# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001752724-23-047661
**Filing Date:** 2023-2
**Character Count:** 340484
**Document Hash:** b6ef2270b0cdb1d7f559ffe12c7238df
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047661.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047661

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS INCOME TRUST
- **CENTRAL INDEX KEY:** 0000747677
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 23685703

**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 December 31, 2022 (Unaudited)** 

**DWS Short Duration Fund** 

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)**<br>| **Value ($)** |
| **Corporate Bonds 56.7%** | **Corporate Bonds 56.7%** |  |
| **Communication Services 4.4%** | **Communication Services 4.4%** |  |
| Charter Communications Operating LLC, 4.908%, 7/23/2025  | 4000000 | 3920404 |
| Clear Channel Outdoor Holdings, Inc., 144A, 5.125%, 8/15/2027  | 1500000 | 1299750 |
| CSC Holdings LLC, 144A, 5.5%, 4/15/2027  | 1500000 | 1258315 |
| Discovery Communications LLC, 3.45%, 3/15/2025  | 2235000 | 2120010 |
| Empresa Nacional de Telecomunicaciones SA, 144A, 4.875%, 10/30/2024  | 666667 | 663133 |
| Expedia Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 3.8%, 2/15/2028 | 800000 | 734398 |
| &nbsp;&nbsp;&nbsp; 4.625%, 8/1/2027 | 2849000 | 2733196 |
| &nbsp;&nbsp;&nbsp; 144A, 6.25%, 5/1/2025 | 3200000 | 3227126 |
| Gen Digital, Inc., 144A, 6.75%, 9/30/2027  | 1035000 | 1014300 |
| Kenbourne Invest SA, 144A, 6.875%, 11/26/2024  | &nbsp;&nbsp;&nbsp;&nbsp; 264000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251328 |
| Level 3 Financing, Inc., 144A, 3.4%, 3/1/2027  | &nbsp;&nbsp; 1195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1009758 |
| Meituan, 144A, 2.125%, 10/28/2025 (a) | &nbsp;&nbsp;&nbsp;&nbsp; 720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637336 |
| Meta Platforms, Inc., 3.5%, 8/15/2027 (a) | &nbsp;&nbsp; 2940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2740080 |
| Outfront Media Capital LLC, 144A, 4.25%, 1/15/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315297 |
| Sirius XM Radio, Inc., 144A, 3.125%, 9/1/2026  | &nbsp;&nbsp; 1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958975 |
| Sprint LLC, 7.625%, 3/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 894460 |
| Tencent Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.81%, 1/26/2026 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2704710 |
| &nbsp;&nbsp;&nbsp; 144A, 3.28%, 4/11/2024 | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7805234 |
| &nbsp;&nbsp;&nbsp; 144A, 3-month USD-LIBOR + 0.605%, 4.832% (b), 1/19/2023 | &nbsp;&nbsp; 1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179528 |
| Tencent Music Entertainment Group, 1.375%, 9/3/2025  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889108 |
| T-Mobile U.S.A., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.625%, 4/15/2026 | &nbsp;&nbsp; 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1237155 |
| &nbsp;&nbsp;&nbsp; 3.5%, 4/15/2025 | &nbsp;&nbsp; 6655000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6400148 |
|  |  | **43993749** |
| **Consumer Discretionary 4.9%** | **Consumer Discretionary 4.9%** |  |
| 7-Eleven, Inc., 144A, 0.8%, 2/10/2024  | &nbsp;&nbsp; 1934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1840434 |
| Aptiv PLC, 2.396%, 2/18/2025  | &nbsp;&nbsp; 2770000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2612088 |
| Clarios Global LP, 144A, 6.25%, 5/15/2026  | &nbsp;&nbsp; 1409000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1377301 |
| Ford Motor Credit Co. LLC, 3.375%, 11/13/2025  | &nbsp;&nbsp; 1360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1229457 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.9%, 2/26/2025 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3788620 |
| &nbsp;&nbsp;&nbsp; 3.5%, 11/7/2024 | &nbsp;&nbsp; 1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1251818 |
| &nbsp;&nbsp;&nbsp; 3-month USD-LIBOR + 0.99%, 4.738% (b), 1/5/2023 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3999696 |
| Hasbro, Inc., 3.0%, 11/19/2024  | &nbsp;&nbsp; 5383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171811 |
| Hyundai Capital America: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.0%, 9/17/2024 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4619535 |
| &nbsp;&nbsp;&nbsp; 144A, 1.25%, 9/18/2023 | &nbsp;&nbsp; 4685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4540556 |
| &nbsp;&nbsp;&nbsp; 144A, 2.375%, 2/10/2023 | &nbsp;&nbsp; 2089000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2084292 |
| KFC Holding Co., 144A, 4.75%, 6/1/2027  | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288000 |
| Kia Corp., 144A, 1.0%, 4/16/2024  | &nbsp;&nbsp; 1130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063611 |
| Kronos Acquisition Holdings, Inc., 144A, 5.0%, 12/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294100 |
| Las Vegas Sands Corp., 3.2%, 8/8/2024  | &nbsp;&nbsp; 1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1569017 |
| Mattel, Inc., 144A, 3.375%, 4/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455105 |
| Newell Brands, Inc., 6.375%, 9/15/2027  | &nbsp;&nbsp; 1090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081825 |

---

------

---

| | | |
|:---|:---|:---|
| Raptor Acquisition Corp., 144A, 4.875%, 11/1/2026  | 490000 | 435316 |
| Royal Caribbean Cruises Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.5%, 8/31/2026 | 2450000 | 2061063 |
| &nbsp;&nbsp;&nbsp; 144A, 9.25%, 1/15/2029 | 310000 | 318556 |
| &nbsp;&nbsp;&nbsp; 144A, 11.5%, 6/1/2025 | 295000 | 316388 |
| Sands China Ltd., 5.625%, 8/8/2025  | 1040000 | 994273 |
| Stellantis Finance U.S., Inc., 144A, 1.711%, 1/29/2027  | 1140000 | 978192 |
| Vail Resorts, Inc., 144A, 6.25%, 5/15/2025  | 1220000 | 1220001 |
| Volkswagen Group of America Finance LLC, 144A, 3.95%, 6/6/2025  | 3000000 | 2903144 |
| Warnermedia Holdings, Inc., 144A, 3.428%, 3/15/2024  | 1720000 | 1669721 |
| Williams Scotsman International, Inc., 144A, 6.125%, 6/15/2025  | 653000 | 646470 |
|  |  | **48810390** |
| **Consumer Staples 1.4%** | **Consumer Staples 1.4%** |  |
| Albertsons Companies, Inc, 144A, 3.5%, 2/15/2023  | 1120000 | 1112980 |
| Coty, Inc., 144A, 5.0%, 4/15/2026  | &nbsp;&nbsp; 1135000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076289 |
| GSK Consumer Healthcare Capital UK PLC, 3.125%, 3/24/2025  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3803978 |
| JBS U.S.A. Lux SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.5%, 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 839731 |
| &nbsp;&nbsp;&nbsp; 144A, 5.125%, 2/1/2028 | &nbsp;&nbsp; 3850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3647385 |
| JDE Peet's NV, 144A, 0.8%, 9/24/2024  | &nbsp;&nbsp; 1730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580086 |
| Philip Morris International, Inc., 5.125%, 11/17/2027  | &nbsp;&nbsp; 1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1994461 |
|  |  | **14054910** |
| **Energy 5.2%** | **Energy 5.2%** |  |
| Antero Midstream Partners LP, 144A, 7.875%, 5/15/2026  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024532 |
| Antero Resources Corp., 144A, 7.625%, 2/1/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523869 |
| Blue Racer Midstream LLC, 144A, 7.625%, 12/15/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729527 |
| Boardwalk Pipelines LP, 4.95%, 12/15/2024  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 493958 |
| Canadian Natural Resources Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 3.8%, 4/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734964 |
| &nbsp;&nbsp;&nbsp; 3.9%, 2/1/2025 | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2429822 |
| CNX Resources Corp., 144A, 7.25%, 3/14/2027  | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1002425 |
| DCP Midstream Operating LP, 5.375%, 7/15/2025  | &nbsp;&nbsp; 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1109584 |
| Ecopetrol SA, 5.875%, 9/18/2023  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1987073 |
| Endeavor Energy Resources LP, 144A, 5.75%, 1/30/2028  | &nbsp;&nbsp; 1095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1048484 |
| Energy Transfer LP: |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 3/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726446 |
| &nbsp;&nbsp;&nbsp; 4.2%, 4/15/2027 | &nbsp;&nbsp; 4497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4243855 |
| &nbsp;&nbsp;&nbsp; 4.25%, 3/15/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877848 |
| Harvest Midstream I LP, 144A, 7.5%, 9/1/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811274 |
| Hess Midstream Operations LP, 144A, 5.625%, 2/15/2026  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1461128 |
| Indian Oil Corp. Ltd., REG S, 5.75%, 8/1/2023  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2002894 |
| MarkWest Energy Partners LP, 4.875%, 6/1/2025  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2431721 |
| MPLX LP, 4.875%, 12/1/2024  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1983647 |
| ONEOK Inc., 2.75%, 9/1/2024  | &nbsp;&nbsp; 4604000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4407566 |
| ONEOK Partners LP, 4.9%, 3/15/2025  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985510 |
| ONGC Videsh Ltd., REG S, 3.75%, 5/7/2023  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 993929 |
| Pertamina Persero PT, 144A, 4.3%, 5/20/2023  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980000 |
| Petroleos Mexicanos: |  |  |
| &nbsp;&nbsp;&nbsp; 3.5%, 1/30/2023 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995000 |
| &nbsp;&nbsp;&nbsp; 4.625%, 9/21/2023 (a) | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984850 |
| &nbsp;&nbsp;&nbsp; 4.875%, 1/18/2024 (a) | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977500 |
| Plains All American Pipeline LP: |  |  |
| &nbsp;&nbsp;&nbsp; 3.6%, 11/1/2024 | &nbsp;&nbsp; 2022000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1954905 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/15/2023 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3943757 |
| SA Global Sukuk Ltd., 144A, 0.946%, 6/17/2024 (a) | &nbsp;&nbsp; 1220000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1146312 |
| Saudi Arabian Oil Co., 144A, 1.25%, 11/24/2023  | &nbsp;&nbsp;&nbsp;&nbsp; 888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 853602 |

---

------

---

| | | |
|:---|:---|:---|
| Sinopec Group Overseas Development, Ltd., 144A, 2.15%, 5/13/2025  | 2500000 | 2332274 |
| Western Midstream Operating LP, 3-month USD-LIBOR + 1.1%, 5.041% (b), 1/13/2023  | 2000000 | 1997000 |
| Williams Companies, Inc., 4.55%, 6/24/2024  | 1300000 | 1285774 |
|  |  | **51461030** |
| **Financials 21.0%** | **Financials 21.0%** |  |
| AerCap Ireland Capital DAC: |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 1/30/2026 | 7000000 | 6158471 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/29/2026 | 2110000 | 1845072 |
| &nbsp;&nbsp;&nbsp; 4.875%, 1/16/2024 | 1410000 | 1396548 |
| &nbsp;&nbsp;&nbsp; 6.5%, 7/15/2025 | 1175000 | 1190602 |
| Air Lease Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 6/1/2026 | 5000000 | 4683292 |
| &nbsp;&nbsp;&nbsp; 4.125%, Perpetual (c) | 2000000 | 1370000 |
| Aircastle Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.85%, 1/26/2028 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4089282 |
| &nbsp;&nbsp;&nbsp; 4.4%, 9/25/2023 | &nbsp;&nbsp; 2534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2508756 |
| &nbsp;&nbsp;&nbsp; 144A, 5.25%, 8/11/2025 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923476 |
| Alfa SAB de CV, REG S, 5.25%, 3/25/2024  | &nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1240625 |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/2/2023 | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2423524 |
| &nbsp;&nbsp;&nbsp; 7.1%, 11/15/2027 (a) | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5086815 |
| Avolon Holdings Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.125%, 2/21/2026 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3442703 |
| &nbsp;&nbsp;&nbsp; 144A, 4.25%, 4/15/2026 | &nbsp;&nbsp; 1230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115058 |
| &nbsp;&nbsp;&nbsp; 144A, 5.125%, 10/1/2023 | &nbsp;&nbsp;&nbsp;&nbsp; 670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662469 |
| Banco de Credito del Peru S.A.: |  |  |
| &nbsp;&nbsp;&nbsp; REG S, 2.7%, 1/11/2025 (a) | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946530 |
| &nbsp;&nbsp;&nbsp; 144A, 4.25%, 4/1/2023 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 997000 |
| Banco Santander Chile, 144A, 2.7%, 1/10/2025  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1897214 |
| &nbsp;&nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santander, <br> 144A, 5.375%, 4/17/2025 <br>| &nbsp;&nbsp; 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1335825 |
| Banco Votorantim SA, 144A, 4.375%, 7/29/2025  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953750 |
| Bancolombia SA, 3.0%, 1/29/2025  | &nbsp;&nbsp; 3104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2940176 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.0%, 1/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734070 |
| &nbsp;&nbsp;&nbsp; 4.2%, 8/26/2024 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953587 |
| &nbsp;&nbsp;&nbsp; 6.22%, 9/15/2026 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3100234 |
| Barclays PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 1.007%, 12/10/2024 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4759535 |
| &nbsp;&nbsp;&nbsp; 4.375%, Perpetual (c) | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2287500 |
| BBVA Bancomer SA, 144A, 1.875%, 9/18/2025  | &nbsp;&nbsp; 2139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1938469 |
| Blackstone Secured Lending Fund, 3.625%, 1/15/2026  | &nbsp;&nbsp; 5385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4953423 |
| BOC Aviation Ltd., 144A, 3.25%, 4/29/2025  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422105 |
| BPCE SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.875%, 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475825 |
| &nbsp;&nbsp;&nbsp; 144A, 5.7%, 10/22/2023 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1984928 |
| Canadian Imperial Bank of Commerce, 3.945%, 8/4/2025  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5860056 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.636%, 3/3/2026 | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9366465 |
| &nbsp;&nbsp;&nbsp; 4.985%, 7/24/2026 | &nbsp;&nbsp; 1940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1900054 |
| CBQ Finance Ltd., REG S, 5.0%, 5/24/2023  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1991840 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.4%, 6/10/2025 | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6870531 |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754591 |
| Corebridge Financial, Inc., 144A, 3.5%, 4/4/2025  | &nbsp;&nbsp; 2040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1955697 |
| Credicorp Ltd., 144A, 2.75%, 6/17/2025  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934060 |

---

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---

| | | |
|:---|:---|:---|
| Credit Suisse Group AG: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.193%, 6/5/2026 | 1390000 | 1187188 |
| &nbsp;&nbsp;&nbsp; 144A, 2.593%, 9/11/2025 | 1180000 | 1043191 |
| &nbsp;&nbsp;&nbsp; 144A, 3-month USD-LIBOR + 1.24%, 5.975% (b), 6/12/2024 | 2675000 | 2533225 |
| Danske Bank AS: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 3.244%, 12/20/2025 | 1120000 | 1048190 |
| &nbsp;&nbsp;&nbsp; 144A, 3.773%, 3/28/2025 | 4000000 | 3875797 |
| Discover Bank, 4.682%, 8/9/2028  | 2500000 | 2399450 |
| Discover Financial Services, 3.95%, 11/6/2024  | 1100000 | 1070683 |
| Goldman Sachs Group, Inc., 0.925%, 10/21/2024  | 3780000 | 3621241 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 1.645%, 4/18/2026 | 2020000 | 1823278 |
| &nbsp;&nbsp;&nbsp; 4.25%, 3/14/2024 | 3000000 | 2946748 |
| &nbsp;&nbsp;&nbsp; 4.7%, Perpetual (a) (c) | 3000000 | 2377178 |
| &nbsp;&nbsp;&nbsp; 6.0%, Perpetual (c) | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458905 |
| &nbsp;&nbsp;&nbsp; 7.336%, 11/3/2026 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3120216 |
| ING Bank NV, 144A, 5.8%, 9/25/2023  | &nbsp;&nbsp; 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1123535 |
| Intesa Sanpaolo SpA, 144A, 7.0%, 11/21/2025  | &nbsp;&nbsp; 1340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366626 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.301%, 10/15/2025 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3769410 |
| &nbsp;&nbsp;&nbsp; SOFR + 0.58%, 4.903% (b), 6/23/2025 | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5898180 |
| KeyBank NA, 3.4%, 5/20/2026  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3747668 |
| KeyCorp., 3.878%, 5/23/2025  | &nbsp;&nbsp; 2850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2788621 |
| Kookmin Bank, 144A, 1.75%, 5/4/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739310 |
| Lloyds Banking Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 2.438%, 2/5/2026 | &nbsp;&nbsp; 2880000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2681353 |
| &nbsp;&nbsp;&nbsp; 4.716%, 8/11/2026 | &nbsp;&nbsp; 1440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1408945 |
| Macquarie Group Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.108%, 8/9/2026 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2987392 |
| &nbsp;&nbsp;&nbsp; 144A, SOFR + 0.92%, 5.243% (b), 9/23/2027 | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5701049 |
| Mitsubishi UFJ Financial Group, Inc., 0.962%, 10/11/2025  | &nbsp;&nbsp; 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2942247 |
| Mizuho Financial Group, Inc., 1.241%, 7/10/2024  | &nbsp;&nbsp; 4351000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4245681 |
| Morgan Stanley, 0.791%, 1/22/2025  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5676296 |
| Nomura Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.648%, 1/16/2025 | &nbsp;&nbsp; 2495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2355731 |
| &nbsp;&nbsp;&nbsp; 5.099%, 7/3/2025 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2966980 |
| Park Aerospace Holdings Ltd., 144A, 4.5%, 3/15/2023  | &nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1745681 |
| REC Ltd., 144A, 4.75%, 5/19/2023  | &nbsp;&nbsp; 1423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1416397 |
| Samba Funding Ltd., REG S, 2.75%, 10/2/2024  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954904 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.625%, 1/22/2025 | &nbsp;&nbsp; 3705000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3483213 |
| &nbsp;&nbsp;&nbsp; 144A, 4.25%, 9/14/2023 | &nbsp;&nbsp; 2980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2953739 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.214%, 3/23/2025 | &nbsp;&nbsp; 1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1110718 |
| &nbsp;&nbsp;&nbsp; 144A, 1.822%, 11/23/2025 | &nbsp;&nbsp; 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922477 |
| &nbsp;&nbsp;&nbsp; 144A, 4.75%, Perpetual (c) | &nbsp;&nbsp;&nbsp;&nbsp; 635000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 486242 |
| &nbsp;&nbsp;&nbsp; 144A, 7.776%, 11/16/2025 | &nbsp;&nbsp; 1560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1606640 |
| Sumitomo Mitsui Financial Group, Inc., 3.784%, 3/9/2026  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4809315 |
| Synchrony Bank, 5.4%, 8/22/2025  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981451 |
| Synchrony Financial: |  |  |
| &nbsp;&nbsp;&nbsp; 4.375%, 3/19/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176759 |
| &nbsp;&nbsp;&nbsp; 4.875%, 6/13/2025 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4871796 |
| UBS Group AG, 144A, 4.49%, 8/5/2025  | &nbsp;&nbsp; 3430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3371094 |
|  |  | **209244898** |
| **Health Care 2.3%** | **Health Care 2.3%** |  |
| Anthem, Inc., 2.375%, 1/15/2025  | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1328967 |
| Bayer U.S. Finance II LLC, 144A, 3.875%, 12/15/2023  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985526 |

---

------

---

| | | |
|:---|:---|:---|
| Bayer U.S. Finance LLC, 144A, 3.375%, 10/8/2024  | 1745000 | 1686212 |
| CVS Pass-Through Trust, 6.036%, 12/10/2028  | 814506 | 802311 |
| HCA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 3.125%, 3/15/2027 | 3000000 | 2727535 |
| &nbsp;&nbsp;&nbsp; 5.25%, 6/15/2026 | 1000000 | 987930 |
| Laboratory Corp. of America Holdings, 3.25%, 9/1/2024  | 859000 | 832353 |
| LifePoint Health, Inc., 144A, 5.375%, 1/15/2029  | 575000 | 324932 |
| Mylan, Inc., 4.2%, 11/29/2023  | 5500000 | 5443488 |
| Prime Healthcare Services, Inc., 144A, 7.25%, 11/1/2025  | 380000 | 321102 |
| Tenet Healthcare Corp., 144A, 4.875%, 1/1/2026  | 1115000 | 1054392 |
| Teva Pharmaceutical Finance Netherlands III BV: |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 5/9/2027 | 580000 | 524262 |
| &nbsp;&nbsp;&nbsp; 6.0%, 4/15/2024 | 1160000 | 1136896 |
| Zimmer Biomet Holdings, Inc., 1.45%, 11/22/2024  | 4720000 | 4388084 |
|  |  | **22543990** |
| **Industrials 4.2%** | **Industrials 4.2%** |  |
| Albemarle Corp., 4.65%, 6/1/2027  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4875877 |
| Allied Universal Holdco LLC, 144A, 4.625%, 6/1/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780504 |
| Block, Inc., 2.75%, 6/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375228 |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.875%, 5/1/2025 | &nbsp;&nbsp; 4365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4331577 |
| &nbsp;&nbsp;&nbsp; 5.04%, 5/1/2027 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4944888 |
| Clean Harbors, Inc., 144A, 4.875%, 7/15/2027  | &nbsp;&nbsp; 1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084887 |
| Delta Air Lines, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.9%, 10/28/2024 | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2842135 |
| &nbsp;&nbsp;&nbsp; 144A, 4.5%, 10/20/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507303 |
| Enersys, 144A, 5.0%, 4/30/2023  | &nbsp;&nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239026 |
| Global Payments, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 1/15/2027 | &nbsp;&nbsp; 4200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3663875 |
| &nbsp;&nbsp;&nbsp; 4.95%, 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882702 |
| Hawaiian Brand Intellectual Property Ltd., 144A, 5.75%, 1/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 325000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294125 |
| Hillenbrand, Inc., 5.75%, 6/15/2025  | &nbsp;&nbsp; 1120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1114400 |
| Howmet Aerospace, Inc., 6.875%, 5/1/2025  | &nbsp;&nbsp; 1870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918938 |
| Legends Hospitality Holding Co. LLC, 144A, 5.0%, 2/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226950 |
| Marriott International, Inc., 5.0%, 10/15/2027  | &nbsp;&nbsp; 1910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1884656 |
| Penske Truck Leasing Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.0%, 7/15/2025 | &nbsp;&nbsp; 2550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2439739 |
| &nbsp;&nbsp;&nbsp; 144A, 4.4%, 7/1/2027 | &nbsp;&nbsp; 2440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2315423 |
| Prime Security Services Borrower LLC, 144A, 5.25%, 4/15/2024  | &nbsp;&nbsp; 1540000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1512757 |
| Silgan Holdings, Inc., 144A, 1.4%, 4/1/2026  | &nbsp;&nbsp; 2727000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2405901 |
| Spirit Loyalty Cayman Ltd., 144A, 8.0%, 9/20/2025  | &nbsp;&nbsp; 1070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075232 |
| TransDigm, Inc., 144A, 6.25%, 3/15/2026  | &nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577904 |
| WESCO Distribution, Inc., 144A, 7.125%, 6/15/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379692 |
|  |  | **41673719** |
| **Information Technology 3.4%** | **Information Technology 3.4%** |  |
| Broadcom, Inc., 4.11%, 9/15/2028  | &nbsp;&nbsp; 2261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2102719 |
| CDW LLC, 4.125%, 5/1/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543805 |
| Clarivate Science Holdings Corp., 144A, 3.875%, 7/1/2028  | &nbsp;&nbsp; 1580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1368906 |
| DXC Technology Co., 1.8%, 9/15/2026  | &nbsp;&nbsp; 4510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3927563 |
| Fidelity National Information Services, Inc., 4.5%, 7/15/2025  | &nbsp;&nbsp; 2020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980720 |
| HP, Inc., 2.2%, 6/17/2025  | &nbsp;&nbsp; 4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3914571 |
| Microchip Technology, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 0.972%, 2/15/2024 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4748139 |
| &nbsp;&nbsp;&nbsp; 0.983%, 9/1/2024 | &nbsp;&nbsp; 1570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1453758 |
| &nbsp;&nbsp;&nbsp; 2.67%, 9/1/2023 | &nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1226694 |
| &nbsp;&nbsp;&nbsp; 4.25%, 9/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165026 |

---

------

---

| | | |
|:---|:---|:---|
| NXP BV: |  |  |
| &nbsp;&nbsp;&nbsp; 2.7%, 5/1/2025 | 190000 | 178834 |
| &nbsp;&nbsp;&nbsp; 4.4%, 6/1/2027 | 1380000 | 1322583 |
| Open Text Corp., 144A, 6.9%, 12/1/2027  | 1170000 | 1170000 |
| Oracle Corp., 2.5%, 4/1/2025  | 2040000 | 1923468 |
| Qorvo, Inc., 144A, 1.75%, 12/15/2024  | 2500000 | 2302375 |
| Seagate HDD Cayman, 4.875%, 3/1/2024  | 1800000 | 1764358 |
| Take-Two Interactive Software, Inc., 3.3%, 3/28/2024  | 1810000 | 1767673 |
| Workday, Inc., 3.5%, 4/1/2027  | 1430000 | 1336434 |
|  |  | **33197626** |
| **Materials 3.4%** | **Materials 3.4%** |  |
| Berry Global, Inc., 1.65%, 1/15/2027  | 3400000 | 2907922 |
| Bluestar Finance Holdings Ltd., REG S, 3.375%, 7/16/2024  | 2000000 | 1932060 |
| Celanese U.S. Holdings LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 3.5%, 5/8/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 695541 |
| &nbsp;&nbsp;&nbsp; 5.9%, 7/5/2024 | &nbsp;&nbsp; 6090000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6088039 |
| Chemours Co., 5.375%, 5/15/2027  | &nbsp;&nbsp; 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1098894 |
| Cleveland-Cliffs, Inc., 5.875%, 6/1/2027 (a) | &nbsp;&nbsp; 1060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012644 |
| CNAC HK Finbridge Co., Ltd., REG S, 3.375%, 6/19/2024  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970100 |
| First Quantum Minerals Ltd., 144A, 6.875%, 3/1/2026  | &nbsp;&nbsp; 1715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1624142 |
| Glencore Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.625%, 9/1/2025 | &nbsp;&nbsp; 1730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1565804 |
| &nbsp;&nbsp;&nbsp; 144A, 1.625%, 4/27/2026 | &nbsp;&nbsp; 1480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1304017 |
| &nbsp;&nbsp;&nbsp; 144A, 4.125%, 3/12/2024 | &nbsp;&nbsp; 3480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3424199 |
| Hudbay Minerals, Inc., 144A, 4.5%, 4/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336086 |
| Indonesia Asahan Aluminium Persero PT: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.75%, 5/15/2025 | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1475158 |
| &nbsp;&nbsp;&nbsp; REG S, 4.75%, 5/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491719 |
| MEGlobal Canada ULC, 144A, 5.0%, 5/18/2025  | &nbsp;&nbsp; 2419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2375458 |
| NOVA Chemicals Corp., 144A, 4.875%, 6/1/2024  | &nbsp;&nbsp; 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219045 |
| Novelis Corp., 144A, 3.25%, 11/15/2026  | &nbsp;&nbsp; 1180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1057882 |
| Nucor Corp., 2.0%, 6/1/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586301 |
| Olin Corp., 5.125%, 9/15/2027  | &nbsp;&nbsp; 1045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987525 |
| POSCO Holdings, Inc., 144A, 4.0%, 8/1/2023  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982880 |
| Tronox, Inc., 144A, 4.625%, 3/15/2029  | &nbsp;&nbsp; 1230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022437 |
|  |  | **34157853** |
| **Real Estate 3.1%** | **Real Estate 3.1%** |  |
| American Tower Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; (REIT), 2.4%, 3/15/2025 | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1881546 |
| &nbsp;&nbsp;&nbsp; (REIT), 2.95%, 1/15/2025 | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3815026 |
| Digital Realty Trust LP, (REIT), 5.55%, 1/15/2028  | &nbsp;&nbsp; 2030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2043422 |
| Equinix, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; (REIT), 1.0%, 9/15/2025 | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4024217 |
| &nbsp;&nbsp;&nbsp; (REIT), 1.25%, 7/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467479 |
| iStar, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; (REIT), 4.25%, 8/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440966 |
| &nbsp;&nbsp;&nbsp; (REIT), 4.75%, 10/1/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 890000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883315 |
| Office Properties Income Trust, (REIT), 2.65%, 6/15/2026  | &nbsp;&nbsp; 1330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030748 |
| Omega Healthcare Investors, Inc., (REIT), 5.25%, 1/15/2026  | &nbsp;&nbsp; 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5385638 |
| RLJ Lodging Trust LP, 144A, (REIT), 3.75%, 7/1/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204835 |
| Starwood Property Trust, Inc., 144A, (REIT), 3.625%, 7/15/2026  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875000 |
| Trust Fibra Uno: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, (REIT), 5.25%, 12/15/2024 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985000 |
| &nbsp;&nbsp;&nbsp; REG S, (REIT), 5.25%, 12/15/2024 | &nbsp;&nbsp;&nbsp;&nbsp; 991000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976135 |
| Ventas Realty LP, (REIT), 3.5%, 4/15/2024  | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2723463 |

---

------

---

| | | |
|:---|:---|:---|
| VICI Properties LP: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, (REIT), 3.5%, 2/15/2025 | 2140000 | 2017656 |
| &nbsp;&nbsp;&nbsp; 144A, (REIT), 4.625%, 6/15/2025 | 3462000 | 3319192 |
|  |  | **31073638** |
| **Utilities 3.4%** | **Utilities 3.4%** |  |
| Calpine Corp., 144A, 5.25%, 6/1/2026  | 663000 | 631526 |
| CenterPoint Energy, Inc., SOFR + 0.65%, 4.776% (b), 5/13/2024  | 3260000 | 3222042 |
| Dominion Energy, Inc., 3.071%, 8/15/2024  | 2106000 | 2029294 |
| Duke Energy Ohio, Inc., 6.9%, 6/1/2025  | 1000000 | 1042139 |
| Evergy, Inc., 2.45%, 9/15/2024  | 1818000 | 1725945 |
| Israel Electric Corp. Ltd., 144A, 6.875%, 6/21/2023  | 1048000 | 1052708 |
| Korea East-West Power Co., Ltd., 144A, 1.75%, 5/6/2025  | 940000 | 866863 |
| Nextera Energy Capital Holdings, Inc., SOFR + 0.4%, 4.465% (b), 11/3/2023  | 7000000 | 6971327 |
| NextEra Energy Operating Partners LP, 144A, 4.25%, 7/15/2024  | 855000 | 829351 |
| NRG Energy, Inc., 144A, 3.75%, 6/15/2024  | &nbsp;&nbsp; 5141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4951482 |
| Pacific Gas and Electric Co., 1.7%, 11/15/2023  | &nbsp;&nbsp; 1630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577547 |
| Public Service Enterprise Group, Inc., 2.875%, 6/15/2024  | &nbsp;&nbsp; 2181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2106258 |
| Southern California Edison Co., Series E, 3.7%, 8/1/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773985 |
| Vistra Operations Co. LLC, 144A, 3.55%, 7/15/2024  | &nbsp;&nbsp; 6622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6350899 |
|  |  | **34131366** |
| **Total Corporate Bonds** (Cost $593,495,510) | **Total Corporate Bonds** (Cost $593,495,510) | **564343169** |
| **Mortgage-Backed Securities Pass-Throughs 0.0%** | **Mortgage-Backed Securities Pass-Throughs 0.0%** |  |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 3.0%, with various maturities from 5/1/2027 until 6/1/2027  | &nbsp;&nbsp;&nbsp;&nbsp; 101342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97691 |
| &nbsp;&nbsp;&nbsp; 4.5%, 4/1/2023  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 6.0%, with various maturities from 9/15/2023 until 1/15/2039  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26423 |
| &nbsp;&nbsp;&nbsp; 7.0%, 6/20/2038  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| **Total Mortgage-Backed Securities Pass-Throughs** (Cost $138,730) | **Total Mortgage-Backed Securities Pass-Throughs** (Cost $138,730) | **126709** |
| **Asset-Backed 16.3%** | **Asset-Backed 16.3%** |  |
| **Automobile Receivables 5.9%** | **Automobile Receivables 5.9%** |  |
| Americredit Automobile Receivables Trust, "D", Series 2018-2, 4.01%, 7/18/2024  | &nbsp;&nbsp;&nbsp;&nbsp; 365623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364996 |
| AmeriCredit Automobile Receivables Trust, "C", Series 2020-2, 1.48%, 2/18/2026  | &nbsp;&nbsp; 1110000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1052277 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, "B", Series 2020-2A, 144A, 2.96%, <br> 2/20/2027 <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 897360 |
| Canadian Pacer Auto Receivables Trust, "C", Series 2020-1A, 144A, 2.49%, 5/19/2026  | &nbsp;&nbsp; 1125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1083328 |
| CarMax Auto Owner Trust, "C", Series 2020-3, 1.69%, 4/15/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705550 |
| Carvana Auto Receivables Trust, "A3", Series 2022-P2, 4.13%, 4/12/2027  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460629 |
| Chase Auto Owner Trust, "C", Series 2022-AA, 144A, 4.64%, 7/25/2028  | &nbsp;&nbsp; 1040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1008116 |
| CPS Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-C, 144A, 1.71%, 8/17/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 218790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217403 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-A, 144A, 2.17%, 4/16/2029  | &nbsp;&nbsp; 1667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1556325 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-B, 144A, 4.33%, 8/15/2028  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926876 |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-C, 144A, 4.88%, 4/15/2030  | &nbsp;&nbsp;&nbsp;&nbsp; 420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412014 |
| &nbsp;&nbsp;&nbsp; "E", Series 2019-B, 144A, 5.0%, 3/17/2025  | &nbsp;&nbsp; 1660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655175 |
| &nbsp;&nbsp;&nbsp; "E", Series 2018-B, 144A, 5.61%, 12/16/2024  | &nbsp;&nbsp; 1910639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1906132 |
| &nbsp;&nbsp;&nbsp; "E", Series 2019-A, 144A, 5.81%, 3/16/2026  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1993719 |
| &nbsp;&nbsp;&nbsp; "E", Series 2018-D, 144A, 5.82%, 6/16/2025  | &nbsp;&nbsp; 2437857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2434729 |
| &nbsp;&nbsp;&nbsp; "E", Series 2020-B, 144A, 7.38%, 6/15/2027  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1512697 |
| Exeter Automobile Receivables Trust, "D", Series 2020-2A, 144A, 4.73%, 4/15/2026  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2474822 |

---

------

---

| | | |
|:---|:---|:---|
| Flagship Credit Auto Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1, 144A, 0.91%, 3/15/2027  | 700000 | 654253 |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-4, 144A, 1.28%, 2/16/2027  | 763000 | 730067 |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-3, 144A, 1.73%, 9/15/2026  | 2150000 | 2049820 |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-1, 144A, 2.24%, 1/15/2026  | 2235000 | 2201621 |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-2, 144A, 3.8%, 4/15/2026  | 393787 | 391447 |
| &nbsp;&nbsp;&nbsp; "E", Series 2019-3, 144A, 3.84%, 12/15/2026  | 3000000 | 2789936 |
| Ford Credit Auto Owner Trust, "C", Series 2021-2, 144A, 2.11%, 5/15/2034  | 1458000 | 1246339 |
| &nbsp;&nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, "C", Series 2020-1, 144A, 2.41%, <br> 8/15/2025 <br>| 1858862 | 1848846 |
| GLS Auto Receivables Trust, "B", Series 2022-2A, 144A, 4.7%, 9/15/2026  | 1586000 | 1550331 |
| GMF Floorplan Owner Revolving Trust, "C", Series 2020-2, 144A, 1.31%, 10/15/2025  | 700000 | 671435 |
| Hertz Vehicle Financing LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-1A, 144A, 1.56%, 12/26/2025  | 1000000 | 916124 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1A, 144A, 2.05%, 12/26/2025  | 3500000 | 3152819 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-3A, 144A, 4.35%, 3/25/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487093 |
| JPMorgan Chase Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-3, 144A, 0.76%, 2/26/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 374947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353397 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-3, 144A, 0.86%, 2/26/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 937367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881840 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-3, 144A, 1.009%, 2/26/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 199972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187600 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1, 144A, 1.024%, 9/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 599003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578220 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-2, 144A, 1.138%, 12/26/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 547402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520624 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-1, 144A, 1.174%, 9/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 943884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907342 |
| &nbsp;&nbsp;&nbsp; "D", Series 2020-2, 144A, 1.487%, 2/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 183862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179650 |
| &nbsp;&nbsp;&nbsp; "E", 2021-3, 144A, 2.102%, 2/26/2029  | &nbsp;&nbsp;&nbsp;&nbsp; 499929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 469887 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-2, 144A, 2.28%, 12/26/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 377147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360155 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-1, 144A, 2.365%, 9/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 240327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231751 |
| &nbsp;&nbsp;&nbsp; "E", Series 2020-2, 144A, 3.072%, 2/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 303149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297181 |
| &nbsp;&nbsp;&nbsp; "E", Series 2020-1, 144A, 3.715%, 1/25/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 466677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 462007 |
| Onemain Direct Auto Receivable, "A1", Series 2022-1A, 144A, 4.65%, 3/14/2029  | &nbsp;&nbsp; 1565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1518945 |
| PenFed Auto Receivables Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-A, 144A, 4.6%, 12/15/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636582 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-A, 144A, 4.83%, 12/15/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587016 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit Linked Notes, "B", Series 2022-A, 144A, 5.281%, <br> 5/15/2032 <br>| &nbsp;&nbsp; 1772156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1730103 |
| Santander Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-1A, 144A, 1.833%, 12/15/2031  | &nbsp;&nbsp;&nbsp;&nbsp; 525796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505728 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1A, 144A, 3.268%, 12/15/2031  | &nbsp;&nbsp;&nbsp;&nbsp; 354912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342651 |
| Santander Consumer Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-BA, 144A, 1.45%, 10/16/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 147599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144986 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-AA, 144A, 2.26%, 12/15/2025  | &nbsp;&nbsp;&nbsp;&nbsp; 518719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517320 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-CA, 144A, 2.97%, 6/15/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 487336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475071 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-BA, 144A, 3.09%, 3/15/2029  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955005 |
| Santander Drive Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-4, 1.01%, 1/15/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 749413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741867 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-1, 2.56%, 4/17/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764275 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-5, 4.74%, 10/16/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845818 |
| Skopos Auto Receivables Trust, "C", Series 2019-1A, 144A, 3.63%, 9/16/2024  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37836 |
| Tesla Auto Lease Trust, "C", Series 2020-A, 144A, 1.68%, 2/20/2024  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992669 |
| World Omni Select Auto Trust, "C", Series 2019-A, 2.38%, 12/15/2025  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1482687 |
|  |  | **59060492** |
| **Credit Card Receivables 1.5%** | **Credit Card Receivables 1.5%** |  |
| Brex, Inc., "A", Series 2022-1, 144A, 4.63%, 7/15/2025  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1936496 |
| Continental Finance Credit Card ABS Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-A, 144A, 2.55%, 12/17/2029  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2775806 |
| &nbsp;&nbsp;&nbsp; "A", Series 2022-A, 144A, 6.19%, 10/15/2030  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1914194 |
| Genesis Sales Finance Master Trust, "A", Series 2021-AA, 144A, 1.2%, 12/21/2026  | &nbsp;&nbsp; 1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1638785 |

---

------

---

| | | |
|:---|:---|:---|
| Master Credit Card Trust II, "C", Series 2022-1A, 144A, 2.27%, 7/21/2026  | 875000 | 814381 |
| Mercury Financial Credit Card Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-1A, 144A, 1.54%, 3/20/2026  | 3500000 | 3339193 |
| &nbsp;&nbsp;&nbsp; "A", Series 2022-1A, 144A, 2.5%, 9/21/2026  | 2500000 | 2376796 |
|  |  | **14795651** |
| **Home Equity Loans 0.2%** | **Home Equity Loans 0.2%** |  |
| &nbsp;&nbsp;&nbsp; NovaStar Mortgage Funding Trust, "M3", Series 2004-3, 1-month USD-LIBOR + <br> 1.05%, 5.439% (b), 12/25/2034 <br>| 395501 | 357048 |
| &nbsp;&nbsp;&nbsp; People's Choice Home Loan Securities Trust, "A3", Series 2004-1, 1-month USD-<br> LIBOR + 1.04%, 5.429% (b), 6/25/2034 <br>| 1508945 | 1372621 |
| Renaissance Home Equity Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2006-4, 5.545%, 1/25/2037  | 57029 | 19049 |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2007-2, 5.893%, 6/25/2037  | 340249 | 106441 |
| Southern Pacific Secured Asset Corp., "A8", Series 1998-2, 6.37%, 7/25/2029  | 153 | 148 |
|  |  | **1855307** |
| **Miscellaneous 8.7%** | **Miscellaneous 8.7%** |  |
| American Homes 4 Rent Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2015-SFR1, 144A, 4.407%, 4/17/2052  | &nbsp;&nbsp;&nbsp;&nbsp; 367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350185 |
| &nbsp;&nbsp;&nbsp; "C", Series 2014-SFR3, 144A, 4.596%, 12/17/2036  | &nbsp;&nbsp; 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361321 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXXII, "A2", Series 2019-32A, 144A, 3-month USD-LIBOR + 1.65%, <br> 5.893% (b), 1/20/2033 <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2408962 |
| Applebee's Funding LLC, "A2I", Series 2019-1A, 144A, 4.194%, 6/5/2049  | &nbsp;&nbsp; 2772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2723734 |
| &nbsp;&nbsp;&nbsp; Atrium XIV LLC, "B", Series 14A, 144A, 3-month USD-LIBOR + 1.7%, 5.779% (b), <br> 8/23/2030 <br>| &nbsp;&nbsp; 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4137876 |
| &nbsp;&nbsp;&nbsp; Babson CLO Ltd., "A2R", Series 2016-1A, 144A, 3-month USD-LIBOR + 1.45%, <br> 5.775% (b), 7/23/2030 <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1432959 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO Ltd., "BR", Series 2020-2A, 144A, 3-month USD-LIBOR + 1.95%, <br> 6.193% (b), 10/20/2031 <br>| &nbsp;&nbsp; 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7037430 |
| &nbsp;&nbsp;&nbsp; Barings CLO Ltd. , "CR", Series 2013-IA, 144A, 3-month USD-LIBOR + 1.5%, <br> 5.743% (b), 1/20/2028 <br>| &nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2187126 |
| &nbsp;&nbsp;&nbsp; Battalion CLO XV Ltd., "B", Series 2020-15A, 144A, 3-month USD-LIBOR + 1.7%, <br> 5.779% (b), 1/17/2033 <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4772100 |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO Ltd., "BR2", Series 2014-1A, 144A, 3-month <br> USD-LIBOR + 1.4%, 5.479% (b), 4/17/2031 <br>| &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3822380 |
| CF Hippolyta Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2021-1A, 144A, 1.98%, 3/15/2061  | &nbsp;&nbsp; 2949382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2459038 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2020-1, 144A, 2.28%, 7/15/2060  | &nbsp;&nbsp; 3784591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3303103 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Equity Loan Trust, "2A", Series 2006-I, 1-month USD-LIBOR + <br> 0.14%, 4.458% (b), 1/15/2037 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 656668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 602548 |
| &nbsp;&nbsp;&nbsp; Credit-Based Asset Servicing and Securitization LLC, "AF2", Series 2006-CB2, 3.024% <br> (b), 12/25/2036 <br>| &nbsp;&nbsp; 1815032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1408463 |
| DB Master Finance LLC, "A2II", Series 2019-1A, 144A, 4.021%, 5/20/2049  | &nbsp;&nbsp; 2418750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243040 |
| Dell Equipment Finance Trust, "C", Series 2020-2, 144A, 1.37%, 1/22/2024  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1470273 |
| Domino's Pizza Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2019-1A, 144A, 3.668%, 10/25/2049  | &nbsp;&nbsp; 1945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680169 |
| &nbsp;&nbsp;&nbsp; "A2I", Series 2018-1A, 144A, 4.116%, 7/25/2048  | &nbsp;&nbsp;&nbsp;&nbsp; 960000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908718 |
| &nbsp;&nbsp;&nbsp; Dryden 50 Senior Loan Fund, "B", Series 2017-50A, 144A, 3-month USD-LIBOR + <br> 1.65%, 5.729% (b), 7/15/2030 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484322 |
| FirstKey Homes Trust, "B", Series 2022-SFR1, 144A, 4.493%, 5/17/2039  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925718 |
| &nbsp;&nbsp;&nbsp; Flatiron CLO Ltd., "B", Series 2018-1A, 144A, 3-month term SOFR + 1.612%, 5.475% <br> (b), 4/17/2031 <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2385440 |
| Hilton Grand Vacations Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-AA, 144A, 2.34%, 7/25/2033  | &nbsp;&nbsp;&nbsp;&nbsp; 336204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314017 |
| &nbsp;&nbsp;&nbsp; "B", Series 2017-AA, 144A, 2.96%, 12/26/2028  | &nbsp;&nbsp;&nbsp;&nbsp; 220861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215744 |
| Hotwire Funding LLC, "A2", Series 2021-1, 144A, 2.311%, 11/20/2051  | &nbsp;&nbsp; 1268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100039 |
| HPEFS Equipment Trust, "C", Series 2020-2A, 144A, 2.0%, 7/22/2030  | &nbsp;&nbsp; 1446736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1439809 |
| Jersey Mike's Funding, "A2I", Series 2021-1A, 144A, 2.891%, 2/15/2052  | &nbsp;&nbsp; 1990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1676177 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; LCM LP, "BR2", Series 16A, 144A, 3-month USD-LIBOR + 1.75%, 5.829% (b), <br> 10/15/2031 <br>| 2120000 | 2035978 |
| MVW LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-1WA, 144A, 1.44%, 1/22/2041  | 283981 | 257092 |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-1A, 144A, 1.74%, 10/20/2037  | 193205 | 175944 |
| &nbsp;&nbsp;&nbsp; "B", Series 2019-2A, 144A, 2.44%, 10/20/2038  | 527563 | 493650 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-1A, 144A, 2.73%, 10/20/2037  | 193205 | 177489 |
| MVW Owner Trust, "A", Series 2019-1A, 144A, 2.89%, 11/20/2036  | 1028323 | 968885 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman CLO XVII Ltd., "A2R2", Series 2014-18A, 144A, 3-month USD-<br> LIBOR + 1.7%, 5.978% (b), 10/21/2030 <br>| 1800000 | 1736618 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO Ltd., "A2", Series 2018-29A, 144A, 3-month <br> USD-LIBOR + 1.4%, 5.627% (b), 10/19/2031 <br>| 2000000 | 1936432 |
| &nbsp;&nbsp;&nbsp; New Economy Assets Phase 1 Sponsor LLC, "B1", Series 2021-1, 144A, 2.41%, <br> 10/20/2061 <br>| 1125000 | 924204 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-FHT1, 144A, 3.104%, 7/25/2026  | 1067355 | 931536 |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-GNT1, 144A, 3.474%, 11/25/2026  | 1524410 | 1342063 |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-PLS1, 144A, 3.844%, 12/25/2025  | 608315 | 554380 |
| Progress Residential Trust, "E", Series 2020-SFR2, 144A, 5.115%, 6/17/2037  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472401 |
| &nbsp;&nbsp;&nbsp; Regatta XVIII Funding Ltd., "B", Series 2021-1A, 144A, 3-month USD-LIBOR + <br> 1.45%, 5.529% (b), 1/15/2034 <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2840076 |
| &nbsp;&nbsp;&nbsp; RR 17 Ltd., "B", Series 2021-17A, 144A, 3-month USD-LIBOR + 1.9%, 5.979% (b), <br> 7/15/2034 <br>| &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6520311 |
| &nbsp;&nbsp;&nbsp; Sierra Timeshare Receivables Funding LLC, "B", Series 2020-2A, 144A, 2.32%, <br> 7/20/2037 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 389246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362316 |
| Taco Bell Funding LLC, "A2I", Series 2021-1A, 144A, 1.946%, 8/25/2051  | &nbsp;&nbsp; 4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3764577 |
| Towd Point Mortgage Trust, "A1", Series 2019-MH1, 144A, 3.0%, 11/25/2058  | &nbsp;&nbsp;&nbsp;&nbsp; 505785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495638 |
| Transportation Finance Equipment Trust, "C", Series 2019-1, 144A, 2.19%, 8/23/2024  | &nbsp;&nbsp; 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228126 |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., "A3R", Series 2016-3A, 144A, 3-month USD-LIBOR + 1.75%, 5.944% <br> (b), 10/18/2031 <br>| &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4290372 |
| &nbsp;&nbsp;&nbsp; Zais CLO13 Ltd., "A1A", Series 2019-13A, 144A, 3-month USD-LIBOR + 1.49%, <br> 5.569% (b), 7/15/2032 <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2450607 |
|  |  | **86809386** |
| **Total Asset-Backed** (Cost $172,632,068) | **Total Asset-Backed** (Cost $172,632,068) | **162520836** |
| **Commercial Mortgage-Backed Securities 10.1%** | **Commercial Mortgage-Backed Securities 10.1%** |  |
| 20 Times Square Trust, "B", Series 2018-20TS, 144A, 3.1% (b), 5/15/2035  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2413644 |
| &nbsp;&nbsp;&nbsp; Atrium Hotel Portfolio Trust, "B", Series 2018-ATRM, 144A, 1-month USD-LIBOR + <br> 1.43%, 5.748% (b), 6/15/2035 <br>| &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3324012 |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2018-DSNY, 144A, 1-month USD-LIBOR + 1.15%, 5.468% (b), <br> 9/15/2034 <br>| &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3385320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2018-DSNY, 144A, 1-month USD-LIBOR + 1.35%, 5.668% (b), <br> 9/15/2034 <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 957161 |
| &nbsp;&nbsp;&nbsp; BFLD TRUST, "B", Series 2019-DPLO, 144A, 1-month USD-LIBOR + 1.34%, 5.658% <br> (b), 10/15/2034 <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1458452 |
| &nbsp;&nbsp;&nbsp; BHMS Mortgage Trust, "A", Series 2018-ATLS, 144A, 1-month USD-LIBOR + 1.25%, <br> 5.568% (b), 7/15/2035 <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2400173 |
| BPR Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-TY, 144A, 1-month USD-LIBOR + 1.15%, 5.468% (b), 9/15/2038  | &nbsp;&nbsp;&nbsp;&nbsp; 506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472211 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-TY, 144A, 1-month USD-LIBOR + 1.7%, 6.018% (b), 9/15/2038  | &nbsp;&nbsp;&nbsp;&nbsp; 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312330 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-KEN, 144A, 1-month USD-LIBOR + 2.55%, 6.868% (b), 2/15/2029  | &nbsp;&nbsp; 1431100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1386455 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2019-IMC, 144A, 1-month USD-LIBOR + 1.3%, 5.618% (b), 4/15/2034  | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3377014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "D", Series 2020-VKNG, 144A, 1-month term SOFR + 1.814%, 6.15% (b), <br> 10/15/2037 <br>| &nbsp;&nbsp; 1176000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107344 |
| &nbsp;&nbsp;&nbsp; BX Trust, "D", Series 2021-ARIA, 144A, 1-month USD-LIBOR + 1.895%, 6.213% (b), <br> 10/15/2036 <br>| &nbsp;&nbsp; 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1595222 |

---

------

---

| | | |
|:---|:---|:---|
| BXP Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2017-CQHP, 144A, 1-month USD-LIBOR + 0.85%, 5.168% (b), <br> 11/15/2034 <br>| 500000 | 478578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2017-CQHP, 144A, 1-month USD-LIBOR + 1.1%, 5.418% (b), <br> 11/15/2034 <br>| 3960000 | 3728875 |
| Citigroup Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2016-C2, 2.575%, 8/10/2049  | 2000000 | 1812471 |
| &nbsp;&nbsp;&nbsp; "AS", Series 2013-GC11, 3.422%, 4/10/2046  | 1500000 | 1490503 |
| &nbsp;&nbsp;&nbsp; "B", Series 2019-PRM, 144A, 3.644%, 5/10/2036  | 2005000 | 1973242 |
| &nbsp;&nbsp;&nbsp; "B", Series 2013-GC11, 3.732%, 4/10/2046  | 500000 | 496292 |
| &nbsp;&nbsp;&nbsp; "C", Series 2019-PRM, 144A, 3.896%, 5/10/2036  | 869349 | 857150 |
| &nbsp;&nbsp;&nbsp; "C", Series 2019-SMRT, 144A, 4.682%, 1/10/2036  | 3000000 | 2912925 |
| &nbsp;&nbsp;&nbsp; Cold Storage Trust, "D", Series 2020-ICE5, 144A, 1-month USD-LIBOR + 2.1%, <br> 6.418% (b), 11/15/2037 <br>| 4914953 | 4748359 |
| COMM Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "AM", Series 2013-CR6, 144A, 3.147%, 3/10/2046  | 1200000 | 1190753 |
| &nbsp;&nbsp;&nbsp; "B", Series 2013-CR6, 144A, 3.397%, 3/10/2046  | 2800000 | 2784637 |
| &nbsp;&nbsp;&nbsp; "B", Series 2013-CR10, 144A, 4.869% (b), 8/10/2046  | &nbsp;&nbsp; 2850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2798056 |
| Credit Suisse Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2020-NET, 144A, 3.526%, 8/15/2037  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2020-FACT, 144A, 1-month USD-LIBOR + 2.0%, 6.318% (b), <br> 10/15/2037 <br>| &nbsp;&nbsp; 2756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2617498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2020-TMIC, 144A, 1-month USD-LIBOR + 3.0%, 7.818% (b), <br> 12/15/2035 <br>| &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1494331 |
| CSAIL Commercial Mortgage Trust, "AS", Series 2016-C6, 3.346%, 1/15/2049  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 910604 |
| &nbsp;&nbsp;&nbsp; DBGS Mortgage Trust, "B", Series 2018-5BP, 144A, 1-month USD-LIBOR + 0.98%, <br> 5.298% (b), 6/15/2033 <br>| &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2305259 |
| &nbsp;&nbsp;&nbsp; DBWF Mortgage Trust, "C", Series 2018-GLKS, 144A, 1-month USD-LIBOR + 1.75%, <br> 6.189% (b), 12/19/2030 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239340 |
| FHLMC Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp; "X1P", Series KL05, Interest Only, 0.892% (b), 6/25/2029  | 17800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870646 |
| &nbsp;&nbsp;&nbsp; "X1", Series K058, Interest Only, 0.915% (b), 8/25/2026  | 22596130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613356 |
| &nbsp;&nbsp;&nbsp; "X1", Series K722, Interest Only, 1.373% (b), 3/25/2023  | &nbsp;&nbsp; 3015444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840 |
| &nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Trust, "D", Series 2019 - FBLU, 144A, 3.963% (b), <br> 12/10/2036 <br>| &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4653589 |
| Freddie Mac Multifamily Structured Credit Risk: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1", Series 2021-MN1, 144A, 30-day average SOFR + 2.0%, 5.928% (b), <br> 1/25/2051 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 615635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-MN1, 144A, 30-day average SOFR + 3.75%, 7.678% (b), <br> 1/25/2051 <br>| &nbsp;&nbsp; 1808000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1614678 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Corp. Trust, "B", 2021-IP, 144A, 1-month USD-LIBOR + <br> 1.15%, 5.468% (b), 10/15/2036 <br>| &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2778175 |
| GS Mortgage Securities Trust, "AS", Series 2013-GC13, 144A, 4.078% (b), 7/10/2046  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987825 |
| GSCG Trust, "C", Series 2019-600C, 144A, 3.462%, 9/6/2034  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886248 |
| &nbsp;&nbsp;&nbsp; Hospitality Mortgage Trust, "B", Series 2019-HIT, 144A, 1-month USD-LIBOR + <br> 1.35%, 5.668% (b), 11/15/2036 <br>| &nbsp;&nbsp; 3239426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3117115 |
| &nbsp;&nbsp;&nbsp; JPMDB Commercial Mortgage Securities Trust, "AS", Series 2016-C4, 3.385%, <br> 12/15/2049 <br>| &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 888917 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase Commercial Mortgage Securities Trust, "A", Series 2018-PHH, 144A, <br> 1-month USD-LIBOR + 1.21%, 5.528% (b), 6/15/2035 <br>| &nbsp;&nbsp; 4312431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3933167 |
| &nbsp;&nbsp;&nbsp; KKR Industrial Portfolio Trust, "E", Series 2021-KDIP, 144A, 1-month USD-LIBOR + <br> 1.55%, 5.868% (b), 12/15/2037 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 468750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438891 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, "B", Series 2018-SUN, 144A, 1-month USD-LIBOR + <br> 1.2%, 5.518% (b), 7/15/2035 <br>| &nbsp;&nbsp; 1568800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1525400 |
| MRCD Mortgage Trust, "C", Series 2019-PARK, 144A, 2.718%, 12/15/2036  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4495774 |
| &nbsp;&nbsp;&nbsp; Natixis Commercial Mortgage Securities Trust, "C", Series 2018-285M, 144A, 3.79% <br> (b), 11/15/2032 <br>| &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1750746 |
| &nbsp;&nbsp;&nbsp; NYT Mortgage Trust, "B", Series 2019-NYT, 144A, 1-month USD-LIBOR + 1.4%, <br> 5.718% (b), 12/15/2035 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456669 |

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| | | |
|:---|:---|:---|
| One New York Plaza Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AJ", Series 2020-1NYP, 144A, 1-month USD-LIBOR + 1.25%, 5.568% (b), <br> 1/15/2036 <br>| 2378000 | 2219856 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-1NYP, 144A, 1-month USD-LIBOR + 1.5%, 5.818% (b), 1/15/2036  | 1166000 | 1075425 |
| &nbsp;&nbsp;&nbsp; PKHL Commercial Mortgage Trust, "D", Series 2021-MF, 144A, 1-month USD-LIBOR <br> + 2.0%, 6.318% (b), 7/15/2038 <br>| 2362000 | 2141063 |
| &nbsp;&nbsp;&nbsp; STWD Mortgage Trust, "B", Series 2021-LIH, 144A, 1-month USD-LIBOR + 1.656%, <br> 5.974% (b), 11/15/2036 <br>| 500000 | 475392 |
| UBS Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C7, Interest Only, 1.032% (b), 12/15/2050  | 25363415 | 919480 |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C1, Interest Only, 1.525% (b), 6/15/2050  | 18858880 | 946803 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-JWDR, 144A, 2.501% (b), 9/15/2031  | 200000 | 173085 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2016-C34, 2.603%, 6/15/2049  | 97326 | 96874 |
| &nbsp;&nbsp;&nbsp; "ASB", Series 2015-C31, 3.487%, 11/15/2048  | 116302 | 112666 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-SAVE, 144A, 1-month USD-LIBOR + 1.8%, 6.118% (b), 2/15/2040  | 2330732 | 2084974 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-SAVE, 144A, 1-month USD-LIBOR + 2.5%, 6.818% (b), 2/15/2040  | 909022 | 802492 |
| WFRBS Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2013-C13, 3.553%, 5/15/2045  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3929988 |
| &nbsp;&nbsp;&nbsp; "AS", Series 2014-C24, 3.931%, 11/15/2047  | &nbsp;&nbsp;&nbsp;&nbsp; 240000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228710 |
| **Total Commercial Mortgage-Backed Securities** (Cost $107,452,822) | **Total Commercial Mortgage-Backed Securities** (Cost $107,452,822) | **100720004** |
| **Collateralized Mortgage Obligations 5.0%** | **Collateralized Mortgage Obligations 5.0%** |  |
| Angel Oak Mortgage Trust, "A1", Series 2020-1, 144A, 0.909%, 1/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 616805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503555 |
| Banc of America Mortgage Securities, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; "2A8", Series 2003-J, 3.798% (b), 11/25/2033  | &nbsp;&nbsp;&nbsp;&nbsp; 120054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106704 |
| &nbsp;&nbsp;&nbsp; "2A3", Series 2005-J, 3.854% (b), 11/25/2035  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56832 |
| &nbsp;&nbsp;&nbsp; "A15", Series 2006-2, 6.0%, 7/25/2046  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5235 |
| Barclays Mortgage Loan Trust, "A2", Series 2021-NQM1, 144A, 1.984%, 9/25/2051 | &nbsp;&nbsp; 1387613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162711 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage Trust, "5A", Series 2003-8, 2.914% (b), <br> 1/25/2034<br>| &nbsp;&nbsp;&nbsp;&nbsp; 248691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208722 |
| &nbsp;&nbsp;&nbsp; BRAVO Residential Funding Trust, "A1", Series 2021-HE1, 144A, 30-day average <br> SOFR + 0.75%, 4.678% (b), 1/25/2070<br>| &nbsp;&nbsp; 1454474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1435992 |
| Chase Mortgage Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30-day average SOFR + 1.35%, 5.278% (b), <br> 2/25/2050 <br>| &nbsp;&nbsp; 2133814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1875287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30-day average SOFR + 1.55%, 5.478% (b), <br> 2/25/2050 <br>| &nbsp;&nbsp; 1112005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 923256 |
| COLT Funding LLC, "A2", Series 2021-3R, 144A, 1.257%, 12/25/2064 | &nbsp;&nbsp;&nbsp;&nbsp; 411285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346974 |
| COLT Mortgage Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2021-2R, 144A, 0.798%, 7/27/2054  | &nbsp;&nbsp;&nbsp;&nbsp; 300780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253952 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-1, 144A, 1.167%, 6/25/2066  | &nbsp;&nbsp;&nbsp;&nbsp; 884070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703868 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-2, 144A, 1.335%, 8/25/2066  | &nbsp;&nbsp; 2030479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1568188 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-HX1, 144A, 1.348%, 10/25/2066  | &nbsp;&nbsp;&nbsp;&nbsp; 872956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698100 |
| Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2021-R03, 144A, 30-day average SOFR + 1.65%, 5.578% (b), <br> 12/25/2041 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2019-R03, 144A, 1-month USD-LIBOR + 2.15%, 6.539% (b), <br> 9/25/2031 <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2019-R02, 144A, 1-month USD-LIBOR + 2.3%, 6.689% (b), <br> 8/25/2031 <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2022-R04, 144A, 30-day average SOFR + 3.1%, 7.028% (b), <br> 3/25/2042 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249065 |
| &nbsp;&nbsp;&nbsp; Countrywide Home Loan Mortgage Pass Through Trust, "5A1", Series 2005-HY10, <br> 3.914% (b), 2/20/2036<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17273 |
| &nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., "5A1", Series 2004-7, 5.0%, <br> 10/25/2019<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65634 |
| CSMC Trust , "B4", Series 2013-IVR3, 144A, 3.402% (b), 5/25/2043 | &nbsp;&nbsp; 1166301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825650 |

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| | | |
|:---|:---|:---|
| Ellington Financial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-2, 144A, 1.291%, 6/25/2066  | 641845 | 483168 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-3, 144A, 1.396%, 9/25/2066  | 2552297 | 2010855 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2020-2, 144A, 1.64%, 10/25/2065  | 907825 | 808229 |
| Federal Home Loan Mortgage Corp., "PK", Series 1751, 8.0%, 9/15/2024 | 10542 | 10647 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "DE", Series 2014-18, 4.0%, 8/25/2042  | 295080 | 284849 |
| &nbsp;&nbsp;&nbsp; "IM", Series 2014-72, Interest Only, 4.5%, 3/25/2044  | 1158693 | 135622 |
| &nbsp;&nbsp;&nbsp; "2", Series 350, Interest Only, 5.5%, 3/25/2034  | 51787 | 9569 |
| &nbsp;&nbsp;&nbsp; "1A6", Series 2007-W8, 6.693% (b), 9/25/2037  | 317279 | 329931 |
| Freddie Mac Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-DNA7, 144A, 30-day average SOFR + 1.8%, 5.728% (b), <br> 11/25/2041 <br>| 1200000 | 1127018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2020-DNA6, 144A, 30-day average SOFR + 2.0%, 5.928% (b), <br> 12/25/2050 <br>| 2612838 | 2594735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-DNA3, 144A, 30-day average SOFR + 2.1%, 6.028% (b), <br> 10/25/2033 <br>| 500000 | 490237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2018-DNA2, 144A, 1-month USD-LIBOR + 2.15%, 6.539% (b), <br> 12/25/2030 <br>| &nbsp;&nbsp; 1076434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1057502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA2, 144A, 1-month USD-LIBOR + 2.45%, 6.839% (b), <br> 3/25/2049 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 427499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA1, 144A, 1-month USD-LIBOR + 2.65%, 7.039% (b), <br> 1/25/2049 <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63831 |
| FWD Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2020-INV1, 144A, 2.24%, 1/25/2050  | &nbsp;&nbsp;&nbsp;&nbsp; 664739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 590860 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2019-INV1, 144A, 2.81%, 6/25/2049  | &nbsp;&nbsp;&nbsp;&nbsp; 226020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207626 |
| GCAT Trust, "A2", Series 2021-NQM2, 144A, 1.242%, 5/25/2066 | &nbsp;&nbsp;&nbsp;&nbsp; 764639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587323 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "IT", Series 2013-82, Interest Only, 3.5%, 5/20/2043  | 10004510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422327 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039  | &nbsp;&nbsp;&nbsp;&nbsp; 135439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32278 |
| GS Mortgage-Backed Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2020-NQM1, 144A, 1.791%, 9/27/2060  | &nbsp;&nbsp;&nbsp;&nbsp; 125072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109343 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2020-PJ1, 144A, 3.625% (b), 5/25/2050  | &nbsp;&nbsp; 5316828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4472516 |
| Imperial Fund Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-NQM1, 144A, 1.205%, 6/25/2056  | &nbsp;&nbsp; 1399594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1113945 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-NQM2, 144A, 1.362%, 9/25/2056  | &nbsp;&nbsp;&nbsp;&nbsp; 743187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573525 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2022-NQM4, 144A, 4.767%, 6/25/2067  | &nbsp;&nbsp; 2418620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2294886 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase Bank NA, "M1", Series 2020-CL1, 144A, 1-month USD-LIBOR + <br> 2.25%, 6.639% (b), 10/25/2057<br>| &nbsp;&nbsp; 2657237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588342 |
| JPMorgan Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A5", Series 2020-LTV2, 144A, 3.0%, 11/25/2050  | &nbsp;&nbsp; 1100282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1020006 |
| &nbsp;&nbsp;&nbsp; "6A1", Series 2005-A6, 4.25% (b), 8/25/2035  | &nbsp;&nbsp;&nbsp;&nbsp; 150702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142555 |
| JPMorgan Wealth Management: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30-day average SOFR + 1.55%, 5.478% (b), <br> 3/25/2051 <br>| &nbsp;&nbsp; 1402920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248405 |
| &nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30-day average SOFR + 1.8%, 5.728% (b), 3/25/2051  | &nbsp;&nbsp;&nbsp;&nbsp; 710415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M4", Series 2021-CL1, 144A, 30-day average SOFR + 2.75%, 6.678% (b), <br> 3/25/2051 <br>| &nbsp;&nbsp;&nbsp;&nbsp; 788023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663597 |
| Merrill Lynch Mortgage Investors Trust, "1A", Series 2004-1, 3.687% (b), 12/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5201 |
| MFA Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-INV1, 144A, 1.262%, 1/25/2056  | &nbsp;&nbsp;&nbsp;&nbsp; 284500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 249174 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-NQM2, 144A, 1.472%, 11/25/2064  | &nbsp;&nbsp;&nbsp;&nbsp; 472215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363320 |
| &nbsp;&nbsp;&nbsp; Prudential Home Mortgage Securities Co., Inc., "4B", Series 1994-A, 144A, 6.729% <br> (b), 4/28/2024<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| Residential Accredit Loans, Inc., "A1", Series 2003-QS18, 5.0%, 9/25/2018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126 |
| Residential Asset Mortgage Products, Inc., "A4", Series 2004-SL4, 7.0%, 7/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40829 |
| Sequoia Mortgage Trust, "B4", Series 2013-2, 3.628% (b), 2/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 859416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788957 |
| &nbsp;&nbsp;&nbsp; STACR Trust, "M2", Series 2018-DNA3, 144A, 1-month USD-LIBOR + 2.1%, 6.489% <br> (b), 9/25/2048<br>| &nbsp;&nbsp;&nbsp;&nbsp; 399798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396788 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, "A3", Series 2020-INV1, 144A, 1.593%, <br> 11/25/2055<br>| 465851 | 427347 |
| Towd Point Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "M1", Series 2017-1, 144A, 3.75%, 10/25/2056  | 2000000 | 1864374 |
| &nbsp;&nbsp;&nbsp; "M1", Series 2022-SJ1, 144A, 4.5%, 3/25/2062  | 2500000 | 2191450 |
| Verus Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-R3, 144A, 1.277%, 4/25/2064  | 433624 | 375415 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2020-4, 144A, 1.912%, 5/25/2065  | 583085 | 523724 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2020-INV1, 144A, 1.977%, 3/25/2060  | 65392 | 62520 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2020-2, 144A, 2.226%, 5/25/2060  | 48269 | 46291 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2019-INV2, 144A, 2.913%, 7/25/2059  | 129896 | 125275 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2021-R3, 144A, 3.066%, 4/25/2064  | 4277000 | 2893434 |
| &nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates Trust, "A9", Series 2003-S9, <br> 5.25%, 10/25/2033<br>| 196362 | 189354 |
| **Total Collateralized Mortgage Obligations** (Cost $57,425,015) | **Total Collateralized Mortgage Obligations** (Cost $57,425,015) | **49564394** |
| **Government & Agency Obligations 10.9%** | **Government & Agency Obligations 10.9%** |  |
| **Other Government Related (d) 0.6%** | **Other Government Related (d) 0.6%** |  |
| Corp. Andina de Fomento, 2.375%, 5/12/2023  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3954428 |
| Gazprom PJSC, 144A, 2.95%, 1/27/2029  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1400000 |
| Korea National Oil Corp., 144A, 3.25%, 7/10/2024  | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483625 |
| Vnesheconombank: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.942%, 11/21/2023\* | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21640 |
| &nbsp;&nbsp;&nbsp; 144A, 6.025%, 7/5/2022\* | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71610 |
|  |  | **5931303** |
| **Sovereign Bonds 0.3%** | **Sovereign Bonds 0.3%** |  |
| Abu Dhabi Government International Bond, 144A, 2.5%, 4/16/2025  | &nbsp;&nbsp; 1896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1812485 |
| Paraguay Government International Bond, 144A, 4.625%, 1/25/2023  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991760 |
|  |  | **2804245** |
| **U.S. Treasury Obligations 10.0%** | **U.S. Treasury Obligations 10.0%** |  |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp; 0.125%, 9/15/2023 | 23500000 | &nbsp;&nbsp;&nbsp;&nbsp; 22762871 |
| &nbsp;&nbsp;&nbsp; 0.25%, 5/31/2025 | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9078125 |
| &nbsp;&nbsp;&nbsp; 0.375%, 1/31/2026 | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4448633 |
| &nbsp;&nbsp;&nbsp; 0.5%, 4/30/2027 | 12000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10332656 |
| &nbsp;&nbsp;&nbsp; 0.875%, 9/30/2026 | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 13318946 |
| &nbsp;&nbsp;&nbsp; 1.625%, 10/31/2026 | 12000000 | &nbsp;&nbsp;&nbsp;&nbsp; 10953281 |
| &nbsp;&nbsp;&nbsp; 1.75%, 7/31/2024 | 20000000 | &nbsp;&nbsp;&nbsp;&nbsp; 19130469 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/2024 | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9604297 |
|  |  | **99629278** |
| **Total Government & Agency Obligations** (Cost $115,812,604) | **Total Government & Agency Obligations** (Cost $115,812,604) | **108364826** |
| **Short-Term U.S. Treasury Obligations 0.1%** | **Short-Term U.S. Treasury Obligations 0.1%** |  |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp; 1.9% (e), 4/20/2023 (f) | &nbsp;&nbsp;&nbsp;&nbsp; 810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799440 |
| &nbsp;&nbsp;&nbsp; 2.726% (e), 4/20/2023  | &nbsp;&nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98696 |
| &nbsp;&nbsp;&nbsp; 4.362% (e), 4/20/2023  | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394785 |
| **Total Short-Term U.S. Treasury Obligations** (Cost $1,299,233) | **Total Short-Term U.S. Treasury Obligations** (Cost $1,299,233) | **1292921** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value ($)** |
| **Exchange-Traded Funds 0.7%** | **Exchange-Traded Funds 0.7%** |  |
| SPDR Bloomberg Short Term High Yield Bond ETF (a) (Cost $7,374,035) | 295000 | **7150800** |

---

------

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** |  |
| **Information Technology**  | **Information Technology**  |  |
| Answers Corp.\* (g) (Cost $256,895) | 2220 | **0** |
| **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** |  |
| &nbsp;&nbsp;&nbsp; DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional <br> Shares", 4.07% (h) (i) (Cost $11,765,140)<br>| 11765140 | **11765140** |
| **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** |  |
| DWS Central Cash Management Government Fund, 4.2% (h) | 3662350 | 3662350 |
| DWS ESG Liquidity Fund "Capital Shares", 4.47% (h) | 12336 | 12335 |
| **Total Cash Equivalents** (Cost $3,674,678) | **Total Cash Equivalents** (Cost $3,674,678) | **3674685** |

---

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

---

| | | |
|:---|:---|:---|
|  | **% of Net**<br> **Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $1,071,326,730) | 101.4 | **1009523484** |
| **Other Assets and Liabilities, Net**  | &nbsp;&nbsp; (1.4) | **(14246121)** |
| **Net Assets** | 100.0 | **995277363** |

---

*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 December 31, 2022 are as follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**9/30/2022**<br>| &nbsp;&nbsp; **Purchases** <br>**Cost ($)**<br>| &nbsp;&nbsp; **Sales** <br>**Proceeds ($)**<br>| &nbsp;&nbsp; **Net Realized** <br>**Gain/** <br>**(Loss) ($)**<br>| &nbsp;&nbsp; **Net Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation) ($)**<br>| **Income ($)** | &nbsp;&nbsp; **Capital Gain** <br>**Distributions ($)**<br>| &nbsp;&nbsp; **Number** <br>**of Shares** <br>**at** <br>**12/31/2022**<br>| &nbsp;&nbsp; **Value ($) at** <br>**12/31/2022**<br>|
| **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** |
| DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 4.07% (h) (i) |
| 5138953  | 6,626,187 (j) | —  | —  | —  | 20702  | —  | 11765140  | 11765140  |
| **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** | **Cash Equivalents 0.4%** |
| DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) | DWS Central Cash Management Government Fund, 4.2% (h) |
| 18006322  | 79296048  | 93640020  | —  | —  | 86691  | —  | 3662350  | 3662350  |
| DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) | DWS ESG Liquidity Fund "Capital Shares" , 4.47% (h) |
| 12215  | 117  | —  | —  | 3  | 115  | —  | 12336  | 12335  |
| **23157490** | **85922352** | **93640020** | **—** | **3** | **107508** | **—** | **15439826** | **15439825** |

---

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

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

*(a)* *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 December 31, 2022 amounted to $11,418,276, which is 1.1% of net assets.* 

*(b)* *Variable or floating rate security. These securities are shown at their current rate as of December 31, 2022. 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.* 

*(c)* *Perpetual, callable security with no stated maturity date.*

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

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

*(f)* *At December 31, 2022, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures* *contracts.* 

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

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

------

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

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

&nbsp;&nbsp;&nbsp;&nbsp;*(j)* *Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the period* *ended December 31, 2022.* 

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

---

| |
|:---|
| *144A: Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions* <br> *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>|
| *PJSC: Public Joint Stock Company* |
| *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* |
| *UFJ: United Financial of Japan* |

---

*LIBOR: London Interbank Offered Rate, the benchmark rate for certain floating rate securities, has been phased out as of the end of 2021 for most maturities and currencies, although certain widely used US Dollar LIBOR rates are expected to continue to be published through June 2023 to assist with the transition. The transition process from LIBOR towards its expected replacement reference rate with the Secured Overnight Financing Rate (SOFR) for US Dollar LIBOR rates has become increasingly well defined, especially following the signing of the federal Adjustable Interest Rate (LIBOR) Act in March 2022 , and the adoption of implementing regulations in December 2022, which will replace LIBOR-based benchmark rates in instruments with no, or insufficient, alternative rate-setting provisions with a SOFR-based rate following the cessation of LIBOR. However, the Fund or the instruments in which the Fund invests may be adversely affected by the phase out by, among other things, increased volatility or illiquidity.*

*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 and Government National Mortgage Association issues which have similar coupon rates have been aggregated for presentation purposes in this investment portfolio.*

*At December 31, 2022, 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>**Depreciation ($)**<br>|
| 10 Year <br> U.S. Treasury <br> Note <br>| USD | 3/22/2023  | &nbsp;&nbsp; 40  | &nbsp;&nbsp; 4557603 | &nbsp;&nbsp; 4491875  | &nbsp;&nbsp; (65728) |
| 5 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2023  | 455  | 49159662 | 49108008  | &nbsp;&nbsp; (51654) |
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **(117382)** |

---

***Currency Abbreviation(s)***

------

*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 December 31, 2022 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Corporate Bonds (a) | $— | $564343169 | $— | $564343169 |
| Mortgage-Backed Securities Pass-Throughs  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126709 |
| Asset-Backed (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 162520836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 162520836 |
| Commercial Mortgage-Backed Securities  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 100720004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 100720004 |
| Collateralized Mortgage Obligations  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49564394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49564394 |
| Government & Agency Obligations (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 108364826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 108364826 |
| Short-Term U.S. Treasury Obligations  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292921 |
| Exchange-Traded Funds  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7150800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7150800 |
| Common Stocks  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Short-Term Investments (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15439825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15439825 |
| **Total** | **$22590625** | **$986932859** | **$0** | **$1009523484** |

---

&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  | $(117382) | $— | $— | $(117382) |
| **Total** | **$(117382)** | **$—** | **$—** | **$(117382)** |

---

&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.* 

***Derivatives***

*The following table presents, by major type of derivative contract, the unrealized appreciation (depreciation) of the Fund's derivative instruments as of December 31, 2022 categorized by the primary underlying risk exposure.* 

---

| | |
|:---|:---|
| **Primary Underlying Risk Disclosure** | &nbsp;&nbsp;&nbsp; **Futures**<br> **Contracts**<br>|
| Interest Rate Contracts  | $(117382) |

---

**OBTAIN AN OPEN-END FUND PROSPECTUS**

**To obtain a summary prospectus, if available, or prospectus, download one from fundsus.dws.com, talk to your financial representative or call (800) 728-3337. We advise you to carefully consider the product's objectives, risks, charges and expenses before investing. The summary prospectus and prospectus contain this and other important information about the investment product. Please read the prospectus carefully before you invest.**

**CLOSED-END FUNDS**

Closed-end funds, unlike open-end funds, are not continuously offered. There is a one time public offering and once issued, shares of closed-end funds are sold in the open market through a stock exchange. Shares of closed-end funds frequently trade at a discount to net asset value. The price of the fund's shares is determined by a number of factors, several of which are beyond the control of the fund. Therefore, the fund cannot predict whether its shares will trade at, below or above net asset value.

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.

NO BANK GUARANTEE \| NOT FDIC INSURED \| MAY LOSE VALUE

DSDF-PH1

R-080548-2 (1/25)

------

## 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:** 2023-09-30

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1019739068.48

**Total Liabilities:** $16429057.43

**Net Assets:** $1003310011.05

**Cash Not Reported:** $90079.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4036.80000000 | **1-Year:** -77199.03000000 | **5-Year:** -68451.28000000 | **10-Year:** -10768.34000000 | **30-Year:** -4490.33000000

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

- **3-Month:** -462.51000000 | **1-Year:** -11003.17000000 | **5-Year:** -15457.87000000 | **10-Year:** -5887.31000000 | **30-Year:** -4272.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096654 | -0.24%               | 1.38%                | 0.39%                |
| Class ID C000096657 | -0.22%               | 1.53%                | 0.29%                |
| Class ID C000148124 | -0.21%               | 1.41%                | 0.31%                |
| Class ID C000096658 | -0.33%               | 1.54%                | 0.31%                |
| Class ID C000096656 | -0.31%               | 1.32%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1752549.17             | $-3400159.05                               |
| Month 2  | $-500420.02              | $11726388.15                               |
| Month 3  | $-309285.55              | $908930.90                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OFFICE PPTY INCOME TRST                          | Office Properties Income Trust                                                        | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1330000 | PA      | $1030748.08   | 0.10%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 17 Ltd                                                                             | CUSIP: 74980QAG6<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6520311.00   | 0.65%             | 2034-07-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                     | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3227126.02   | 0.32%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                      | REC Ltd                                                                               | CUSIP: 74947LAC8<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |   1423000 | PA      | $1416397.28   | 0.14%             | 2023-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                     | Calpine Corp                                                                          | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    663000 | PA      | $631525.73    | 0.06%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-C2                                           | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1812470.60   | 0.18%             | 2049-08-10      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                           | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4455000 | PA      | $3764577.47   | 0.38%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                     | CUSIP: 36296HBJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       265 | PA      | $264.79       | 0.00%             | 2023-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                         | Brex Commercial Charge Card Master Trust                                              | CUSIP: 05601DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1936495.80   | 0.19%             | 2025-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303149 | PA      | $297181.17    | 0.03%             | 2028-02-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                   | Trust Fibra Uno                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    991000 | PA      | $976135.00    | 0.10%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    910000 | PA      | $882702.40    | 0.09%             | 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        |   7000000 | PA      | $6158471.41   | 0.61%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                         | Outfront Media Capital LLC / Outfront Media Capital Corp                              | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $315297.40    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                      | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2775805.80   | 0.28%             | 2029-12-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2020-2                                            | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2474821.75   | 0.25%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                  | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1304016.52   | 0.13%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE6 Mortgage Trust                                                        | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2784636.68   | 0.28%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Transportation Finance Equipment Trust           | Transportation Finance Equipment Trust 2019-1                                         | CUSIP: 89389JAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1228125.75   | 0.12%             | 2024-08-23      | Fixed         | 2.19%                 | 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        |    641845 | PA      | $483168.22    | 0.05%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240327 | PA      | $231751.33    | 0.02%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                         | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAA6<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $71610.00     | 0.01%             | 2022-07-05      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                     | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1767673.37   | 0.18%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                        | CUSIP: 05971V2A2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $946530.00    | 0.09%             | 2025-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                            | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1109584.00   | 0.11%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUESTAR FIN HOLDINGS                            | Bluestar Finance Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 300300294ZKDSAV43I87 | Long             | DBT              | CORP              | VG        |   2000000 | PA      | $1932059.56   | 0.19%             | 2024-07-16      | Fixed         | 3.38%                 | 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        |   1524410 | PA      | $1342063.25   | 0.13%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                    | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $2942247.30   | 0.29%             | 2025-10-11      | Fixed         | 0.96%                 | 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      | $19049.14     | 0.00%             | 2037-01-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                    | Discover Bank                                                                         | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2399449.93   | 0.24%             | 2028-08-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                          | Fidelity National Information Services Inc                                            | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1980720.35   | 0.20%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $1606640.05   | 0.16%             | 2025-11-16      | Fixed         | 7.78%                 | 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        |    616805 | PA      | $503555.35    | 0.05%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-1W LLC                                                                       | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283981 | PA      | $257091.70    | 0.03%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                      | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1914194.00   | 0.19%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                     | Atrium Hotel Portfolio Trust 2018-ATRM                                                | CUSIP: 04965KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3324012.30   | 0.33%             | 2035-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                             | Bayer US Finance LLC                                                                  | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1686211.68   | 0.17%             | 2024-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                        | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   5500000 | PA      | $5385638.28   | 0.54%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2013-GC13                                                | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987825.10    | 0.10%             | 2046-07-10      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                         | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                  | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    325000 | PA      | $294125.00    | 0.03%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                                | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2139000 | PA      | $1938468.75   | 0.19%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Babson CLO Ltd 2016-I                                                                 | CUSIP: 06759MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1432959.00   | 0.14%             | 2030-07-23      | Floating      | 5.78%                 | 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      | $106441.27    | 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        |   1000000 | PA      | $955005.00    | 0.10%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust   | Foursight Capital Automobile Receivables Trust 2020-1                                 | CUSIP: 35105FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1858862 | PA      | $1848846.23   | 0.18%             | 2025-08-15      | Fixed         | 2.41%                 | 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        |  11765140 | NS      | $11765140.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2007-W8                                                        | CUSIP: 31396XVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317279 | PA      | $329931.09    | 0.03%             | 2037-09-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    937367 | PA      | $881840.12    | 0.09%             | 2029-02-26      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                       | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1120000 | PA      | $1048190.21   | 0.10%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                            | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $5171811.34   | 0.52%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                             | Paraguay Government International Bond                                                | CUSIP: 699149AA8<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $991760.00    | 0.10%             | 2023-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2020-C                                                     | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218790 | PA      | $217403.33    | 0.02%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2377177.92   | 0.24%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                     | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1084887.50   | 0.11%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                           | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811274.00    | 0.08%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank NA - SBCLN                                                             | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525796 | PA      | $505727.89    | 0.05%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2013-GC11                                         | CUSIP: 17320DAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1490502.90   | 0.15%             | 2046-04-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1380000 | PA      | $1322582.69   | 0.13%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2020-2                                       | CUSIP: 03066EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1052277.23   | 0.10%             | 2026-02-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2020-LTV2                                                    | CUSIP: 46653LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100282 | PA      | $1020006.39   | 0.10%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                            | Stellantis Finance US Inc                                                             | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $978191.66    | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                     | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $734398.44    | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                    | Aircastle Ltd                                                                         | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2534000 | PA      | $2508756.11   | 0.25%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2020-2 Receivables Funding LLC                                       | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389246 | PA      | $362315.95    | 0.04%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                     | CUSIP: 36296RUD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       963 | PA      | $961.96       | 0.00%             | 2023-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                     | Kookmin Bank                                                                          | CUSIP: 50050GAM0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $739310.22    | 0.07%             | 2025-05-04      | Fixed         | 1.75%                 | 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        |      6214 | PA      | $5235.10      | 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      | $3822380.00   | 0.38%             | 2031-04-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM                                 | Banco Votorantim SA                                                                   | CUSIP: 05967CAF0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $953750.00    | 0.10%             | 2025-07-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                  | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1565804.45   | 0.16%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5086815.20   | 0.51%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| HP INC                                           | HP Inc                                                                                | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $3914571.44   | 0.39%             | 2025-06-17      | Fixed         | 2.20%                 | 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      | $1845071.94   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $472211.39    | 0.05%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6088038.96   | 0.61%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                                   | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4871796.40   | 0.49%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                                 | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1475157.74   | 0.15%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374947 | PA      | $353396.74    | 0.04%             | 2029-02-26      | Fixed         | 0.76%                 | 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        |     68173 | PA      | $65633.85     | 0.01%             | 2019-10-25      | Fixed         | 5.00%                 | 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        |   2418620 | PA      | $2294886.26   | 0.23%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                 | CSC Holdings LLC                                                                      | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1258314.59   | 0.13%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                           | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    517000 | PA      | $467478.77    | 0.05%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                   | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $984850.00    | 0.10%             | 2023-09-21      | Fixed         | 4.62%                 | 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        |   2330732 | PA      | $2084974.47   | 0.21%             | 2040-02-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust 2021-HE1                                              | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454474 | PA      | $1435991.71   | 0.14%             | 2070-01-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2014-C24                                              | CUSIP: 92939KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $228709.70    | 0.02%             | 2047-11-15      | Fixed         | 3.93%                 | 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        |    656668 | PA      | $602548.00    | 0.06%             | 2037-01-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp of America Holdings                                                   | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    859000 | PA      | $832353.18    | 0.08%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &                                 | JPMorgan Chase & Co                                                                   | CUSIP: 46647PCL8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5898180.24   | 0.59%             | 2025-06-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo XV Ltd                                                                  | CUSIP: 07131AAC8<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4772100.00   | 0.48%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                           | Williams Scotsman International Inc                                                   | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    653000 | PA      | $646470.00    | 0.06%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                             | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5443487.94   | 0.54%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                              | Kenbourne Invest SA                                                                   | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    264000 | PA      | $251328.00    | 0.03%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                            | Gazprom PJSC via Gaz Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1400000.00   | 0.14%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                       | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1014300.00   | 0.10%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $312329.85    | 0.03%             | 2038-09-15      | Floating      | 6.02%                 | 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      | $910604.00    | 0.09%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                              | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226694.06   | 0.12%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193205 | PA      | $177488.54    | 0.02%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2020-4                                         | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749413 | PA      | $741867.23    | 0.07%             | 2026-01-15      | Fixed         | 1.01%                 | 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        |    520000 | PA      | $507302.54    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                                    | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725000 | PA      | $1595221.87   | 0.16%             | 2036-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                       | Sprint LLC                                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    850000 | PA      | $894460.10    | 0.09%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                           | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1577547.12   | 0.16%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-A                                 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772156 | PA      | $1730102.55   | 0.17%             | 2032-05-15      | Fixed         | 5.28%                 | 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        |    909022 | PA      | $802491.65    | 0.08%             | 2040-02-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                    | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726445.87    | 0.07%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                    | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4497000 | PA      | $4243855.37   | 0.42%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                              | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135439 | PA      | $32278.35     | 0.00%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                           | Credit Suisse Group AG                                                                | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1390000 | PA      | $1187187.46   | 0.12%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                | DXC Technology Co                                                                     | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $3927562.68   | 0.39%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                   | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3663875.33   | 0.37%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 48128U2Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377147 | PA      | $360154.84    | 0.04%             | 2028-12-26      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13318945.35  | 1.33%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                       | CUSIP: 31412S6V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       508 | PA      | $505.36       | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | 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        |   2000000 | PA      | $1926876.00   | 0.19%             | 2028-08-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2022-2                                              | CUSIP: 36265NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1586000 | PA      | $1550330.70   | 0.15%             | 2026-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                              | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4748139.25   | 0.47%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3339192.85   | 0.33%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                                 | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1446736 | PA      | $1439808.99   | 0.14%             | 2030-07-22      | Fixed         | 2.00%                 | 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        |    336204 | PA      | $314016.72    | 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        |   5000000 | PA      | $4944887.75   | 0.49%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                    | CUSIP: 36202EVX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3324 | PA      | $3316.09      | 0.00%             | 2023-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                              | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1512757.05   | 0.15%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KKR Industrial Portfolio Trust 2021-KDIP                                              | CUSIP: 48254CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468750 | PA      | $438891.05    | 0.04%             | 2037-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R3                                                    | CUSIP: 92538EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433624 | PA      | $375415.16    | 0.04%             | 2064-04-25      | Variable      | 1.28%                 | 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      | $2439739.33   | 0.24%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust               | Genesis Sales Finance Master Trust                                                    | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1638785.75   | 0.16%             | 2026-12-21      | Fixed         | 1.20%                 | 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      | $2617497.50   | 0.26%             | 2037-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                             | Zais Clo 13 Ltd                                                                       | CUSIP: 98876NAA2<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2450607.50   | 0.24%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    943884 | PA      | $907342.40    | 0.09%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                                    | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1299750.00   | 0.13%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1410000 | PA      | $1396548.30   | 0.14%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman CLO XVIII Ltd                                                        | CUSIP: 64128QAU9<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1736618.40   | 0.17%             | 2030-10-21      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                          | Park Aerospace Holdings Ltd                                                           | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   1750000 | PA      | $1745680.53   | 0.17%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                | ONEOK Partners LP                                                                     | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985510.23    | 0.10%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corportation Trust 2021-IP                                     | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2778175.50   | 0.28%             | 2036-10-15      | Floating      | 5.47%                 | 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        |   2552297 | PA      | $2010855.26   | 0.20%             | 2066-09-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2Y71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18104 | PA      | $19098.43     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                          | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1840433.93   | 0.18%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                         | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1730000 | PA      | $1580086.33   | 0.16%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2019-MH1                                                    | CUSIP: 89177WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505785 | PA      | $495637.65    | 0.05%             | 2058-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                                 | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1054391.66   | 0.11%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                       | Apidos CLO XXXII                                                                      | CUSIP: 03768RAE6<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2408962.50   | 0.24%             | 2033-01-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2966980.35   | 0.30%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2450000 | PA      | $2061062.50   | 0.21%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                        | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981451.09    | 0.10%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    310000 | PA      | $318556.00    | 0.03%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                   | Bancolombia SA                                                                        | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   3104000 | PA      | $2940176.31   | 0.29%             | 2025-01-29      | Fixed         | 3.00%                 | 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        |   4312431 | PA      | $3933167.14   | 0.39%             | 2035-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                         | Endeavor Energy Resources LP / EER Finance Inc                                        | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1048484.40   | 0.10%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-4                                                     | CUSIP: 92538LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583085 | PA      | $523723.71    | 0.05%             | 2065-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| MARKWEST ENERGY PART/FIN                         | MarkWest Energy Partners LP / MarkWest Energy Finance Corp                            | CUSIP: 570506AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2431720.58   | 0.24%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                  | Atrium XIV LLC                                                                        | CUSIP: 04965LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4137876.50   | 0.41%             | 2030-08-23      | Floating      | 5.78%                 | 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        |    300780 | PA      | $253952.28    | 0.03%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ONGC Videsh Ltd                                  | ONGC Videsh Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800WPRPCRI524XG72 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $993928.70    | 0.10%             | 2023-05-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-PRM                                          | CUSIP: 29429JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005000 | PA      | $1973242.20   | 0.20%             | 2036-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                          | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2102718.88   | 0.21%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                               | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2084291.48   | 0.21%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                    | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    880000 | PA      | $877847.89    | 0.09%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                    | TransDigm Inc                                                                         | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577904.00   | 0.16%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                          | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                             | CUSIP: 50106GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $294100.00    | 0.03%             | 2026-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-A                                                     | CUSIP: 12659WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1667000 | PA      | $1556325.20   | 0.16%             | 2029-04-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199972 | PA      | $187599.64    | 0.02%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                    | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2740080.35   | 0.27%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                          | BPCE SA                                                                               | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $475824.92    | 0.05%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                              | Hotwire Funding LLC                                                                   | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1268000 | PA      | $1100039.33   | 0.11%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2376796.00   | 0.24%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                           | Sequoia Mortgage Trust 2013-2                                                         | CUSIP: 81745MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859416 | PA      | $788957.03    | 0.08%             | 2043-02-25      | Variable      | 3.63%                 | 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      | $3920403.92   | 0.39%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                           | Aptiv PLC / Aptiv Corp                                                                | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2770000 | PA      | $2612088.09   | 0.26%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599003 | PA      | $578220.24    | 0.06%             | 2028-09-25      | Fixed         | 1.02%                 | 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        |    884070 | PA      | $703868.39    | 0.07%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | STACR Trust 2018-DNA3                                                                 | CUSIP: 35563WAH7<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |    399798 | PA      | $396788.26    | 0.04%             | 2048-09-25      | Floating      | 6.49%                 | 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        |    608315 | PA      | $554379.52    | 0.06%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                          | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461127.50   | 0.15%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                              | DBWF 2018-GLKS Mortgage Trust                                                         | CUSIP: 23307GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $239340.03    | 0.02%             | 2030-12-19      | Floating      | 6.19%                 | 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      | $825649.69    | 0.08%             | 2043-05-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                         | Kia Corp                                                                              | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1130000 | PA      | $1063611.28   | 0.11%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                        | Qorvo Inc                                                                             | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2302375.00   | 0.23%             | 2024-12-15      | Fixed         | 1.75%                 | 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        |    710415 | PA      | $617418.28    | 0.06%             | 2051-03-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                          | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $249065.25    | 0.02%             | 2042-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2019-2 LLC                                                                        | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527563 | PA      | $493649.51    | 0.05%             | 2038-10-20      | Fixed         | 2.44%                 | 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        |    120054 | PA      | $106704.33    | 0.01%             | 2033-11-25      | Variable      | 3.80%                 | 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        |    743187 | PA      | $573525.16    | 0.06%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                        | Block Inc                                                                             | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $375228.00    | 0.04%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                              | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2880000 | PA      | $2681353.35   | 0.27%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                           | Tesla Auto Lease Trust 2020-A                                                         | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992669.40    | 0.10%             | 2024-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3850000 | PA      | $3647384.74   | 0.36%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE6 Mortgage Trust                                                        | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1190752.92   | 0.12%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                                  | CUSIP: 88032WAJ5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1180000 | PA      | $1179528.00   | 0.12%             | 2023-01-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                                | CUSIP: 12433YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1176000 | PA      | $1107344.06   | 0.11%             | 2037-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        40 | NC      | $-65727.80    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                            | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $543804.80    | 0.05%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                 | BOC Aviation Ltd                                                                      | CUSIP: 09681LAL4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1422104.66   | 0.14%             | 2025-04-29      | Fixed         | 3.25%                 | 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        |      5573 | PA      | $5201.21      | 0.00%             | 2034-12-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                           | Discover Financial Services                                                           | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1070683.21   | 0.11%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 29 Ltd                                             | CUSIP: 64130XAJ5<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1936432.00   | 0.19%             | 2031-10-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                              | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165026.13    | 0.02%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd                                  | Barings CLO Ltd 2013-I                                                                | CUSIP: 06760EAE6<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2187126.00   | 0.22%             | 2028-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                            | Tencent Music Entertainment Group                                                     | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $889107.66    | 0.09%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                          | Korea National Oil Corp                                                               | CUSIP: 50065WAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $483625.00    | 0.05%             | 2024-07-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   3662350 | NS      | $3662350.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstkey Homes Trust                             | FirstKey Homes 2022-SFR1 Trust                                                        | CUSIP: 33768NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $925718.30    | 0.09%             | 2039-05-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                       | GSCG Trust 2019-600C                                                                  | CUSIP: 36260TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $886248.00    | 0.09%             | 2034-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                              | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1955696.65   | 0.19%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                         | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $524261.85    | 0.05%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                              | SA Global Sukuk Ltd                                                                   | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1220000 | PA      | $1146312.00   | 0.11%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                                | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $3954428.32   | 0.39%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent 2015-SFR1 Trust                                                 | CUSIP: 02666AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367000 | PA      | $350185.27    | 0.03%             | 2052-04-17      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $178834.00    | 0.02%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                         | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAC2<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $21640.00     | 0.00%             | 2023-11-21      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                  | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3100234.08   | 0.31%             | 2026-09-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $5860056.24   | 0.58%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                                   | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2029293.77   | 0.20%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                  | CUSIP: 054967AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3385320.05   | 0.34%             | 2034-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                         | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773985.25    | 0.08%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                                                             | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    450000 | PA      | $440966.05    | 0.04%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                       | CUSIP: 3138E7JZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17642 | PA      | $17006.34     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup COmmercial Mortgage Trust 2019-SMRT                                         | CUSIP: 29429MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2912925.00   | 0.29%             | 2036-01-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW Owner Trust 2019-1                                                                | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028323 | PA      | $968884.60    | 0.10%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-DNA1                                                     | CUSIP: 35563KAH3<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |     64232 | PA      | $63830.63     | 0.01%             | 2049-01-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                            | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1725945.22   | 0.17%             | 2024-09-15      | Fixed         | 2.45%                 | 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      | $1614677.79   | 0.16%             | 2051-01-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                  | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1569016.93   | 0.16%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                 | Flatiron CLO 18 Ltd                                                                   | CUSIP: 33883GAC1<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2385440.00   | 0.24%             | 2031-04-17      | Floating      | 5.47%                 | 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        |   1067355 | PA      | $931536.10    | 0.09%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2020-SFR2 Trust                                                  | CUSIP: 74333LAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $472400.95    | 0.05%             | 2037-06-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                     | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3120215.46   | 0.31%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1251818.33   | 0.12%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | Americredit Automobile Receivables Trust 2018-2                                       | CUSIP: 03066LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365623 | PA      | $364995.81    | 0.04%             | 2024-07-18      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                         | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2315423.26   | 0.23%             | 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        |   2000000 | PA      | $1370000.00   | 0.14%             | 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      | $1057881.80   | 0.11%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2018-DNA2                                                     | CUSIP: 35563TAB7<br>LEI: 549300L8K4CLYS7FCQ06 | Long             | ABS-MBS          | USGSE             | US        |   1076434 | PA      | $1057501.42   | 0.11%             | 2030-12-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities           | Natixis Commercial Mortgage Securities Trust 2018-285M                                | CUSIP: 63874FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1750745.60   | 0.17%             | 2032-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112005 | PA      | $923256.05    | 0.09%             | 2050-02-25      | Floating      | 5.48%                 | 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        |   1402920 | PA      | $1248404.72   | 0.12%             | 2051-03-25      | Floating      | 5.48%                 | 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      | $870646.06    | 0.09%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                          | CUSIP: 3137BQC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3015444 | PA      | $839.80       | 0.00%             | 2023-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-INV1 Trust                                                                   | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284500 | PA      | $249173.57    | 0.02%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-KEN                                                                    | CUSIP: 05591QAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431100 | PA      | $1386455.40   | 0.14%             | 2029-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2020-2                                                   | CUSIP: 24704GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1470273.30   | 0.15%             | 2024-01-22      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                             | Duke Energy Ohio Inc                                                                  | CUSIP: 172070BT0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042138.99   | 0.10%             | 2025-06-01      | Fixed         | 6.90%                 | 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        |   1565000 | PA      | $1518945.34   | 0.15%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                          | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024532.44   | 0.20%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                   | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5701049.34   | 0.57%             | 2027-09-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1230000 | PA      | $1115058.05   | 0.11%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                   | Albemarle Corp                                                                        | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4875876.85   | 0.49%             | 2027-06-01      | Fixed         | 4.65%                 | 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        |    960000 | PA      | $908717.76    | 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      | $2405901.53   | 0.24%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Prudential Home Mortgage Securities              | Prudential Home Mortgage Securities Co Inc/The                                        | CUSIP: 74434UCP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       240 | PA      | $235.08       | 0.00%             | 2024-04-28      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2022-SJ1                                                    | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2191449.75   | 0.22%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                          | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2120009.70   | 0.21%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                                 | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $491719.25    | 0.05%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1180000 | PA      | $1110717.89   | 0.11%             | 2025-03-23      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                            | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4351000 | PA      | $4245680.78   | 0.42%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                   | NRG Energy Inc                                                                        | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5141000 | PA      | $4951481.97   | 0.49%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2423524.13   | 0.24%             | 2023-10-02      | Fixed         | 1.45%                 | 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        |    615635 | PA      | $576135.66    | 0.06%             | 2051-01-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                  | Hillenbrand Inc                                                                       | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1114400.00   | 0.11%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    960000 | PA      | $839731.20    | 0.08%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                           | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                        | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288000.00    | 0.03%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands Inc                                                                     | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1081825.00   | 0.11%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                              | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1453757.53   | 0.14%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                         | FWD Securitization Trust 2020-INV1                                                    | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664739 | PA      | $590860.39    | 0.06%             | 2050-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                             | Sinopec Group Overseas Development 2018 Ltd                                           | CUSIP: 82939GAN8<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |   2500000 | PA      | $2332274.35   | 0.23%             | 2025-05-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                       | MFA 2021-NQM2 Trust                                                                   | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472215 | PA      | $363319.48    | 0.04%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                                   | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2842134.78   | 0.28%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                  | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2953587.33   | 0.29%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1229457.46   | 0.12%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                               | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $637335.52    | 0.06%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| CREDIT SUISSE GROUP AG                           | Credit Suisse Group AG                                                                | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1180000 | PA      | $1043191.31   | 0.10%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR23                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       455 | NC      | $-51654.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-1                                         | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $764274.80    | 0.08%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-C                                                     | CUSIP: 12664DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $412013.99    | 0.04%             | 2030-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUST F/1401                                     | Trust Fibra Uno                                                                       | CUSIP: 898324AA6<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1000000 | PA      | $985000.00    | 0.10%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                             | LifePoint Health Inc                                                                  | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $324932.50    | 0.03%             | 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        |     51787 | PA      | $9569.18      | 0.00%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2019-A                                                     | CUSIP: 12596HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1993718.60   | 0.20%             | 2026-03-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                        | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997000.00   | 0.20%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                   | Open Text Corp                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1170000.00   | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $3442702.92   | 0.34%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   2030000 | PA      | $2043421.55   | 0.20%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 91282CAK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $22762871.04  | 2.27%             | 2023-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                              | BHMS 2018-ATLS                                                                        | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2400172.50   | 0.24%             | 2035-07-15      | Floating      | 5.57%                 | 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        |     65369 | PA      | $56832.07     | 0.01%             | 2035-11-25      | Variable      | 3.85%                 | 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        |    196362 | PA      | $189353.65    | 0.02%             | 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        |    487336 | PA      | $475070.50    | 0.05%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                               | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2727535.23   | 0.27%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                       | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1994460.75   | 0.20%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                        | Alfa SAB de CV                                                                        | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |   1250000 | PA      | $1240625.00   | 0.12%             | 2024-03-25      | Fixed         | 5.25%                 | 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-MBS          | CORP              | US        |   1508945 | PA      | $1372620.35   | 0.14%             | 2034-06-25      | Floating      | 5.43%                 | 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        |   2657237 | PA      | $2588341.63   | 0.26%             | 2057-10-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-B                                      | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147599 | PA      | $144985.89    | 0.01%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    670000 | PA      | $662468.70    | 0.07%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                  | Sands China Ltd                                                                       | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1040000 | PA      | $994273.36    | 0.10%             | 2025-08-08      | Fixed         | 5.62%                 | 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        |   1815032 | PA      | $1408462.60   | 0.14%             | 2036-12-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                     | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $458904.87    | 0.05%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                           | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    295000 | PA      | $316387.50    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                       | CUSIP: 3138LUCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83700 | PA      | $80684.94     | 0.01%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2016-3 Ltd                                                                   | CUSIP: 92915HAQ6<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4290372.00   | 0.43%             | 2031-10-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                 | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |   2140000 | PA      | $2017656.20   | 0.20%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCE4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999695.48   | 0.40%             | 2023-01-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                  | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1285773.61   | 0.13%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING BANK NV                                      | ING Bank NV                                                                           | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |   1125000 | PA      | $1123535.26   | 0.11%             | 2023-09-25      | Fixed         | 5.80%                 | 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        |   1458000 | PA      | $1246338.50   | 0.12%             | 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        |   2949382 | PA      | $2459037.91   | 0.25%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                            | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9366464.60   | 0.93%             | 2026-03-03      | Fixed         | 2.64%                 | 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      | $587016.12    | 0.06%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                          | GSK Consumer Healthcare Capital UK PLC                                                | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3803978.36   | 0.38%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                         | FWDSecuritization Trust 2019-INV1                                                     | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    226020 | PA      | $207626.41    | 0.02%             | 2049-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                 | Berry Global Inc                                                                      | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2907921.91   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | 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        |   1387613 | PA      | $1162711.01   | 0.12%             | 2051-09-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD 2019-DPLO                                                                        | CUSIP: 054970AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1458451.95   | 0.15%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                   | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $977500.00    | 0.10%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SPIRIT LOYALTY KY LTD/IP                         | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                      | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    935000 | PA      | $939796.55    | 0.09%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4448632.80   | 0.44%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                                   | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $958975.20    | 0.10%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                         | CNAC HK Finbridge Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $970100.00    | 0.10%             | 2024-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                         | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4089281.75   | 0.41%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                        | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5676296.16   | 0.57%             | 2025-01-22      | Fixed         | 0.79%                 | 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        |    788023 | PA      | $663596.93    | 0.07%             | 2051-03-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                         | NextEra Energy Operating Partners LP                                                  | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    855000 | PA      | $829350.86    | 0.08%             | 2024-07-15      | Fixed         | 4.25%                 | 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        |   2030479 | PA      | $1568188.38   | 0.16%             | 2066-08-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                             | Abu Dhabi Government International Bond                                               | CUSIP: 29135LAG5<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1896000 | PA      | $1812484.99   | 0.18%             | 2025-04-16      | Fixed         | 2.50%                 | 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        |    125072 | PA      | $109343.09    | 0.01%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                               | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $490237.05    | 0.05%             | 2033-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                     | CUSIP: 3136AJVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295080 | PA      | $284848.95    | 0.03%             | 2042-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                  | SNB Funding Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $954904.00    | 0.10%             | 2024-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-SUN                                               | CUSIP: 61691MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1568800 | PA      | $1525399.78   | 0.15%             | 2035-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                            | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1900054.08   | 0.19%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2020-2 Ltd                                                              | CUSIP: 05875DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7037430.00   | 0.70%             | 2031-10-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                   | Air Lease Corp                                                                        | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4683291.90   | 0.47%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA Inc                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987929.52    | 0.10%             | 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      | $3377013.85   | 0.34%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                         | Israel Electric Corp Ltd                                                              | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   1048000 | PA      | $1052707.62   | 0.10%             | 2023-06-21      | Fixed         | 6.88%                 | 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      | $475392.35    | 0.05%             | 2036-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4809315.15   | 0.48%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                               | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4619535.45   | 0.46%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                              | Synchrony Financial                                                                   | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176759.35    | 0.02%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                           | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $916123.60    | 0.09%             | 2025-12-26      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                        | Regatta XVIII Funding Ltd                                                             | CUSIP: 75884EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2840076.00   | 0.28%             | 2034-01-15      | Floating      | 5.53%                 | 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        |   1399594 | PA      | $1113944.86   | 0.11%             | 2056-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                                          | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $471594.35    | 0.05%             | 2041-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                          | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3430000 | PA      | $3371093.87   | 0.34%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3222042.06   | 0.32%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3943756.52   | 0.39%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                         | Clarios Global LP / Clarios US Finance Co                                             | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1377300.52   | 0.14%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortage-Backed Securities Trust 2020-PJ1                                           | CUSIP: 36258FAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5316828 | PA      | $4472515.46   | 0.45%             | 2050-05-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM XVI LP                                                                            | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   2120000 | PA      | $2035978.04   | 0.20%             | 2031-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| EnerSys                                          | EnerSys                                                                               | CUSIP: 29275YAB8<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239025.60    | 0.02%             | 2023-04-30      | Fixed         | 5.00%                 | 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      | $897359.80    | 0.09%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                             | Pertamina Persero PT                                                                  | CUSIP: 69369EAE9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   2000000 | PA      | $1980000.00   | 0.20%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1175000 | PA      | $1190601.59   | 0.12%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                             | RLJ Lodging Trust LP                                                                  | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    230000 | PA      | $204835.35    | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9604296.90   | 0.96%             | 2024-11-15      | Fixed         | 2.25%                 | 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      | $357047.79    | 0.04%             | 2034-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                              | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1076288.73   | 0.11%             | 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: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1127018.04   | 0.11%             | 2041-11-25      | Floating      | 5.73%                 | 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        |    248691 | PA      | $208721.72    | 0.02%             | 2034-01-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                           | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand      | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1350000 | PA      | $1335825.00   | 0.13%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                              | NOVA Chemicals Corp                                                                   | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1260000 | PA      | $1219045.22   | 0.12%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2018-D                                                     | CUSIP: 22411XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2437857 | PA      | $2434729.28   | 0.24%             | 2025-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                  | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $957161.10    | 0.10%             | 2034-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-NET                                                                         | CUSIP: 126438AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $896812.70    | 0.09%             | 2037-08-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                             | Tencent Holdings Ltd                                                                  | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2704709.64   | 0.27%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                   | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1328967.07   | 0.13%             | 2025-01-15      | Fixed         | 2.38%                 | 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      | $4495774.50   | 0.45%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                   | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3769409.68   | 0.38%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                     | World Omni Select Auto Trust 2019-A                                                   | CUSIP: 98163BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1482686.55   | 0.15%             | 2025-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                   | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2987391.90   | 0.30%             | 2026-08-09      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                               | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983646.80   | 0.20%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                  | Fontainebleau Miami Beach Trust 2019-FBLU                                             | CUSIP: 34461LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4653589.50   | 0.46%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| POSCO                                            | POSCO                                                                                 | CUSIP: 693483AD1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1982880.00   | 0.20%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                                | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379692.05    | 0.04%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                                    | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $729527.15    | 0.07%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                     | CUSIP: 3136ALLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1158693 | PA      | $135622.17    | 0.01%             | 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      | $1368905.68   | 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      | $2893433.70   | 0.29%             | 2064-04-25      | Variable      | 3.07%                 | 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      | $888917.00    | 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        |   3784592 | PA      | $3303102.90   | 0.33%             | 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      | $455105.39    | 0.05%             | 2026-04-01      | Fixed         | 3.38%                 | 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        |    875000 | PA      | $845817.79    | 0.08%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1954904.54   | 0.19%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                   | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4000000 | PA      | $3815025.84   | 0.38%             | 2025-01-15      | Fixed         | 2.95%                 | 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        |     42608 | PA      | $40828.55     | 0.00%             | 2032-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                        | Olin Corp                                                                             | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $987525.00    | 0.10%             | 2027-09-15      | Fixed         | 5.12%                 | 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      | $484322.00    | 0.05%             | 2030-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1136896.15   | 0.11%             | 2024-04-15      | Fixed         | 6.00%                 | 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      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                           | CUSIP: 42806MAC3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3152818.55   | 0.31%             | 2025-12-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1000000 | PA      | $875000.00    | 0.09%             | 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      | $2413644.00   | 0.24%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $734964.17    | 0.07%             | 2024-04-15      | Fixed         | 3.80%                 | 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      | $1864373.80   | 0.19%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                                 | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1009757.60   | 0.10%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                         | Empresa Nacional de Telecomunicaciones SA                                             | CUSIP: 29245VAA3<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    666667 | PA      | $663133.27    | 0.07%             | 2024-10-30      | Fixed         | 4.88%                 | 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      | $924204.15    | 0.09%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                   | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2000000 | PA      | $1881546.18   | 0.19%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2021-NQM2 Trust                                                                  | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764639 | PA      | $587323.22    | 0.06%             | 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        |    411284 | PA      | $346973.88    | 0.03%             | 2064-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                           | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1923468.33   | 0.19%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indian Oil Corp Ltd                              | Indian Oil Corp Ltd                                                                   | CUSIP: 000000000<br>LEI: 335800J8OBWE4VFUDG88 | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $2002893.60   | 0.20%             | 2023-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    427499 | PA      | $423214.11    | 0.04%             | 2049-03-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                               | CNX Resources Corp                                                                    | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1002425.00   | 0.10%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                         | Korea East-West Power Co Ltd                                                          | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    940000 | PA      | $866862.67    | 0.09%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3747668.32   | 0.37%             | 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        |  25363415 | PA      | $919479.61    | 0.09%             | 2050-12-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                        | CUSIP: 05990GAA3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $997000.00    | 0.10%             | 2023-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4331577.33   | 0.43%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                              | Hudbay Minerals Inc                                                                   | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $336085.67    | 0.03%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                            | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4388084.50   | 0.44%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1884655.58   | 0.19%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                 | Vail Resorts Inc                                                                      | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1220000.93   | 0.12%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank NA - SBCLN                                                             | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354912 | PA      | $342650.83    | 0.03%             | 2031-12-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                    | CUSIP: 36202ET58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1935 | PA      | $2089.69      | 0.00%             | 2038-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                              | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1408944.53   | 0.14%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1340000 | PA      | $1366626.31   | 0.14%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2020-3                                                        | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $705549.83    | 0.07%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                            | DB Master Finance LLC                                                                 | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2418750 | PA      | $2243039.91   | 0.22%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                     | CUSIP: 36241KWU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       620 | PA      | $619.57       | 0.00%             | 2023-11-15      | Fixed         | 6.00%                 | 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      | $2219855.87   | 0.22%             | 2036-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-3                                                     | CUSIP: 33844TAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2049820.32   | 0.20%             | 2026-09-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                                  | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1012644.11   | 0.10%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WF-RBS COMMERCIAL MORTGAGE TRUST                 | WFRBS Commercial Mortgage Trust 2013-C13                                              | CUSIP: 92937UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3929988.00   | 0.39%             | 2045-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2800000 | PA      | $2723462.81   | 0.27%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                     | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2020000 | PA      | $1823277.67   | 0.18%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                           | Credit Suisse Group AG                                                                | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2675000 | PA      | $2533225.03   | 0.25%             | 2024-06-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                         | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                      | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135000 | PA      | $135434.70    | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                                                             | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    890000 | PA      | $883314.62    | 0.09%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                            | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1715000 | PA      | $1624142.04   | 0.16%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                         | Prime Healthcare Services Inc                                                         | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $321101.73    | 0.03%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                           | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1336433.78   | 0.13%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                   | PKHL Commercial Mortgage Trust 2021-MF                                                | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362000 | PA      | $2141063.01   | 0.21%             | 2038-07-15      | Floating      | 6.32%                 | 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      | $1008115.78   | 0.10%             | 2028-07-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                         | Master Credit Card Trust II                                                           | CUSIP: 576339CP8<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |    875000 | PA      | $814381.40    | 0.08%             | 2026-07-21      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                                  | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    888000 | PA      | $853602.43    | 0.09%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                               | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2903144.04   | 0.29%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                               | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2612838 | PA      | $2594734.85   | 0.26%             | 2050-12-25      | Floating      | 5.93%                 | 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      | $456669.10    | 0.05%             | 2035-12-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6655000 | PA      | $6400148.37   | 0.64%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1098893.60   | 0.11%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466677 | PA      | $462006.89    | 0.05%             | 2028-01-25      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl          | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $780503.85    | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                       | HPLY Trust 2019-HIT                                                                   | CUSIP: 40443RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3239426 | PA      | $3117115.30   | 0.31%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10332656.28  | 1.03%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499929 | PA      | $469886.95    | 0.05%             | 2029-02-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                              | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1669721.42   | 0.17%             | 2024-03-15      | Fixed         | 3.43%                 | 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        |  18858880 | PA      | $946802.51    | 0.09%             | 2050-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                     | CUSIP: 36296XDU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2165 | PA      | $2161.64      | 0.00%             | 2023-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                      | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1237154.99   | 0.12%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547402 | PA      | $520624.04    | 0.05%             | 2028-12-26      | Fixed         | 1.14%                 | 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        |    150702 | PA      | $142555.32    | 0.01%             | 2035-08-25      | Variable      | 4.25%                 | 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        |    872956 | PA      | $698099.70    | 0.07%             | 2066-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                              | MEGlobal Canada ULC                                                                   | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   2419000 | PA      | $2375458.00   | 0.24%             | 2025-05-18      | Fixed         | 5.00%                 | 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        |   1500000 | PA      | $1460629.20   | 0.15%             | 2027-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                                  | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3424199.21   | 0.34%             | 2024-03-12      | Fixed         | 4.12%                 | 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        |    116302 | PA      | $112666.44    | 0.01%             | 2048-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19130468.80  | 1.91%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE10 Mortgage Trust                                                       | CUSIP: 12626BAQ7<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2798056.47   | 0.28%             | 2046-08-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2020-A                                      | CUSIP: 80281MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518719 | PA      | $517319.69    | 0.05%             | 2025-12-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-PRM                                          | CUSIP: 29429JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869349 | PA      | $857150.21    | 0.09%             | 2036-05-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                        | CUSIP: 46591HAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183862 | PA      | $179650.14    | 0.02%             | 2028-02-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R03                                          | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12052 | PA      | $12022.77     | 0.00%             | 2031-09-25      | Floating      | 6.54%                 | 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        |  22596130 | PA      | $613356.12    | 0.06%             | 2026-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                            | Antero Resources Corp                                                                 | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    521000 | PA      | $523868.71    | 0.05%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2018-B                                                     | CUSIP: 12595PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910639 | PA      | $1906132.05   | 0.19%             | 2024-12-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2013-GC11                                         | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496291.65    | 0.05%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                               | Cold Storage Trust 2020-ICE5                                                          | CUSIP: 193051AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4914953 | PA      | $4748359.31   | 0.47%             | 2037-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193205 | PA      | $175944.37    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                         | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754590.53    | 0.08%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                     | Ecopetrol SA                                                                          | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $1987073.42   | 0.20%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $922477.18    | 0.09%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-TMIC                                                                        | CUSIP: 126390AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494331.35   | 0.15%             | 2035-12-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                        | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2429822.20   | 0.24%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                           | Boardwalk Pipelines LP                                                                | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493958.44    | 0.05%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                  | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734070.36    | 0.07%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MAW9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $487093.45    | 0.05%             | 2025-03-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2019-INV2                                                  | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129896 | PA      | $125274.91    | 0.01%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                     | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2946747.93   | 0.29%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                                  | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1918937.90   | 0.19%             | 2025-05-01      | Fixed         | 6.88%                 | 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      | $636581.66    | 0.06%             | 2028-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                   | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3705000 | PA      | $3483212.99   | 0.35%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                               | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985525.75    | 0.10%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2133814 | PA      | $1875286.46   | 0.19%             | 2050-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2019-B                                                     | CUSIP: 22412AAE3<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1655174.71   | 0.16%             | 2025-03-17      | Fixed         | 5.00%                 | 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        |    907825 | PA      | $808229.20    | 0.08%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                                   | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2495000 | PA      | $2355730.50   | 0.23%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                              | CUSIP: 38378TGH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10004510 | PA      | $1422327.37   | 0.14%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                         | Celanese US Holdings LLC                                                              | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    720000 | PA      | $695541.25    | 0.07%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                             | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4604000 | PA      | $4407566.43   | 0.44%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                                  | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   8000000 | PA      | $7805233.92   | 0.78%             | 2024-04-11      | Fixed         | 3.28%                 | 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      | $2305259.25   | 0.23%             | 2033-06-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-1                                                     | CUSIP: 33843FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2235000 | PA      | $2201621.17   | 0.22%             | 2026-01-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust            | Canadian Pacer Auto Receivables Trust 2020-1                                          | CUSIP: 13645YAG4<br>LEI: 549300G7ER2PTT19ZV22 | Long             | ABS-O            | CORP              | CA        |   1125000 | PA      | $1083327.98   | 0.11%             | 2026-05-19      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                               | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4540555.73   | 0.45%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                              | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6622000 | PA      | $6350899.36   | 0.63%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2020-B                                                     | CUSIP: 12656CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512697.50   | 0.15%             | 2027-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3621240.83   | 0.36%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                           | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1310000 | PA      | $1292920.68   | 0.13%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                  | Danske Bank A/S                                                                       | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4000000 | PA      | $3875796.56   | 0.39%             | 2025-03-28      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                       | Applebee's Funding LLC / IHOP Funding LLC                                             | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2772000 | PA      | $2723733.94   | 0.27%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-INV1                                                  | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65392 | PA      | $62520.00     | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10953281.28  | 1.09%             | 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        |    465851 | PA      | $427347.24    | 0.04%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-2                                                     | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48269 | PA      | $46291.23     | 0.00%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                   | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $671434.96    | 0.07%             | 2025-10-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                               | Seagate HDD Cayman                                                                    | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1764358.49   | 0.18%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                    | CUSIP: 3133T57C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10542 | PA      | $10646.57     | 0.00%             | 2024-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                               | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1984928.12   | 0.20%             | 2023-10-22      | Fixed         | 5.70%                 | 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        |    295000 | NS      | $7150800.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                     | Barclays PLC                                                                          | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4759535.00   | 0.47%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                      | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9078125.00   | 0.90%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                               | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2788621.35   | 0.28%             | 2025-05-23      | Fixed         | 3.88%                 | 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        |   1990000 | PA      | $1676177.00   | 0.17%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-4                                                     | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763000 | PA      | $730067.39    | 0.07%             | 2027-02-16      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                   | CUSIP: 83368RAL6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2980000 | PA      | $2953738.87   | 0.29%             | 2023-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                 | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |   3462000 | PA      | $3319192.50   | 0.33%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern Pacific Secured Assets Corp             | Southern Pacific Secured Assets Corp                                                  | CUSIP: 843590DK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       154 | PA      | $148.25       | 0.00%             | 2029-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                         | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                        | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $435316.14    | 0.04%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                       | Tronox Inc                                                                            | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1022437.50   | 0.10%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                         | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6870530.66   | 0.68%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2017-A                                                   | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220861 | PA      | $215743.89    | 0.02%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                          | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2287500.00   | 0.23%             | 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      | $1075424.77   | 0.11%             | 2036-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                           | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   4500000 | PA      | $4024217.12   | 0.40%             | 2025-09-15      | Fixed         | 1.00%                 | 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        |     97325 | PA      | $96874.06     | 0.01%             | 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        |     22535 | PA      | $17272.80     | 0.00%             | 2036-02-20      | Variable      | 3.91%                 | 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        |   3000000 | PA      | $2789936.40   | 0.28%             | 2026-12-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust 2017-CQHP                                                                   | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $478577.80    | 0.05%             | 2034-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                       | Nucor Corp                                                                            | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $586301.30    | 0.06%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                       | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $4953422.89   | 0.49%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R02                                          | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15625 | PA      | $15605.65     | 0.00%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS ESG Liquidity Fund  'Capital Shares'                                              | CUSIP: 461473845<br>LEI: 549300BLVWELXUBAZ487 | Long             | EC               | RF                | US        |     12289 | NS      | $12287.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Answers.com Corp                                 | Answers.com Corp                                                                      | CUSIP: 03662X100<br>LEI: 549300X4RCUNHIMQRV95 | Long             | EC               | CORP              | US        |      2220 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                   | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $995000.00    | 0.10%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6971327.16   | 0.69%             | 2023-11-03      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                         | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc                | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $226950.00    | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent 2014-SFR3 Trust                                                 | CUSIP: 02665XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1361320.94   | 0.14%             | 2036-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2019-JWDR                                       | CUSIP: 95002NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $173085.20    | 0.02%             | 2031-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $486242.28    | 0.05%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2021-1                                                     | CUSIP: 33843WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $654253.18    | 0.07%             | 2027-03-15      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                     | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2733196.27   | 0.27%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                         | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1923475.48   | 0.19%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                  | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1680168.80   | 0.17%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                            | Banco Santander Chile                                                                 | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |   2000000 | PA      | $1897214.06   | 0.19%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-2                                                     | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393787 | PA      | $391447.20    | 0.04%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust 2017-CQHP                                                                   | CUSIP: 12433QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960000 | PA      | $3728874.60   | 0.37%             | 2034-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd                                  | CBQ Finance Ltd                                                                       | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1991840.00   | 0.20%             | 2023-05-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                                   | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2106258.33   | 0.21%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                       | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3788619.72   | 0.38%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                    | Credicorp Ltd                                                                         | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $934060.00    | 0.09%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                           | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    814506 | PA      | $802311.47    | 0.08%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SKOPOS AUTO RECEIVABLES TRUST                    | Skopos Auto Receivables Trust 2019-1                                                  | CUSIP: 83085DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37882 | PA      | $37836.22     | 0.00%             | 2024-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                 | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1112979.38   | 0.11%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer