 2039-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7677915 | PA      | $943281.53    | 0.08%             | 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      | $679202.31    | 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      | $576425.46    | 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      | $655010.90    | 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      | $2990686.44   | 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      | $1472790.40   | 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      | $577679.50    | 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        |   3262177 | PA      | $502339.21    | 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      | $1053030.00   | 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      | $3833762.31   | 0.34%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                   | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1097178.19   | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                            | Ford Credit Floorplan Master Owner Trust A                                            | CUSIP: 34528QHS6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3209961.30   | 0.29%             | 2027-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing LLC                                                           | CUSIP: 42806MBG3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   3416500 | PA      | $3416232.53   | 0.31%             | 2026-09-25      | Fixed         | 6.56%                 | 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      | $1461439.53   | 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      | $1695045.60   | 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      | $983935.55    | 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      | $3037142.16   | 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      | $500064.99    | 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      | $1259306.25   | 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      | $1220104.98   | 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        |    426345 | PA      | $415298.24    | 0.04%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999706.88   | 0.36%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1936961.56   | 0.17%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) SEP25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       417 | NC      | $296954.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                                | CUSIP: 29244PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1412000 | PA      | $1417509.62   | 0.13%             | 2037-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-1 Mortgage Loan Trust                                                       | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633497 | PA      | $546468.69    | 0.05%             | 2066-06-25      | Variable      | 1.17%                 | 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        |    277704 | PA      | $274912.81    | 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      | $1673987.59   | 0.15%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Trust 2013-IVR3                                                                  | CUSIP: 12646XAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166301 | PA      | $878059.63    | 0.08%             | 2043-05-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BRHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918996 | PA      | $921350.53    | 0.08%             | 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      | $2505925.00   | 0.22%             | 2037-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2012-4 Ltd                                       | CUSIP: 14309YCE2<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003082.00   | 0.18%             | 2032-04-22      | Floating      | 6.02%                 | 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        |    580158 | PA      | $572847.76    | 0.05%             | 2051-03-25      | Floating      | 6.11%                 | 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      | $257516.03    | 0.02%             | 2042-03-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972299.29   | 0.27%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977167.18   | 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        |    212173 | PA      | $208737.10    | 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      | $10477343.80  | 0.94%             | 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      | $1586286.90   | 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        |     93624 | PA      | $83828.72     | 0.01%             | 2033-11-25      | Variable      | 5.78%                 | 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      | $1607070.40   | 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        |    530893 | PA      | $452253.16    | 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        |   1154259 | PA      | $1164827.41   | 0.10%             | 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      | $2687654.25   | 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        |   4647750 | PA      | $4126976.02   | 0.37%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                              | CUSIP: 03743QAD0<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923653.68   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | 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      | $5195947.10   | 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      | $2003402.00   | 0.18%             | 2038-01-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO LI Ltd                                                                     | CUSIP: 03771JAG4<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |   2100000 | PA      | $2100869.40   | 0.19%             | 2038-01-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2022-C                                 | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66840 | PA      | $66926.80     | 0.01%             | 2032-12-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                         | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $4922992.97   | 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      | $1639978.85   | 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      | $1599741.93   | 0.14%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1                             | CUSIP: 59020UNM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1839 | PA      | $1798.55      | 0.00%             | 2034-12-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                                               | Whistler Pipeline LLC                                                                 | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5097181.85   | 0.46%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                            | Microchip Technology Inc                                                              | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169802.61    | 0.02%             | 2025-09-01      | Fixed         | 4.25%                 | 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      | $1513307.85   | 0.14%             | 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      | $2305308.40   | 0.21%             | 2037-07-20      | Floating      | 5.62%                 | 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      | $1741409.52   | 0.16%             | 2030-08-01      | Floating      | 7.07%                 | 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        |   3723584 | PA      | $3750324.50   | 0.34%             | 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      | $1315845.50   | 0.12%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    960000 | PA      | $933809.28    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | 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      | $1993498.00   | 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        |   1977078 | PA      | $1911446.94   | 0.17%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                         | Enviri Corp                                                                           | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1144876.50   | 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      | $145246.83    | 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      | $3064617.33   | 0.27%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1102871 | PA      | $1113230.08   | 0.10%             | 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        |   1446375 | PA      | $1468946.41   | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | 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        |    283665 | PA      | $292577.79    | 0.03%             | 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      | $2573893.40   | 0.23%             | 2028-09-01      | Fixed         | 5.62%                 | 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        |   3035941 | PA      | $3036021.23   | 0.27%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3138E7JZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5140 | PA      | $5073.12      | 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        |   2548027 | PA      | $2540717.73   | 0.23%             | 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      | $1982936.13   | 0.18%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    447000 | PA      | $462198.00    | 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        |     36906 | PA      | $37660.65     | 0.00%             | 2049-01-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558128.45    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $25408250.00  | 2.27%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Multifamily Structured Credit Risk                                        | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1808000 | PA      | $1853012.33   | 0.17%             | 2051-01-25      | Floating      | 8.05%                 | 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        |    414542 | PA      | $404637.25    | 0.04%             | 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        |   3000000 | PA      | $2973933.60   | 0.27%             | 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      | $3028014.66   | 0.27%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                         | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2436467.93   | 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      | $969557.80    | 0.09%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                          | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1161090.97   | 0.10%             | 2026-11-15      | Fixed         | 3.25%                 | 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        |  18629206 | NS      | $18629206.00  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913856 | PA      | $890698.40    | 0.08%             | 2050-02-25      | Floating      | 5.86%                 | 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        |   1145691 | PA      | $1124212.46   | 0.10%             | 2051-03-25      | Floating      | 5.86%                 | 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      | $567102.66    | 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      | $2814908.52   | 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      | $514736.40    | 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      | $1729158.06   | 0.15%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                                   | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88241 | PA      | $84923.33     | 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      | $3357917.06   | 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      | $507215.50    | 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        |    526026 | PA      | $525380.58    | 0.05%             | 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      | $6009656.34   | 0.54%             | 2027-09-23      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    994875 | PA      | $991719.36    | 0.09%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                                   | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2653459.19   | 0.24%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-SJ1                                                    | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2387024.00   | 0.21%             | 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      | $518262.70    | 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      | $5091214.00   | 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      | $1985203.00   | 0.18%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Multifamily Structured Credit Risk                                        | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306117 | PA      | $304714.40    | 0.03%             | 2051-01-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $906556.45    | 0.08%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HCJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4008110.80   | 0.36%             | 2029-02-26      | Fixed         | 9.81%                 | 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        |   2494932 | PA      | $2508192.30   | 0.22%             | 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      | $2166308.59   | 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        |   1624016 | PA      | $1627556.68   | 0.15%             | 2027-06-10      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                          | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3182108.15   | 0.28%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                            | Jackson National Life Global Funding                                                  | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1454113.51   | 0.13%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                          | MFA 2021-NQM2 Trust                                                                   | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316848 | PA      | $280421.28    | 0.03%             | 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      | $938038.50    | 0.08%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137H4MY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3923635 | PA      | $528413.48    | 0.05%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 44 Ltd                                             | CUSIP: 64133VAN7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   1283000 | PA      | $1285068.20   | 0.11%             | 2035-10-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382TZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5112132 | PA      | $779504.12    | 0.07%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 34 Clo Ltd                                                                     | CUSIP: 36322AAA0<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005664.00   | 0.18%             | 2037-10-20      | Floating      | 5.64%                 | 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      | $3460797.29   | 0.31%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) SEP25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -233 | NC      | $-216372.47   | -0.02%            |  |  |  | No            |                  1 | 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      | $1012369.70   | 0.09%             | 2042-07-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023761.90   | 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      | $535928.75    | 0.05%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                             | CUSIP: 3136FCGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32856 | PA      | $5027.19      | 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      | $4429765.22   | 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      | $654841.85    | 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        |    372028 | PA      | $373075.42    | 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      | $1211309.19   | 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        |   4958021 | PA      | $5039312.67   | 0.45%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                                 | BHMS 2018-ATLS                                                                        | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2498693.50   | 0.22%             | 2035-07-15      | Floating      | 5.86%                 | 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        |     43904 | PA      | $38777.09     | 0.00%             | 2035-11-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4687000 | PA      | $4752584.58   | 0.43%             | 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        |    165612 | PA      | $164111.72    | 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        |     61461 | PA      | $61029.17     | 0.01%             | 2028-06-15      | Fixed         | 2.97%                 | 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      | $1537163.87   | 0.14%             | 2034-06-25      | Floating      | 5.47%                 | 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        |   1933655 | PA      | $1994493.29   | 0.18%             | 2057-10-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4050369.48   | 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        |   1568767 | PA      | $1263965.93   | 0.11%             | 2036-12-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499494.25    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2413288.80   | 0.22%             | 2040-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384HSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3204960 | PA      | $2927612.71   | 0.26%             | 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        |     20082 | PA      | $19820.43     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | 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      | $934894.20    | 0.08%             | 2034-04-15      | Floating      | 5.36%                 | 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      | $1823542.02   | 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      | $3136875.06   | 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      | $2743286.77   | 0.25%             | 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      | $3183881.99   | 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      | $599953.92    | 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      | $1216329.40   | 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      | $3261208.97   | 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      | $3036539.13   | 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        |    945676 | PA      | $849790.69    | 0.08%             | 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      | $1982762.87   | 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      | $4889892.60   | 0.44%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1059625.39   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | 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      | $556010.84    | 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      | $1176650.22   | 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      | $4760413.40   | 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      | $594112.06    | 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      | $1507079.16   | 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      | $2928939.15   | 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        |    643537 | PA      | $641855.35    | 0.06%             | 2051-03-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                                        | IAMGOLD Corp                                                                          | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $575184.61    | 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      | $3032208.42   | 0.27%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2 Mortgage Loan Trust                                                       | CUSIP: 19685WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1554351 | PA      | $1320878.01   | 0.12%             | 2066-08-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2020-NQM1                                         | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67832 | PA      | $63830.03     | 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      | $3020724.96   | 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        |    162987 | PA      | $160298.84    | 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      | $1115926.50   | 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      | $2708561.70   | 0.24%             | 2037-07-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   1782224 | NS      | $1782224.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                        | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1108296 | PA      | $1119509.79   | 0.10%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1939912.68   | 0.17%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 2020-2 Ltd                                                              | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7504740.00   | 0.67%             | 2031-10-20      | Floating      | 6.48%                 | 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      | $1963975.20   | 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      | $3526636.30   | 0.32%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                              | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3610231.21   | 0.32%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1462717.65   | 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      | $6638375.52   | 0.59%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                            | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1133007.96   | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | 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      | $1122198.52   | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                             | HCA Inc                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001388.19   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2019-IMC                                                 | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3454062.50   | 0.31%             | 2034-04-15      | Floating      | 5.66%                 | 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      | $497812.50    | 0.04%             | 2036-11-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3571000 | PA      | $3581065.33   | 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      | $617870.88    | 0.06%             | 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        |   4675950 | PA      | $4693010.47   | 0.42%             | 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        |   1500000 | PA      | $1486032.23   | 0.13%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM1                                                | CUSIP: 452764AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952781 | PA      | $830126.55    | 0.07%             | 2056-06-25      | Variable      | 1.21%                 | 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      | $1504833.00   | 0.13%             | 2037-04-25      | Floating      | 5.81%                 | 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      | $502970.00    | 0.04%             | 2041-12-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc 2024 Term Loan                                                          | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    994987 | PA      | $997609.25    | 0.09%             | 2032-01-19      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3146952.58   | 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      | $1877217.00   | 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        |   2329932 | PA      | $2343773.95   | 0.21%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                                        | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1625000 | PA      | $1623156.76   | 0.15%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                 | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2881084.90   | 0.26%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVI LP                                                                            | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   2120000 | PA      | $2122175.12   | 0.19%             | 2031-10-15      | Floating      | 6.27%                 | 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      | $990882.40    | 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      | $2041735.40   | 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        |   3665548 | PA      | $3683787.36   | 0.33%             | 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      | $4838107.00   | 0.43%             | 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      | $3021302.79   | 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      | $4604296.90   | 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      | $945696.00    | 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      | $364503.69    | 0.03%             | 2034-12-25      | Floating      | 5.48%                 | 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      | $964885.25    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                            | Transocean Titan Financing Ltd                                                        | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    493095 | PA      | $500867.56    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4518094.50   | 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      | $219707.95    | 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      | $1208571.48   | 0.11%             | 2041-11-25      | Floating      | 6.11%                 | 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        |    206850 | PA      | $182579.90    | 0.02%             | 2034-01-25      | Variable      | 5.74%                 | 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      | $1000070.30   | 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      | $2006432.00   | 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      | $13857421.80  | 1.24%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1713676.49   | 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      | $3053634.06   | 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        |   3282746 | PA      | $3231958.06   | 0.29%             | 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      | $3838000.00   | 0.34%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                 | Macquarie Group Ltd                                                                   | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3001063.47   | 0.27%             | 2026-08-09      | Fixed         | 5.11%                 | 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      | $1713864.34   | 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        |   2174104 | PA      | $2206469.52   | 0.20%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2969427.93   | 0.27%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3000000 | PA      | $3171009.00   | 0.28%             | 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        |    671479 | PA      | $54555.95     | 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      | $1514468.82   | 0.14%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                    | CUSIP: 92538EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4277000 | PA      | $3588511.64   | 0.32%             | 2064-04-25      | Variable      | 3.07%                 | 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      | $1916498.08   | 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      | $951178.60    | 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      | $2471129.04   | 0.22%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                            | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    495000 | PA      | $487832.35    | 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      | $752125.50    | 0.07%             | 2037-07-20      | Floating      | 5.78%                 | 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        |    643801 | PA      | $643610.98    | 0.06%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                             | International Game Technology PLC                                                     | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $524673.40    | 0.05%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3391889.48   | 0.30%             | 2026-10-15      | Fixed         | 2.05%                 | 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        |   1569296 | PA      | $1575504.33   | 0.14%             | 2033-03-21      | Fixed         | 4.96%                 | 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        |     25037 | PA      | $24819.14     | 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      | $2013584.38   | 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      | $2015898.00   | 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      | $3954109.84   | 0.35%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 50 Senior Loan Fund                                                            | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500513.50    | 0.04%             | 2030-07-15      | Floating      | 6.17%                 | 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      | $2380048.80   | 0.21%             | 2034-07-20      | Floating      | 6.01%                 | 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      | $4828145.54   | 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      | $1954108.00   | 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      | $2789784.80   | 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      | $1010991.00   | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                         | Lennar Corp                                                                           | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1592393.87   | 0.14%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1175000 | PA      | $1155032.76   | 0.10%             | 2026-07-15      | Fixed         | 3.62%                 | 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      | $2318750.00   | 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      | $316471.37    | 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      | $3052371.24   | 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      | $4002334.40   | 0.36%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2016-3 Ltd                                                                   | CUSIP: 92915HBA0<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002275.00   | 0.45%             | 2031-10-18      | Floating      | 5.97%                 | 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      | $1245747.15   | 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      | $1960720.80   | 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      | $1532499.39   | 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        |   1504347 | PA      | $1504542.40   | 0.13%             | 2032-07-15      | Floating      | 5.56%                 | 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      | $1031446.69   | 0.09%             | 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      | $1383962.04   | 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        |    561388 | PA      | $481913.01    | 0.04%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT Funding LLC                                                                      | CUSIP: 19688DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221963 | PA      | $204262.57    | 0.02%             | 2064-12-25      | Variable      | 1.26%                 | 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        |  15190095 | PA      | $896118.39    | 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        |    228170 | PA      | $231673.29    | 0.02%             | 2049-03-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3896433.53   | 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      | $5038130.15   | 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      | $3955229.92   | 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        |  22227639 | PA      | $451474.46    | 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      | $3901279.04   | 0.35%             | 2027-06-03      | Fixed         | 1.98%                 | 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      | $2044751.20   | 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      | $2787559.17   | 0.25%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36202ET58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1359 | PA      | $1485.57      | 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      | $1350565.34   | 0.12%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761852.40    | 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      | $2503891.93   | 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      | $2293824.51   | 0.21%             | 2036-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)SEP25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -156 | NC      | $-246861.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6542539.08   | 0.59%             | 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      | $3025308.36   | 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      | $846362.20    | 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      | $2658599.25   | 0.24%             | 2037-04-15      | Floating      | 6.26%                 | 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      | $2506626.78   | 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      | $1505596.50   | 0.13%             | 2037-10-20      | Floating      | 5.82%                 | 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      | $3508378.80   | 0.31%             | 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      | $528322.96    | 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      | $1154056.05   | 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      | $1516369.47   | 0.14%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2029000 | PA      | $2054214.87   | 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      | $4010602.48   | 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      | $1042283.84   | 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      | $1462501.95   | 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        |   1612593 | PA      | $1619429.38   | 0.14%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-72076.82    | -0.01%            |  |  |  | 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      | $479753.90    | 0.04%             | 2035-12-15      | Floating      | 6.01%                 | 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      | $1623644.88   | 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      | $1179357.00   | 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      | $1131950.15   | 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        |   3736673 | PA      | $420221.00    | 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        |   1000000 | PA      | $989380.00    | 0.09%             | 2029-04-16      | Floating      | 0.00%                 | 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        |  15918678 | PA      | $310928.39    | 0.03%             | 2050-06-15      | Variable      | 1.62%                 | 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      | $1002682.00   | 0.09%             | 2037-10-21      | Floating      | 5.83%                 | 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        |    129752 | PA      | $128084.96    | 0.01%             | 2035-08-25      | Variable      | 7.75%                 | 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      | $338511.75    | 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        |    688927 | PA      | $594804.65    | 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      | $875081.42    | 0.08%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P2                                                | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140613 | PA      | $140557.03    | 0.01%             | 2027-04-12      | Fixed         | 4.13%                 | 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      | $4458924.73   | 0.40%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-C31                                        | CUSIP: 94989WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2 | PA      | $2.27         | 0.00%             | 2048-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XV Ltd                                                                  | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497535.00   | 0.22%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $3015671.58   | 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      | $1001021.00   | 0.09%             | 2037-10-16      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    567000 | PA      | $571983.23    | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2270246.50   | 0.20%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                | Targa Resources Corp                                                                  | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    934000 | PA      | $941884.74    | 0.08%             | 2030-09-15      | Fixed         | 4.90%                 | 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        |  21246786 | PA      | $167165.46    | 0.01%             | 2026-08-25      | Variable      | 1.02%                 | 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      | $4030325.40   | 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        |     77924 | PA      | $75537.25     | 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      | $4175816.00   | 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        |    908518 | PA      | $918166.04    | 0.08%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                       | Citigroup Inc                                                                         | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750903.06    | 0.07%             | 2025-09-13      | Fixed         | 5.50%                 | 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      | $4885037.50   | 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      | $6105247.50   | 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      | $830842.77    | 0.07%             | 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      | $894786.85    | 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      | $3025409.58   | 0.27%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BHQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500503 | PA      | $411777.71    | 0.04%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1521775.00   | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                         | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2918212.11   | 0.26%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1050000 | PA      | $1044025.08   | 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      | $1012565.91   | 0.09%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    663000 | PA      | $678109.77    | 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      | $649324.91    | 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        |   1753589 | PA      | $1706150.70   | 0.15%             | 2050-02-25      | Floating      | 5.66%                 | 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      | $1121306.45   | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | 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        |    513139 | PA      | $481511.97    | 0.04%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                                  | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7000080.08   | 0.63%             | 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      | $5687800.42   | 0.51%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10095312.50  | 0.90%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2022-A                                 | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2249038 | PA      | $2259803.61   | 0.20%             | 2032-05-15      | Fixed         | 9.96%                 | 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      | $2306250.00   | 0.21%             | 2033-06-15      | Floating      | 5.39%                 | 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      | $902372.40    | 0.08%             | 2036-10-18      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6214085.34   | 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        |    620000 | PA      | $582016.07    | 0.05%             | 2029-03-15      | Fixed         | 3.75%                 | 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      | $2941689.15   | 0.26%             | 2038-08-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1222346.16   | 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        |    480000 | PA      | $568603.99    | 0.05%             | 2031-06-01      | Fixed         | 9.00%                 | 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      | $1015712.60   | 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      | $7767187.52   | 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        |    198596 | PA      | $188288.71    | 0.02%             | 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      | $1003432.78   | 0.09%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                              | GE HealthCare Technologies Inc                                                        | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   3883000 | PA      | $3915091.09   | 0.35%             | 2031-01-15      | 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      | $1316361.02   | 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        |    450000 | NS      | $11466000.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                                                         | Avient Corp                                                                           | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218019.17    | 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        |    585623 | PA      | $594456.84    | 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        |   1980000 | PA      | $1916963.33   | 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      | $250625.00    | 0.02%             | 2037-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                                      | CARDS II Trust                                                                        | CUSIP: 14161GCG3<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   2190000 | PA      | $2232465.85   | 0.20%             | 2028-07-15      | Fixed         | 6.38%                 | 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      | $1113257.64   | 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        |   2180939 | PA      | $2255465.53   | 0.20%             | 2059-07-25      | Floating      | 7.46%                 | 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      | $757232.99    | 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      | $4530874.37   | 0.41%             | 2027-07-02      | Floating      | 5.59%                 | 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        |        11 | PA      | $10.85        | 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        |    720000 | PA      | $621294.48    | 0.06%             | 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      | $2792519.70   | 0.25%             | 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      | $1114523.90   | 0.10%             | 2036-01-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3000000 | PA      | $3020073.18   | 0.27%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                 | FS KKR Capital Corp                                                                   | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4220651.00   | 0.38%             | 2029-01-15      | Fixed         | 7.88%                 | 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      | $43546.71     | 0.00%             | 2049-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2005-HY10                                             | CUSIP: 126694VR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1706 | PA      | $1373.24      | 0.00%             | 2036-02-20      | Variable      | 4.79%                 | 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        |   1268579 | PA      | $1267688.01   | 0.11%             | 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      | $1547350.20   | 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      | $330793.95    | 0.03%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK34                                                                       | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431145.25    | 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      | $5951858.78   | 0.53%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                                 | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1739870.01   | 0.16%             | 2029-01-26      | Fixed         | 4.87%                 | 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      | $3947297.20   | 0.35%             | 2028-01-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                              | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580354.98    | 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      | $1162034.74   | 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      | $561827.27    | 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      | $2090086.67   | 0.19%             | 2050-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO XV Ltd                                                                    | CUSIP: 01749WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3003261.00   | 0.27%             | 2038-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $572120.27    | 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      | $602311.20    | 0.05%             | 2038-01-20      | Floating      | 6.01%                 | 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      | $554215.70    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                                     | Venture XXVI CLO Ltd                                                                  | CUSIP: 92331MAG3<br>LEI: 549300XGJ8CFTLD6FC04 | Long             | ABS-CBDO         | CORP              | KY        |     22081 | PA      | $22084.10     | 0.00%             | 2029-01-20      | Floating      | 6.23%                 | 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      | $2170266.35   | 0.19%             | 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      | $749765.63    | 0.07%             | 2037-05-15      | Floating      | 6.25%                 | 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      | $1359208.89   | 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      | $2031319.42   | 0.18%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                           | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    565000 | PA      | $534730.18    | 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        |    501108 | PA      | $508178.46    | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XLVII Ltd                                                                  | CUSIP: 03770QAG9<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |   1875000 | PA      | $1885173.75   | 0.17%             | 2037-04-26      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer