# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001410368-26-019289
**Filing Date:** 2026-2
**Character Count:** 349806
**Document Hash:** d262fa0e2736f5397b3f048e1602818f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-019289.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-019289

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 26686842

**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, 2025 (Unaudited)** 

**DWS Short Duration Fund** 

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)(a)**<br>| **Value ($)** |
| **Corporate Bonds 47.8%** | **Corporate Bonds 47.8%** |  |
| **Communication Services 1.0%** | **Communication Services 1.0%** |  |
| CommScope Technologies LLC, 144A, 5.0%, 3/15/2027  | 610000 | &nbsp;&nbsp; 608629 |
| DirecTV Financing LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.875%, 8/15/2027 | 480000 | &nbsp;&nbsp; 482818 |
| &nbsp;&nbsp;&nbsp; 144A, 8.875%, 2/1/2030 | 1107000 | &nbsp;&nbsp; 1120056 |
| DISH Network Corp., 144A, 11.75%, 11/15/2027  | 500000 | &nbsp;&nbsp; 520390 |
| Level 3 Financing, Inc., 144A, 4.25%, 7/1/2028  | 600000 | &nbsp;&nbsp; 573000 |
| Match Group Holdings II LLC, 144A, 4.625%, 6/1/2028  | 1150000 | &nbsp;&nbsp; 1139711 |
| Meta Platforms, Inc., 4.2%, 11/15/2030  | 3378000 | &nbsp;&nbsp; 3385138 |
| Neptune Bidco U.S., Inc., 144A, 9.29%, 4/15/2029  | 625000 | &nbsp;&nbsp; 626068 |
| NTT Finance Corp., 144A, 4.567%, 7/16/2027  | 1054000 | &nbsp;&nbsp; 1062893 |
| Univision Communications, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.5%, 5/1/2029 | 580000 | &nbsp;&nbsp; 557136 |
| &nbsp;&nbsp;&nbsp; 144A, 8.0%, 8/15/2028 | 550000 | &nbsp;&nbsp; 569621 |
| Versant Media Group, Inc., 144A, 7.25%, 1/30/2031  | 568000 | &nbsp;&nbsp; 586000 |
| WULF Compute LLC, 144A, 7.75%, 10/15/2030  | 562000 | &nbsp;&nbsp; 579000 |
|  |  | &nbsp;&nbsp; **11810460** |
| **Consumer Discretionary 5.3%** | **Consumer Discretionary 5.3%** |  |
| Carnival Corp., 144A, 4.0%, 8/1/2028  | 555000 | &nbsp;&nbsp; 546825 |
| Daimler Truck Finance North America LLC, 144A, 5.375%, 1/13/2032  | 3000000 | &nbsp;&nbsp; 3091759 |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.0%, 11/13/2030 | 1400000 | &nbsp;&nbsp; 1321172 |
| &nbsp;&nbsp;&nbsp; 5.303%, 9/6/2029 | 2000000 | &nbsp;&nbsp; 2013770 |
| &nbsp;&nbsp;&nbsp; 5.73%, 9/5/2030 | 3000000 | &nbsp;&nbsp; 3046191 |
| &nbsp;&nbsp;&nbsp; 5.8%, 3/5/2027 | 1450000 | &nbsp;&nbsp; 1468060 |
| &nbsp;&nbsp;&nbsp; 6.95%, 3/6/2026 | 750000 | &nbsp;&nbsp; 751691 |
| &nbsp;&nbsp;&nbsp; 7.35%, 3/6/2030 (b) | 3500000 | &nbsp;&nbsp; 3756292 |
| General Motors Financial Co., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.9%, 10/6/2029 | 2174000 | &nbsp;&nbsp; 2208445 |
| &nbsp;&nbsp;&nbsp; 5.05%, 4/4/2028 | 4000000 | &nbsp;&nbsp; 4073728 |
| &nbsp;&nbsp;&nbsp; 5.35%, 1/7/2030 | 3000000 | &nbsp;&nbsp; 3097718 |
| Hyundai Capital America: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.875%, 11/1/2027 | 5000000 | &nbsp;&nbsp; 5065505 |
| &nbsp;&nbsp;&nbsp; 144A, 5.0%, 1/7/2028 | 5000000 | &nbsp;&nbsp; 5076204 |
| &nbsp;&nbsp;&nbsp; 144A, 5.275%, 6/24/2027 | 4000000 | &nbsp;&nbsp; 4066387 |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.625%, 6/15/2028 | 1290000 | &nbsp;&nbsp; 1322631 |
| &nbsp;&nbsp;&nbsp; 5.9%, 6/1/2027 | 1500000 | &nbsp;&nbsp; 1529916 |
| Lindblad Expeditions LLC, 144A, 7.0%, 9/15/2030  | 2173000 | &nbsp;&nbsp; 2266830 |
| Marriott International, Inc., 4.2%, 7/15/2027  | 1969000 | &nbsp;&nbsp; 1976037 |
| Michaels Companies, Inc., 144A, 5.25%, 5/1/2028  | 580000 | &nbsp;&nbsp; 557587 |
| NCL Corp. Ltd., 144A, 5.875%, 1/15/2031  | 857000 | &nbsp;&nbsp; 853757 |
| Nissan Motor Acceptance Co. LLC, 144A, 6.95%, 9/15/2026  | 730000 | &nbsp;&nbsp; 738034 |
| Odeon Finco PLC, 144A, 12.75%, 11/1/2027 (b) | 500000 | &nbsp;&nbsp; 515532 |
| Rakuten Group, Inc., 144A, 9.75%, 4/15/2029  | 1000000 | &nbsp;&nbsp; 1118460 |
| Staples, Inc., 144A, 10.75%, 9/1/2029  | 565000 | &nbsp;&nbsp; 561712 |

---

------

---

| | | |
|:---|:---|:---|
| Stellantis Finance U.S., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 1.711%, 1/29/2027 | 1140000 | &nbsp;&nbsp; 1107934 |
| &nbsp;&nbsp;&nbsp; 144A, 5.35%, 3/17/2028 | 1013000 | &nbsp;&nbsp; 1032147 |
| Travel & Leisure Co., 144A, 6.625%, 7/31/2026  | 1000000 | &nbsp;&nbsp; 1006998 |
| Volkswagen Group of America Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.55%, 9/11/2028 | 3000000 | &nbsp;&nbsp; 3014100 |
| &nbsp;&nbsp;&nbsp; 144A, 4.85%, 8/15/2027 | 4000000 | &nbsp;&nbsp; 4038047 |
|  |  | &nbsp;&nbsp; **61223469** |
| **Consumer Staples 0.4%** | **Consumer Staples 0.4%** |  |
| Bacardi Ltd., 144A, 5.25%, 1/15/2029  | 1690000 | &nbsp;&nbsp; 1721907 |
| C&S Group Enterprises LLC, 144A, 5.0%, 12/15/2028  | 600000 | &nbsp;&nbsp; 555341 |
| Coty, Inc., 144A, 4.75%, 1/15/2029  | 2000000 | &nbsp;&nbsp; 1970728 |
|  |  | &nbsp;&nbsp; **4247976** |
| **Energy 5.1%** | **Energy 5.1%** |  |
| APA Corp., 4.375%, 10/15/2028  | 2000000 | &nbsp;&nbsp; 1995780 |
| Ascent Resources Utica Holdings LLC, 144A, 6.625%, 7/15/2033  | 1100000 | &nbsp;&nbsp; 1138548 |
| Civitas Resources, Inc., 144A, 8.375%, 7/1/2028  | 980000 | &nbsp;&nbsp; 1009785 |
| Columbia Pipelines Holding Co. LLC, 144A, 6.055%, 8/15/2026  | 4770000 | &nbsp;&nbsp; 4813819 |
| DT Midstream, Inc., 144A, 4.125%, 6/15/2029  | 1500000 | &nbsp;&nbsp; 1480225 |
| Ecopetrol SA, 8.625%, 1/19/2029  | 3000000 | &nbsp;&nbsp; 3215316 |
| EQT Corp., 6.375%, 4/1/2029  | 3500000 | &nbsp;&nbsp; 3621733 |
| Expand Energy Corp., 144A, 5.875%, 2/1/2029  | 4500000 | &nbsp;&nbsp; 4500318 |
| Genesis Energy LP, 8.25%, 1/15/2029  | 530000 | &nbsp;&nbsp; 553257 |
| Harvest Midstream I LP, 144A, 7.5%, 9/1/2028  | 850000 | &nbsp;&nbsp; 862709 |
| Helmerich & Payne, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/1/2027 | 3000000 | &nbsp;&nbsp; 3023248 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/1/2029 | 4000000 | &nbsp;&nbsp; 4026084 |
| Hess Midstream Operations LP, 144A, 4.25%, 2/15/2030  | 3000000 | &nbsp;&nbsp; 2934257 |
| HF Sinclair Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/1/2032 | 1170000 | &nbsp;&nbsp; 1185880 |
| &nbsp;&nbsp;&nbsp; 5.75%, 1/15/2031 | 1486000 | &nbsp;&nbsp; 1535594 |
| Kinetik Holdings LP, 144A, 6.625%, 12/15/2028  | 663000 | &nbsp;&nbsp; 682676 |
| Occidental Petroleum Corp., 5.2%, 8/1/2029  | 2000000 | &nbsp;&nbsp; 2049981 |
| ONEOK, Inc., 144A, 5.625%, 1/15/2028 (b) | 4000000 | &nbsp;&nbsp; 4080879 |
| Repsol E&P Capital Markets U.S. LLC, 144A, 5.204%, 9/16/2030  | 951000 | &nbsp;&nbsp; 964456 |
| SM Energy Co., 144A, 7.0%, 8/1/2032 (b) | 2300000 | &nbsp;&nbsp; 2261058 |
| South Bow USA Infrastructure Holdings LLC, 4.911%, 9/1/2027  | 1922000 | &nbsp;&nbsp; 1939581 |
| Summit Midstream Holdings LLC, 144A, 8.625%, 10/31/2029  | 1065000 | &nbsp;&nbsp; 1104350 |
| Sunoco LP, 144A, 5.625%, 3/15/2031  | 191000 | &nbsp;&nbsp; 192399 |
| Transocean Aquila Ltd., 144A, 8.0%, 9/30/2028  | 361538 | &nbsp;&nbsp; 370319 |
| Transocean International Ltd., 144A, 7.875%, 10/15/2032  | 559000 | &nbsp;&nbsp; 583820 |
| Venture Global LNG, Inc., 144A, 7.0%, 1/15/2030 (b) | 1500000 | &nbsp;&nbsp; 1443644 |
| Viper Energy Partners LLC, 4.9%, 8/1/2030  | 3000000 | &nbsp;&nbsp; 3034410 |
| Woodside Finance Ltd., 5.4%, 5/19/2030  | 4907000 | &nbsp;&nbsp; 5038699 |
|  |  | &nbsp;&nbsp; **59642825** |
| **Financials 25.4%** | **Financials 25.4%** |  |
| AerCap Ireland Capital DAC: |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 1/30/2026 | 2000000 | &nbsp;&nbsp; 1996529 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/29/2026 | 2110000 | &nbsp;&nbsp; 2081321 |
| &nbsp;&nbsp;&nbsp; 3.3%, 1/30/2032 | 1200000 | &nbsp;&nbsp; 1107983 |
| &nbsp;&nbsp;&nbsp; 6.95%, 3/10/2055 | 5000000 | &nbsp;&nbsp; 5239179 |
| AIB Group PLC, 144A, 6.608%, 9/13/2029  | 800000 | &nbsp;&nbsp; 849572 |
| Air Lease Corp., Series C, 4.125%, Perpetual  | 1000000 | &nbsp;&nbsp; 976186 |

---

------

---

| | | |
|:---|:---|:---|
| Aircastle Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.85%, 1/26/2028 | 5000000 | &nbsp;&nbsp; 4858094 |
| &nbsp;&nbsp;&nbsp; 144A, 5.25%, 3/15/2030 | 957000 | &nbsp;&nbsp; 976975 |
| &nbsp;&nbsp;&nbsp; 144A, 6.5%, 7/18/2028 | 1350000 | &nbsp;&nbsp; 1419237 |
| Ally Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.737%, 5/15/2029 | 552000 | &nbsp;&nbsp; 566015 |
| &nbsp;&nbsp;&nbsp; 6.992%, 6/13/2029 | 8000000 | &nbsp;&nbsp; 8448658 |
| American National Global Funding, 144A, 4.625%, 12/15/2028  | 2308000 | &nbsp;&nbsp; 2317521 |
| Antares Holdings LP, 144A, 6.35%, 10/23/2029  | 2853000 | &nbsp;&nbsp; 2909583 |
| Apollo Debt Solutions BDC, 144A, 5.2%, 12/8/2028  | 2118000 | &nbsp;&nbsp; 2117602 |
| Ares Capital Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/1/2030 | 3000000 | &nbsp;&nbsp; 3019573 |
| &nbsp;&nbsp;&nbsp; 5.95%, 7/15/2029 | 1150000 | &nbsp;&nbsp; 1180435 |
| &nbsp;&nbsp;&nbsp; 7.0%, 1/15/2027 | 3050000 | &nbsp;&nbsp; 3125013 |
| Ares Strategic Income Fund, 144A, 4.85%, 1/15/2029  | 6000000 | &nbsp;&nbsp; 5929539 |
| Aviation Capital Group LLC, 144A, 4.8%, 10/24/2030  | 3016000 | &nbsp;&nbsp; 3017141 |
| Avolon Holdings Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.9%, 10/10/2030 | 4000000 | &nbsp;&nbsp; 4021216 |
| &nbsp;&nbsp;&nbsp; 144A, 4.95%, 1/15/2028 | 3000000 | &nbsp;&nbsp; 3035175 |
| &nbsp;&nbsp;&nbsp; 144A, 5.375%, 5/30/2030 | 1257000 | &nbsp;&nbsp; 1290444 |
| &nbsp;&nbsp;&nbsp; 144A, 5.75%, 3/1/2029 | 4000000 | &nbsp;&nbsp; 4136124 |
| &nbsp;&nbsp;&nbsp; 144A, 6.375%, 5/4/2028 | 1330000 | &nbsp;&nbsp; 1385822 |
| Bain Capital Specialty Finance, Inc., 5.95%, 3/15/2030  | 4000000 | &nbsp;&nbsp; 3984560 |
| &nbsp;&nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, <br> 144A, 5.621%, 12/10/2029 <br>| 921000 | &nbsp;&nbsp; 956919 |
| Bank of America Corp., 5.933%, 9/15/2027 (b) | 3000000 | &nbsp;&nbsp; 3038681 |
| Barclays PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.375%, Perpetual | 3000000 | &nbsp;&nbsp; 2902346 |
| &nbsp;&nbsp;&nbsp; 4.837%, 9/10/2028 | 674000 | &nbsp;&nbsp; 681907 |
| &nbsp;&nbsp;&nbsp; 5.086%, 2/25/2029 | 2029000 | &nbsp;&nbsp; 2067733 |
| &nbsp;&nbsp;&nbsp; 6.49%, 9/13/2029 | 2408000 | &nbsp;&nbsp; 2544787 |
| BGC Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 4/2/2030 | 3843000 | &nbsp;&nbsp; 3979211 |
| &nbsp;&nbsp;&nbsp; 6.6%, 6/10/2029 | 3500000 | &nbsp;&nbsp; 3649955 |
| Blackstone Private Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 9/26/2027 | 1470000 | &nbsp;&nbsp; 1477939 |
| &nbsp;&nbsp;&nbsp; 5.6%, 11/22/2029 | 3000000 | &nbsp;&nbsp; 3028278 |
| &nbsp;&nbsp;&nbsp; 5.95%, 7/16/2029 | 2224000 | &nbsp;&nbsp; 2269101 |
| &nbsp;&nbsp;&nbsp; 7.3%, 11/27/2028 | 1500000 | &nbsp;&nbsp; 1591093 |
| Blackstone Secured Lending Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 5.3%, 6/30/2030 | 2956000 | &nbsp;&nbsp; 2939825 |
| &nbsp;&nbsp;&nbsp; 5.35%, 4/13/2028 | 3000000 | &nbsp;&nbsp; 3026431 |
| &nbsp;&nbsp;&nbsp; 5.875%, 11/15/2027 | 1640000 | &nbsp;&nbsp; 1674266 |
| Block, Inc., 144A, 6.0%, 8/15/2033  | 415000 | &nbsp;&nbsp; 426043 |
| Blue Owl Credit Income Corp., 6.6%, 9/15/2029  | 6820000 | &nbsp;&nbsp; 7013973 |
| BNP Paribas SA, 144A, 4.792%, 5/9/2029  | 2674000 | &nbsp;&nbsp; 2703699 |
| BPCE SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.875%, 4/1/2026 | 500000 | &nbsp;&nbsp; 500444 |
| &nbsp;&nbsp;&nbsp; 144A, 5.389%, 5/28/2031 | 5000000 | &nbsp;&nbsp; 5132355 |
| Capital One Financial Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.1%, 2/9/2027 | 1291000 | &nbsp;&nbsp; 1291871 |
| &nbsp;&nbsp;&nbsp; 7.149%, 10/29/2027 | 980000 | &nbsp;&nbsp; 1003352 |
| Capital One NA, 5.974%, 8/9/2028  | 5100000 | &nbsp;&nbsp; 5298834 |
| Carlyle Secured Lending, Inc., 5.75%, 2/15/2031  | 4000000 | &nbsp;&nbsp; 3937872 |
| Citadel Finance LLC, 144A, 5.9%, 2/10/2030  | 1817000 | &nbsp;&nbsp; 1854959 |
| Citadel LP, 144A, 6.0%, 1/23/2030  | 511000 | &nbsp;&nbsp; 533801 |
| Citadel Securities Global Holdings LLC, 144A, 5.5%, 6/18/2030  | 2000000 | &nbsp;&nbsp; 2052515 |
| Credit Agricole SA, 144A, 3.25%, 1/14/2030  | 2000000 | &nbsp;&nbsp; 1901069 |

---

------

---

| | | |
|:---|:---|:---|
| Danske Bank A/S, 144A, 4.42%, 9/12/2031  | 4000000 | &nbsp;&nbsp; 3978412 |
| Essent Group Ltd., 6.25%, 7/1/2029  | 6000000 | &nbsp;&nbsp; 6262716 |
| F&G Global Funding, 144A, 4.65%, 9/8/2028  | 1395000 | &nbsp;&nbsp; 1403858 |
| Fiserv, Inc., 5.35%, 3/15/2031  | 3000000 | &nbsp;&nbsp; 3078327 |
| Fortitude Global Funding, 144A, 4.625%, 10/6/2028  | 6000000 | &nbsp;&nbsp; 6001183 |
| Goldman Sachs Private Credit Corp., 144A, 5.375%, 1/31/2029  | 5000000 | &nbsp;&nbsp; 5019866 |
| Golub Capital Private Credit Fund, 5.8%, 9/12/2029  | 4000000 | &nbsp;&nbsp; 4045570 |
| Hercules Capital, Inc., 6.0%, 6/16/2030  | 4138000 | &nbsp;&nbsp; 4190479 |
| HPS Corporate Lending Fund, 144A, 5.3%, 6/5/2027  | 3000000 | &nbsp;&nbsp; 3018243 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.7%, Perpetual (b) | 3000000 | &nbsp;&nbsp; 2849610 |
| &nbsp;&nbsp;&nbsp; 4.899%, 3/3/2029 | 3000000 | &nbsp;&nbsp; 3043789 |
| &nbsp;&nbsp;&nbsp; 6.0%, Perpetual (b) | 500000 | &nbsp;&nbsp; 504146 |
| ING GROEP NV: |  |  |
| &nbsp;&nbsp;&nbsp; 4.858%, 3/25/2029 | 4000000 | &nbsp;&nbsp; 4059842 |
| &nbsp;&nbsp;&nbsp; 6.083%, 9/11/2027 | 2910000 | &nbsp;&nbsp; 2948753 |
| Intesa Sanpaolo SpA, 144A, 3.875%, 1/12/2028  | 3425000 | &nbsp;&nbsp; 3399193 |
| Jefferies Financial Group, Inc., 5.875%, 7/21/2028  | 3070000 | &nbsp;&nbsp; 3189543 |
| KeyBank NA, 3.4%, 5/20/2026  | 4000000 | &nbsp;&nbsp; 3990911 |
| Lloyds Banking Group PLC, 5.985%, 8/7/2027  | 1140000 | &nbsp;&nbsp; 1152565 |
| Macquarie Airfinance Holdings Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.15%, 3/17/2030 | 2000000 | &nbsp;&nbsp; 2027440 |
| &nbsp;&nbsp;&nbsp; 144A, 6.4%, 3/26/2029 | 4000000 | &nbsp;&nbsp; 4191586 |
| Macquarie Group Ltd., 144A, 1 day USD SOFR + 0.92%, 4.699% (c), 9/23/2027  | 6000000 | &nbsp;&nbsp; 6013908 |
| MGIC Investment Corp., 5.25%, 8/15/2028  | 7000000 | &nbsp;&nbsp; 7000156 |
| Morgan Stanley, 4.994%, 4/12/2029  | 3000000 | &nbsp;&nbsp; 3059421 |
| Nationwide Building Society, 144A, 4.649%, 7/14/2029  | 5000000 | &nbsp;&nbsp; 5047489 |
| NatWest Group PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 5.583%, 3/1/2028 | 1280000 | &nbsp;&nbsp; 1302484 |
| &nbsp;&nbsp;&nbsp; 5.847%, 3/2/2027 | 1200000 | &nbsp;&nbsp; 1203210 |
| Nomura Holdings, Inc., 1 day USD SOFR + 1.25%, 5.035% (c), 7/2/2027  | 4500000 | &nbsp;&nbsp; 4535549 |
| Pershing Square Holdings Ltd., 144A, 5.5%, 10/28/2032  | 3000000 | &nbsp;&nbsp; 3000060 |
| Rocket Mortgage LLC, 144A, 3.625%, 3/1/2029  | 1180000 | &nbsp;&nbsp; 1139731 |
| Santander Holdings USA, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.473%, 3/20/2029 | 1905000 | &nbsp;&nbsp; 1946794 |
| &nbsp;&nbsp;&nbsp; 5.741%, 3/20/2031 | 4000000 | &nbsp;&nbsp; 4139128 |
| &nbsp;&nbsp;&nbsp; 6.124%, 5/31/2027 | 611000 | &nbsp;&nbsp; 615143 |
| &nbsp;&nbsp;&nbsp; 6.565%, 6/12/2029 | 2659000 | &nbsp;&nbsp; 2779920 |
| Santander U.K. Group Holdings PLC, 1.673%, 6/14/2027  | 3620000 | &nbsp;&nbsp; 3579535 |
| SBL Holdings, Inc., 144A, 5.9%, 9/26/2028  | 4000000 | &nbsp;&nbsp; 3978804 |
| SLM Corp., 3.125%, 11/2/2026  | 1205000 | &nbsp;&nbsp; 1184470 |
| Societe Generale SA: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.249%, 5/22/2029 | 2129000 | &nbsp;&nbsp; 2171855 |
| &nbsp;&nbsp;&nbsp; 144A, 5.5%, 4/13/2029 | 3000000 | &nbsp;&nbsp; 3072488 |
| &nbsp;&nbsp;&nbsp; 144A, 5.519%, 1/19/2028 | 3000000 | &nbsp;&nbsp; 3038056 |
| Standard Chartered PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.75%, Perpetual | 635000 | &nbsp;&nbsp; 597695 |
| &nbsp;&nbsp;&nbsp; 144A, 5.688%, 5/14/2028 | 1680000 | &nbsp;&nbsp; 1714299 |
| &nbsp;&nbsp;&nbsp; 144A, 6.17%, 1/9/2027 | 2120000 | &nbsp;&nbsp; 2120651 |
| State Street Corp., Series I, 6.7%, Perpetual  | 1330000 | &nbsp;&nbsp; 1387625 |
| Stellantis Financial Services U.S. Corp., 144A, 5.4%, 9/15/2030  | 4000000 | &nbsp;&nbsp; 4061633 |
| Synchrony Financial: |  |  |
| &nbsp;&nbsp;&nbsp; 2.875%, 10/28/2031 | 2500000 | &nbsp;&nbsp; 2242900 |
| &nbsp;&nbsp;&nbsp; 5.019%, 7/29/2029 (b) | 3500000 | &nbsp;&nbsp; 3544043 |
| &nbsp;&nbsp;&nbsp; 5.15%, 3/19/2029 | 3000000 | &nbsp;&nbsp; 3040262 |
| &nbsp;&nbsp;&nbsp; 5.45%, 3/6/2031 | 1372000 | &nbsp;&nbsp; 1406712 |
| The Goldman Sachs Group, Inc., 4.937%, 4/23/2028  | 2000000 | &nbsp;&nbsp; 2022844 |

---

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---

| | | |
|:---|:---|:---|
| UniCredit SpA, 144A, 1.982%, 6/3/2027  | 4000000 | &nbsp;&nbsp; 3963123 |
| Voya Global Funding, 144A, 4.6%, 11/24/2030  | 1585000 | &nbsp;&nbsp; 1592779 |
|  |  | &nbsp;&nbsp; **294327555** |
| **Health Care 2.0%** | **Health Care 2.0%** |  |
| 180 Medical, Inc., 144A, 3.875%, 10/15/2029  | 5000000 | &nbsp;&nbsp; 4866693 |
| Bayer U.S. Finance II LLC, 144A, 4.375%, 12/15/2028  | 4500000 | &nbsp;&nbsp; 4504931 |
| Charles River Laboratories International, Inc., 144A, 3.75%, 3/15/2029  | 1170000 | &nbsp;&nbsp; 1129672 |
| Community Health Systems, Inc., 144A, 6.0%, 1/15/2029  | 1170000 | &nbsp;&nbsp; 1169667 |
| CVS Health Corp., 7.0%, 3/10/2055  | 2000000 | &nbsp;&nbsp; 2098096 |
| CVS Pass-Through Trust, 6.036%, 12/10/2028  | 433455 | &nbsp;&nbsp; 437820 |
| Icon Investments Six DAC, 5.809%, 5/8/2027  | 5830000 | &nbsp;&nbsp; 5948619 |
| LifePoint Health, Inc., 144A, 5.375%, 1/15/2029  | 575000 | &nbsp;&nbsp; 563760 |
| Mylan, Inc., 4.55%, 4/15/2028  | 2000000 | &nbsp;&nbsp; 2002112 |
|  |  | &nbsp;&nbsp; **22721370** |
| **Industrials 1.2%** | **Industrials 1.2%** |  |
| AGCO Corp., 5.45%, 3/21/2027  | 1270000 | &nbsp;&nbsp; 1287132 |
| Boeing Co., 2.196%, 2/4/2026  | 4500000 | &nbsp;&nbsp; 4491435 |
| Enviri Corp., 144A, 5.75%, 7/31/2027  | 1160000 | &nbsp;&nbsp; 1160623 |
| Moog, Inc., 144A, 4.25%, 12/15/2027  | 1080000 | &nbsp;&nbsp; 1069648 |
| Southwest Airlines Co., 4.375%, 11/15/2028  | 6000000 | &nbsp;&nbsp; 6012554 |
|  |  | &nbsp;&nbsp; **14021392** |
| **Information Technology 2.8%** | **Information Technology 2.8%** |  |
| Clarivate Science Holdings Corp., 144A, 3.875%, 7/1/2028  | 1580000 | &nbsp;&nbsp; 1533870 |
| Cloud Software Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 6.5%, 3/31/2029 | 575000 | &nbsp;&nbsp; 582525 |
| &nbsp;&nbsp;&nbsp; 144A, 9.0%, 9/30/2029 | 500000 | &nbsp;&nbsp; 520755 |
| Concentrix Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 6.6%, 8/2/2028 (b) | 4000000 | &nbsp;&nbsp; 4125624 |
| &nbsp;&nbsp;&nbsp; 6.65%, 8/2/2026 | 2230000 | &nbsp;&nbsp; 2251644 |
| DXC Technology Co., 1.8%, 9/15/2026  | 3069000 | &nbsp;&nbsp; 3017166 |
| Gartner, Inc., 4.95%, 3/20/2031  | 3000000 | &nbsp;&nbsp; 3013889 |
| Genpact Luxembourg SARL, 6.0%, 6/4/2029  | 3704000 | &nbsp;&nbsp; 3869052 |
| Global Payments, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 4.5%, 11/15/2028 | 6000000 | &nbsp;&nbsp; 6011411 |
| &nbsp;&nbsp;&nbsp; 4.95%, 8/15/2027 | 910000 | &nbsp;&nbsp; 919818 |
| Open Text Corp., 144A, 6.9%, 12/1/2027  | 1170000 | &nbsp;&nbsp; 1217169 |
| TD SYNNEX Corp., 4.3%, 1/17/2029  | 5000000 | &nbsp;&nbsp; 4990925 |
|  |  | &nbsp;&nbsp; **32053848** |
| **Materials 1.8%** | **Materials 1.8%** |  |
| Avient Corp., 144A, 6.25%, 11/1/2031  | 216000 | &nbsp;&nbsp; 222017 |
| Berry Global, Inc., 1.65%, 1/15/2027  | 3400000 | &nbsp;&nbsp; 3309981 |
| Celanese U.S. Holdings LLC, 6.85%, 11/15/2028  | 2138000 | &nbsp;&nbsp; 2236659 |
| Chemours Co., 5.375%, 5/15/2027  | 1190000 | &nbsp;&nbsp; 1192889 |
| Element Solutions, Inc., 144A, 3.875%, 9/1/2028  | 1190000 | &nbsp;&nbsp; 1163163 |
| HB Fuller Co., 4.25%, 10/15/2028  | 72000 | &nbsp;&nbsp; 71240 |
| Huntsman International LLC, 4.5%, 5/1/2029  | 5000000 | &nbsp;&nbsp; 4794219 |
| IAMGOLD Corp., 144A, 5.75%, 10/15/2028  | 1140000 | &nbsp;&nbsp; 1133678 |
| Inversion Escrow Issuer LLC, 144A, 6.75%, 8/1/2032  | 582000 | &nbsp;&nbsp; 579751 |
| Mineral Resources Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 7.0%, 4/1/2031 | 192000 | &nbsp;&nbsp; 200218 |
| &nbsp;&nbsp;&nbsp; 144A, 8.0%, 11/1/2027 | 575000 | &nbsp;&nbsp; 587248 |

---

------

---

| | | |
|:---|:---|:---|
| Olin Corp., 5.625%, 8/1/2029 (b) | 3000000 | &nbsp;&nbsp; 3015867 |
| Silgan Holdings, Inc., 144A, 1.4%, 4/1/2026  | 2727000 | &nbsp;&nbsp; 2703817 |
|  |  | &nbsp;&nbsp; **21210747** |
| **Real Estate 1.0%** | **Real Estate 1.0%** |  |
| Equinix Europe 2 Financing Corp. LLC, (REIT), 4.6%, 11/15/2030  | 4000000 | &nbsp;&nbsp; 4012055 |
| Host Hotels & Resorts LP, (REIT), 4.25%, 12/15/2028  | 4000000 | &nbsp;&nbsp; 4003921 |
| Iron Mountain, Inc., 144A, (REIT), 4.875%, 9/15/2027  | 1050000 | &nbsp;&nbsp; 1048933 |
| Service Properties Trust, 144A, (REIT), Zero Coupon , 9/30/2028  | 650000 | &nbsp;&nbsp; 587377 |
| VICI Properties LP, (REIT), 4.75%, 4/1/2028  | 2000000 | &nbsp;&nbsp; 2021051 |
|  |  | &nbsp;&nbsp; **11673337** |
| **Utilities 1.8%** | **Utilities 1.8%** |  |
| Algonquin Power & Utilities Corp., 5.365%, 6/15/2026  | 2800000 | &nbsp;&nbsp; 2813207 |
| Alpha Generation LLC, 144A, 6.25%, 1/15/2034  | 441000 | &nbsp;&nbsp; 444959 |
| Calpine Corp., 144A, 5.125%, 3/15/2028  | 3000000 | &nbsp;&nbsp; 3003363 |
| Edison International: |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 6/15/2027 | 2000000 | &nbsp;&nbsp; 2035530 |
| &nbsp;&nbsp;&nbsp; 6.25%, 3/15/2030 | 2000000 | &nbsp;&nbsp; 2090597 |
| Hawaiian Electric Co., Inc., 144A, 6.0%, 10/1/2033  | 4000000 | &nbsp;&nbsp; 4055736 |
| NRG Energy, Inc., 144A, 4.734%, 10/15/2030  | 4000000 | &nbsp;&nbsp; 4005068 |
| Vistra Operations Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp; REG S, 4.375%, 5/1/2029 (b) | 1145000 | &nbsp;&nbsp; 1130624 |
| &nbsp;&nbsp;&nbsp; 144A, 5.05%, 12/30/2026 | 1632000 | &nbsp;&nbsp; 1643643 |
|  |  | &nbsp;&nbsp; **21222727** |
| **Total Corporate Bonds** (Cost $545,850,554) | **Total Corporate Bonds** (Cost $545,850,554) | &nbsp;&nbsp; **554155706** |
| **Mortgage-Backed Securities Pass-Throughs 6.6%** | **Mortgage-Backed Securities Pass-Throughs 6.6%** |  |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 3.0%, with various maturities from 5/1/2027 until 6/1/2027  | 14587 | &nbsp;&nbsp; 14465 |
| &nbsp;&nbsp;&nbsp; 5.0%, 1/1/2056, TBA  | 11010000 | &nbsp;&nbsp; 10980559 |
| &nbsp;&nbsp;&nbsp; 5.5%, 1/1/2056, TBA  | 30000000 | &nbsp;&nbsp; 30417000 |
| &nbsp;&nbsp;&nbsp; 6.0%, 1/1/2056, TBA  | 10000000 | &nbsp;&nbsp; 10264700 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 1/1/2056, TBA  | 25000000 | &nbsp;&nbsp; 25235000 |
| &nbsp;&nbsp;&nbsp; 6.0%, 1/15/2039  | 11746 | &nbsp;&nbsp; 12439 |
| &nbsp;&nbsp;&nbsp; 7.0%, 6/20/2038  | 1305 | &nbsp;&nbsp; 1432 |
| **Total Mortgage-Backed Securities Pass-Throughs** (Cost $76,625,043) | **Total Mortgage-Backed Securities Pass-Throughs** (Cost $76,625,043) | &nbsp;&nbsp; **76925595** |
| **Asset-Backed 19.6%** | **Asset-Backed 19.6%** |  |
| **Automobile Receivables 4.6%** | **Automobile Receivables 4.6%** |  |
| Ally Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-B, 144A, 4.697%, 9/15/2033  | 1394858 | &nbsp;&nbsp; 1403207 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-A, 144A, 4.844%, 6/15/2033  | 1453062 | &nbsp;&nbsp; 1460268 |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-B, 144A, 5.215%, 9/15/2032  | 290504 | &nbsp;&nbsp; 293095 |
| &nbsp;&nbsp;&nbsp; "D", Series 2024-B, 144A, 5.41%, 9/15/2032  | 290504 | &nbsp;&nbsp; 292671 |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-A, 144A, 6.022%, 5/17/2032  | 711570 | &nbsp;&nbsp; 723854 |
| Avis Budget Rental Car Funding AESOP LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-2A, 144A, 2.96%, 2/20/2027  | 333333 | &nbsp;&nbsp; 332888 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-1A, 144A, 3.71%, 8/20/2027  | 5000000 | &nbsp;&nbsp; 4957318 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-1A, 144A, 6.23%, 4/20/2029  | 310000 | &nbsp;&nbsp; 318437 |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-1A, 144A, 6.48%, 6/20/2030  | 500000 | &nbsp;&nbsp; 520377 |
| &nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, "B", Series 2024-CAR1, 144A, 30 day <br> USD SOFR Average + 1.3%, 5.174% (c), 12/26/2031 <br>| 98365 | &nbsp;&nbsp; 98729 |
| CarMax Auto Owner Trust, "C", Series 2023-2, 5.57%, 11/15/2028  | 1000000 | &nbsp;&nbsp; 1013964 |

---

------

---

| | | |
|:---|:---|:---|
| Carvana Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-N3, 1.58%, 6/12/2028  | 1456657 | &nbsp;&nbsp; 1418756 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-N4, 2.3%, 9/11/2028  | 962705 | &nbsp;&nbsp; 942452 |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-N1, 144A, 2.88%, 1/10/2028  | 2268277 | &nbsp;&nbsp; 2247631 |
| &nbsp;&nbsp;&nbsp; "F", Series 2021-N1, 144A, 4.55%, 1/10/2028  | 566247 | &nbsp;&nbsp; 564023 |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-P3, 5.04%, 10/10/2028  | 1350000 | &nbsp;&nbsp; 1362166 |
| Chase Auto Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-2A, 144A, 4.32%, 3/25/2031  | 1000000 | &nbsp;&nbsp; 996308 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-AA, 144A, 4.64%, 7/25/2028  | 1040000 | &nbsp;&nbsp; 1045167 |
| Chesapeake Funding II LLC, "C", Series 2023-2A, 144A, 6.15%, 10/15/2035  | 2430000 | &nbsp;&nbsp; 2498719 |
| Consumer Portfolio Services Auto Trust, "B", Series 2025-B, 144A, 4.79%, 11/15/2029  | 1130000 | &nbsp;&nbsp; 1135335 |
| CPS Auto Receivables Trust, "C", Series 2023-C, 144A, 6.27%, 10/15/2029  | 1629188 | &nbsp;&nbsp; 1640052 |
| Exeter Automobile Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "E", Series 2021-4A, 144A, 4.02%, 1/17/2028  | 4000000 | &nbsp;&nbsp; 3976838 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-3A, 5.09%, 10/15/2031  | 614000 | &nbsp;&nbsp; 623508 |
| Ford Credit Auto Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-1, 144A, 1.91%, 10/17/2033  | 100000 | &nbsp;&nbsp; 99231 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-2, 144A, 2.11%, 5/15/2034  | 3253000 | &nbsp;&nbsp; 3186851 |
| &nbsp;&nbsp;&nbsp; "D", Series 2021-2, 144A, 2.6%, 5/15/2034  | 905000 | &nbsp;&nbsp; 887375 |
| &nbsp;&nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, "C", Series 2023-2, 144A, 6.21%, <br> 4/16/2029 <br>| 2000000 | &nbsp;&nbsp; 2038927 |
| Hertz Vehicle Financing III LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "1D", Series 2023-1A, 144A, 9.13%, 6/25/2027  | 500000 | &nbsp;&nbsp; 503756 |
| &nbsp;&nbsp;&nbsp; "D", Series 2023-1A, 144A, 9.13%, 6/25/2027  | 250000 | &nbsp;&nbsp; 251878 |
| &nbsp;&nbsp;&nbsp; "D", Series 2023-3A, 144A, 9.43%, 2/25/2028  | 3550000 | &nbsp;&nbsp; 3636516 |
| Huntington Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2025-2, 144A, 4.835%, 9/20/2033  | 2648904 | &nbsp;&nbsp; 2665980 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2025-1, 144A, 4.957%, 3/21/2033  | 1271474 | &nbsp;&nbsp; 1282254 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-2, 144A, 5.442%, 10/20/2032  | 833788 | &nbsp;&nbsp; 842735 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-1, 144A, 6.153%, 5/20/2032  | 519264 | &nbsp;&nbsp; 527950 |
| OCCU Auto Receivables Trust, "A3", Series 2025-1A, 144A, 4.81%, 11/15/2029  | 1550000 | &nbsp;&nbsp; 1563658 |
| Onemain Direct Auto Receivables Trust, "A1", Series 2022-1A, 144A, 4.65%, 3/14/2029  | 200968 | &nbsp;&nbsp; 201102 |
| PenFed Auto Receivables Owner Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2022-A, 144A, 4.6%, 12/15/2028  | 609373 | &nbsp;&nbsp; 609544 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-A, 144A, 4.83%, 12/15/2028  | 600000 | &nbsp;&nbsp; 600681 |
| &nbsp;&nbsp;&nbsp; Santander Bank Auto Credit-Linked Notes, "C", Series 2023-B, 144A, 5.933%, <br> 12/15/2033 <br>| 859653 | &nbsp;&nbsp; 871393 |
| Santander Consumer Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-CA, 144A, 2.97%, 6/15/2028  | 19674 | &nbsp;&nbsp; 19636 |
| &nbsp;&nbsp;&nbsp; "C", Series 2021-BA, 144A, 3.09%, 3/15/2029  | 312758 | &nbsp;&nbsp; 311205 |
| Santander Drive Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-5, 4.74%, 10/16/2028  | 208444 | &nbsp;&nbsp; 208578 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-3, 5.77%, 11/15/2030  | 1500000 | &nbsp;&nbsp; 1527834 |
| Securitized Term Auto Receivables Trust, "C", Series 2025-A, 144A, 5.185%, 7/25/2031  | 622418 | &nbsp;&nbsp; 628352 |
| U.S. Bank NA, "B", Series 2023-1, 144A, 6.789%, 8/25/2032  | 431544 | &nbsp;&nbsp; 435961 |
| Westlake Automobile Receivables Trust, "C", Series 2022-3A, 144A, 6.44%, 12/15/2027  | 834609 | &nbsp;&nbsp; 836694 |
|  |  | &nbsp;&nbsp; **53603854** |
| **Credit Card Receivables 1.7%** | **Credit Card Receivables 1.7%** |  |
| &nbsp;&nbsp;&nbsp; Brex Commercial Charge Card Master Trust, "A1", Series 2024-1, 144A, 6.05%, <br> 7/15/2027 <br>| 1000000 | &nbsp;&nbsp; 1003020 |
| Continental Finance Credit Card ABS Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-A, 144A, 5.78%, 12/15/2032  | 1300000 | &nbsp;&nbsp; 1319009 |
| &nbsp;&nbsp;&nbsp; "A", Series 2022-A, 144A, 6.19%, 10/15/2030  | 2136872 | &nbsp;&nbsp; 2145328 |
| Evergreen Credit Card Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-1A, 144A, 4.54%, 10/15/2029  | 1500000 | &nbsp;&nbsp; 1499954 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-CRT5, 144A, 5.53%, 5/15/2029  | 1965000 | &nbsp;&nbsp; 1986841 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Mercury Financial Credit Card Master Trust, "A", Series 2024-2A, 144A, 6.56%, <br> 7/20/2029 <br>| 4420000 | &nbsp;&nbsp; 4444160 |
| Mission Lane Credit Card Master Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-B, 144A, 5.21%, 9/15/2031  | 1750000 | &nbsp;&nbsp; 1762715 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-C, 144A, 5.37%, 12/16/2030  | 2443000 | &nbsp;&nbsp; 2450544 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-B, 144A, 5.41%, 9/15/2031  | 1000000 | &nbsp;&nbsp; 1004652 |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-B, 144A, 5.88%, 1/15/2030  | 2000000 | &nbsp;&nbsp; 2013866 |
|  |  | &nbsp;&nbsp; **19630089** |
| **Home Equity Loans 1.3%** | **Home Equity Loans 1.3%** |  |
| &nbsp;&nbsp;&nbsp; Countrywide Home Equity Loan Trust, "2A", Series 2006-I, 1 mo. USD Term SOFR + <br> 0.254%, 4.005% (c), 1/15/2037 <br>| 373127 | &nbsp;&nbsp; 360613 |
| &nbsp;&nbsp;&nbsp; Credit-Based Asset Servicing and Securitization LLC, "AF2", Series 2006-CB2, <br> 2.924%, 12/25/2036 <br>| 1542518 | &nbsp;&nbsp; 1250880 |
| &nbsp;&nbsp;&nbsp; NovaStar Mortgage Funding Trust, "M3", Series 2004-3, 1 mo. USD Term SOFR + <br> 1.164%, 4.896% (c), 12/25/2034 <br>| 395501 | &nbsp;&nbsp; 373786 |
| &nbsp;&nbsp;&nbsp; People's Choice Home Loan Securities Trust, "A3", Series 2004-1, 1 mo. USD Term <br> SOFR + 1.154%, 4.886% (c), 6/25/2034 <br>| 1508945 | &nbsp;&nbsp; 1586010 |
| RCKT Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2024-CES7, 144A, 5.158%, 10/25/2044  | 2042258 | &nbsp;&nbsp; 2048708 |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2025-CES2, 144A, 5.503%, 2/25/2055  | 2597689 | &nbsp;&nbsp; 2621030 |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2025-CES1, 144A, 5.653%, 1/25/2045  | 1948800 | &nbsp;&nbsp; 1968104 |
| &nbsp;&nbsp;&nbsp; "A1B", Series 2024-CES9, 144A, 5.683%, 12/25/2044  | 1378688 | &nbsp;&nbsp; 1390906 |
| Renaissance Home Equity Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2006-4, 5.545%, 1/25/2037  | 57029 | &nbsp;&nbsp; 17863 |
| &nbsp;&nbsp;&nbsp; "AF1", Series 2007-2, 5.893%, 6/25/2037  | 340249 | &nbsp;&nbsp; 83317 |
| Southern Pacific Secured Assets Corp., "A8", Series 1998-2, 6.37%, 7/25/2029  | 6 | &nbsp;&nbsp; 6 |
| Towd Point Mortgage Trust, "A1", Series 2025-CRM1, 144A, 5.799%, 1/25/2065  | 3231649 | &nbsp;&nbsp; 3258666 |
|  |  | &nbsp;&nbsp; **14959889** |
| **Miscellaneous 12.0%** | **Miscellaneous 12.0%** |  |
| &nbsp;&nbsp;&nbsp; AIMCO CLO 20 Ltd., "BR", Series 2023-20A, 144A, 3 mo. USD Term SOFR + 1.55%, <br> 5.444% (c), 10/16/2038 <br>| 1500000 | &nbsp;&nbsp; 1502906 |
| &nbsp;&nbsp;&nbsp; Allegro CLO V-S Ltd., "B1", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.9%, <br> 5.765% (c), 7/24/2037 <br>| 2700000 | &nbsp;&nbsp; 2705738 |
| &nbsp;&nbsp;&nbsp; Apidos CLO LIV Ltd., "B", Series 2025-54A, 144A, 3 mo. USD Term SOFR + 1.6%, <br> 5.772% (c), 10/20/2038 <br>| 750000 | &nbsp;&nbsp; 753489 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XL Ltd., "AR", Series 2022-40A, 144A, 3 mo. USD Term SOFR + 1.35%, <br> 5.255% (c), 7/15/2037 <br>| 2500000 | &nbsp;&nbsp; 2503650 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XLVII Ltd., "C", Series 2024-47A, 144A, 3 mo. USD Term SOFR + <br> 2.35%, 6.208% (c), 4/26/2037 <br>| 1875000 | &nbsp;&nbsp; 1879697 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XVIII-R, "A2R2", Series 2018-18A, 144A, 3 mo. USD Term SOFR + <br> 1.58%, 5.437% (c), 1/22/2038 <br>| 2000000 | &nbsp;&nbsp; 2002226 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXXIX Ltd., "BR", Series 2022-39A, 144A, 3 mo. USD Term SOFR + <br> 1.53%, 5.7% (c), 10/21/2038 <br>| 3000000 | &nbsp;&nbsp; 3001656 |
| Applebee's Funding LLC, "A2", Series 2023-1A, 144A, 7.824%, 3/5/2053  | 2750000 | &nbsp;&nbsp; 2790752 |
| ARES LIX CLO Ltd., "C2", Series 2021-59A, 144A, 3.35%, 4/25/2034  | 1600000 | &nbsp;&nbsp; 1468336 |
| &nbsp;&nbsp;&nbsp; ARES LXXVII CLO Ltd., "A2", Series 2025-77A, 144A, 3 mo. USD Term SOFR + <br> 1.6%, 5.494% (c), 7/15/2038 <br>| 2000000 | &nbsp;&nbsp; 2005358 |
| &nbsp;&nbsp;&nbsp; Balboa Bay Loan Funding Ltd., "A1", Series 2024-1A, 144A, 3 mo. USD Term SOFR + <br> 1.51%, 5.394% (c), 7/20/2037 <br>| 750000 | &nbsp;&nbsp; 751761 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO Ltd., "BR", Series 2020-2A, 144A, 3 mo. USD Term SOFR + 2.212%, <br> 6.096% (c), 10/20/2031 <br>| 7500000 | &nbsp;&nbsp; 7503803 |
| &nbsp;&nbsp;&nbsp; Battalion CLO XV Ltd., "BR", Series 2020-15A, 144A, 3 mo. USD Term SOFR + <br> 1.5%, 5.382% (c), 1/17/2033 <br>| 2500000 | &nbsp;&nbsp; 2496470 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO 44 Ltd., "B", Series 2025-44A, 144A, 3 mo. USD Term <br> SOFR + 1.55%, 5.274% (c), 1/15/2039 <br>| 3500000 | &nbsp;&nbsp; 3502807 |
| &nbsp;&nbsp;&nbsp; Bryant Park Funding Ltd., "AR", Series 2023-21A, 144A, 3 mo. USD Term SOFR + <br> 1.27%, 5.181% (c), 10/18/2038 <br>| 1500000 | &nbsp;&nbsp; 1500480 |

---

------

---

| | | |
|:---|:---|:---|
| CF Hippolyta Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2021-1A, 144A, 1.98%, 3/15/2061  | 2920645 | &nbsp;&nbsp; 1777818 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2020-1, 144A, 2.28%, 7/15/2060  | 2497479 | &nbsp;&nbsp; 1557116 |
| CIFC Funding Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp; "BR", Series 2022-7A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.557% (c), 1/22/2038  | 1325000 | &nbsp;&nbsp; 1329180 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-4A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.813% (c), 10/24/2038  | 1508000 | &nbsp;&nbsp; 1512516 |
| Cloud Capital Holdco LP, "A2", Series 2024-1A, 144A, 5.781%, 11/22/2049  | 1800000 | &nbsp;&nbsp; 1813105 |
| Compass Datacenters Issuer III LLC, "A2", Series 2025-3A, 144A, 5.286%, 7/25/2050  | 1092000 | &nbsp;&nbsp; 1098561 |
| CyrusOne Data Centers Issuer I LLC, "A2", Series 2024-2A, 144A, 4.5%, 5/20/2049  | 4000000 | &nbsp;&nbsp; 3903720 |
| DB Master Finance LLC, "A2I", Series 2025-1A, 144A, 4.891%, 8/20/2055  | 1400000 | &nbsp;&nbsp; 1402865 |
| Dell Equipment Finance Trust, "C", Series 2025-1, 144A, 5.25%, 2/24/2031  | 1100000 | &nbsp;&nbsp; 1117175 |
| Domino's Pizza Master Issuer LLC, "A2II", Series 2025-1A, 144A, 5.217%, 7/25/2055  | 1091000 | &nbsp;&nbsp; 1098322 |
| &nbsp;&nbsp;&nbsp; Dryden 102 CLO Ltd., "BR", Series 2023-102A, 144A, 3 mo. USD Term SOFR + 1.6%, <br> 5.505% (c), 10/15/2038 <br>| 2000000 | &nbsp;&nbsp; 2007416 |
| Elara HGV Timeshare Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2023-A, 144A, 6.16%, 2/25/2038  | 852555 | &nbsp;&nbsp; 881808 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-A, 144A, 7.3%, 2/25/2038  | 243587 | &nbsp;&nbsp; 251885 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 43 Ltd., "B", Series 2025-6A, 144A, 3 mo. USD Term SOFR + 1.7%, <br> 6.019% (c), 7/20/2038 <br>| 1234000 | &nbsp;&nbsp; 1239163 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., "A1", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.52%, <br> 5.425% (c), 7/15/2037 <br>| 1412000 | &nbsp;&nbsp; 1415498 |
| Frontier Issuer LLC, "A2", Series 2023-1, 144A, 6.6%, 8/20/2053  | 750000 | &nbsp;&nbsp; 756872 |
| &nbsp;&nbsp;&nbsp; Galaxy 34 CLO Ltd., "A", Series 2024-34A, 144A, 3 mo. USD Term SOFR + 1.37%, <br> 5.254% (c), 10/20/2037 <br>| 2000000 | &nbsp;&nbsp; 2004508 |
| &nbsp;&nbsp;&nbsp; Garnet CLO 3 Ltd., "B", Series 2025-3A, 144A, 3 mo. USD Term SOFR + 1.6%, 5.52% <br> (c), 10/20/2038 <br>| 2000000 | &nbsp;&nbsp; 2000230 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 76 B Ltd., "A1", Series 2024-76A, 144A, 3 mo. USD Term <br> SOFR + 1.37%, 5.228% (c), 10/25/2037 <br>| 2000000 | &nbsp;&nbsp; 2002720 |
| Hilton Grand Vacations Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-AA, 144A, 2.34%, 7/25/2033  | 224173 | &nbsp;&nbsp; 223534 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-3EXT, 144A, 4.9%, 10/25/2044  | 1250000 | &nbsp;&nbsp; 1254106 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-2A, 144A, 5.65%, 3/25/2038  | 1792741 | &nbsp;&nbsp; 1825101 |
| HINNT LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-B, 144A, 4.75%, 5/15/2045  | 2136144 | &nbsp;&nbsp; 2141891 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-A, 144A, 5.84%, 3/15/2043  | 462432 | &nbsp;&nbsp; 472067 |
| Hotwire Funding LLC, "A2", Series 2021-1, 144A, 2.311%, 11/20/2051  | 1268000 | &nbsp;&nbsp; 1241915 |
| HPEFS Equipment Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-2A, 144A, 4.41%, 11/22/2032  | 1200000 | &nbsp;&nbsp; 1199958 |
| &nbsp;&nbsp;&nbsp; "D", Series 2024-1A, 144A, 5.82%, 11/20/2031  | 650000 | &nbsp;&nbsp; 658260 |
| &nbsp;&nbsp;&nbsp; "C", Series 2023-2A, 144A, 6.48%, 1/21/2031  | 1432214 | &nbsp;&nbsp; 1436188 |
| Jersey Mike's Funding, "A2I", Series 2021-1A, 144A, 2.891%, 2/15/2052  | 1970000 | &nbsp;&nbsp; 1941707 |
| Jersey Mike's Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2025-1A, 144A, 5.61%, 8/16/2055  | 997500 | &nbsp;&nbsp; 1015362 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-1A, 144A, 5.636%, 2/15/2055  | 1439125 | &nbsp;&nbsp; 1468051 |
| &nbsp;&nbsp;&nbsp; LCM XVI LP, "BR2", Series 16A, 144A, 3 mo. USD Term SOFR + 2.012%, 5.916% <br> (c), 10/15/2031 <br>| 2120000 | &nbsp;&nbsp; 2122160 |
| &nbsp;&nbsp;&nbsp; Lewey Park CLO Ltd., "A2", Series 2024-1A, 144A, 3 mo. USD Term SOFR + 1.56%, <br> 5.43% (c), 10/21/2037 <br>| 1000000 | &nbsp;&nbsp; 1001525 |
| Mosaic Solar Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-1A, 144A, 2.1%, 4/20/2046  | 4279572 | &nbsp;&nbsp; 3789867 |
| &nbsp;&nbsp;&nbsp; "A", Series 2023-1A, 144A, 5.32%, 6/20/2053  | 111291 | &nbsp;&nbsp; 106238 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-2A, 144A, 5.95%, 1/21/2053  | 2220000 | &nbsp;&nbsp; 444380 |
| &nbsp;&nbsp;&nbsp; "A", Series 2023-4A, 144A, 6.4%, 5/20/2053  | 382927 | &nbsp;&nbsp; 385203 |
| &nbsp;&nbsp;&nbsp; "C", Series 2022-3A, 144A, 8.56%, 6/20/2053  | 605000 | &nbsp;&nbsp; 65739 |

---

------

---

| | | |
|:---|:---|:---|
| MVW LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-1WA, 144A, 1.44%, 1/22/2041  | 83413 | &nbsp;&nbsp; 80579 |
| &nbsp;&nbsp;&nbsp; "A", Series 2020-1A, 144A, 1.74%, 10/20/2037  | 63843 | &nbsp;&nbsp; 62893 |
| &nbsp;&nbsp;&nbsp; "B", Series 2019-2A, 144A, 2.44%, 10/20/2038  | 170076 | &nbsp;&nbsp; 169838 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-1A, 144A, 2.73%, 10/20/2037  | 429023 | &nbsp;&nbsp; 424205 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-2A, 144A, 4.72%, 10/20/2044  | 987417 | &nbsp;&nbsp; 988640 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-1A, 144A, 5.21%, 9/22/2042  | 1240640 | &nbsp;&nbsp; 1259715 |
| &nbsp;&nbsp;&nbsp; "B", Series 2023-1A, 144A, 5.42%, 10/20/2040  | 752929 | &nbsp;&nbsp; 763285 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-1A, 144A, 5.51%, 2/20/2043  | 872453 | &nbsp;&nbsp; 887527 |
| &nbsp;&nbsp;&nbsp; New Economy Assets Phase 1 Sponsor LLC, "B1", Series 2021-1, 144A, 2.41%, <br> 10/20/2061 <br>| 1125000 | &nbsp;&nbsp; 690235 |
| NRZ Excess Spread-Collateralized Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-FHT1, 144A, 3.104%, 7/25/2026  | 378313 | &nbsp;&nbsp; 373745 |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-GNT1, 144A, 3.474%, 11/25/2026  | 716216 | &nbsp;&nbsp; 704385 |
| OCP CLO Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2025-46A, 144A, 3 mo. USD Term SOFR + 1.48%, 5.327% (c), <br> 10/15/2038 <br>| 3000000 | &nbsp;&nbsp; 2999565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A2", Series 2024-36A, 144A, 3 mo. USD Term SOFR + 1.55%, 5.444% (c), <br> 10/16/2037 <br>| 1000000 | &nbsp;&nbsp; 1001986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B1", Series 2024-36A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.594% (c), <br> 10/16/2037 <br>| 1000000 | &nbsp;&nbsp; 1002238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "BR2", Series 2019-17A, 144A, 3 mo. USD Term SOFR + 1.75%, 5.634% (c), <br> 7/20/2037 <br>| 250000 | &nbsp;&nbsp; 250507 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., "A1R", Series 2022-3A, 144A, 3 mo. USD Term SOFR + <br> 1.35%, 5.234% (c), 7/20/2037 <br>| 2300000 | &nbsp;&nbsp; 2304089 |
| Point Broadband Funding LLC, "A2", Series 2025-1A, 144A, 5.336%, 7/20/2055  | 1000000 | &nbsp;&nbsp; 1007307 |
| &nbsp;&nbsp;&nbsp; Regatta 34 Funding Ltd., "A2", Series 2025-3A, 144A, 3 mo. USD Term SOFR + <br> 1.75%, 5.868% (c), 7/20/2038 <br>| 1600000 | &nbsp;&nbsp; 1605592 |
| &nbsp;&nbsp;&nbsp; RR 35 Ltd., "A2", Series 2024-35A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.605% (c), <br> 1/15/2040 <br>| 2400000 | &nbsp;&nbsp; 2408995 |
| Service Experts Issuer LLC, "A", Series 2025-1A, 144A, 5.38%, 1/20/2037  | 1672917 | &nbsp;&nbsp; 1672632 |
| SERVPRO Master Issuer LLC, "A2", Series 2025-1A, 144A, 5.525%, 10/25/2055  | 3500000 | &nbsp;&nbsp; 3483260 |
| Sesac Finance LLC, "A2", Series 2025-1, 144A, 5.5%, 7/25/2055  | 800000 | &nbsp;&nbsp; 795035 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO 29 Ltd., "B", Series 2025-29A, 144A, 3 mo. USD Term SOFR + <br> 1.65%, 5.972% (c), 7/17/2038 <br>| 929000 | &nbsp;&nbsp; 931581 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XIV Ltd., "A2R2", Series 2019-14A, 144A, 3 mo. USD Term SOFR + <br> 1.4%, 5.27% (c), 1/20/2038 <br>| 2000000 | &nbsp;&nbsp; 1993970 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XXV Ltd., "B", Series 2024-25A, 144A, 3 mo. USD Term SOFR + <br> 1.8%, 5.665% (c), 7/24/2037 <br>| 2700000 | &nbsp;&nbsp; 2711057 |
| &nbsp;&nbsp;&nbsp; Sound Point CLO XXXII Ltd., "B1", Series 2021-4A, 144A, 3 mo. USD Term SOFR + <br> 2.012%, 5.87% (c), 10/25/2034 <br>| 500000 | &nbsp;&nbsp; 500328 |
| Switch ABS Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-2A, 144A, 5.436%, 6/25/2054  | 1250000 | &nbsp;&nbsp; 1253650 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-1A, 144A, 6.28%, 3/25/2054  | 2124000 | &nbsp;&nbsp; 2145071 |
| Taco Bell Funding LLC, "A2II", Series 2025-1A, 144A, 5.049%, 8/25/2055  | 2438000 | &nbsp;&nbsp; 2428771 |
| &nbsp;&nbsp;&nbsp; Texas Debt Capital CLO Ltd., "A2R", Series 2023-1A, 144A, 3 mo. USD Term SOFR + <br> 1.55%, 5.434% (c), 7/20/2038 <br>| 2200000 | &nbsp;&nbsp; 2208452 |
| &nbsp;&nbsp;&nbsp; TICP CLO XI Ltd., "AR", Series 2018-11A, 144A, 3 mo. USD Term SOFR + 1.53%, <br> 5.388% (c), 4/25/2037 <br>| 1500000 | &nbsp;&nbsp; 1502655 |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., "B", Series 2024-1A, 144A, 3 mo. USD Term SOFR + 2.0%, 5.905% <br> (c), 4/15/2037 <br>| 2650000 | &nbsp;&nbsp; 2663621 |
| Wendy's Funding LLC, "A2I", Series 2025-1A, 144A, 5.422%, 12/15/2055  | 2500000 | &nbsp;&nbsp; 2492610 |
| Wingstop Funding LLC, "A2", Series 2024-1A, 144A, 5.858%, 12/5/2054  | 1200000 | &nbsp;&nbsp; 1232987 |
| &nbsp;&nbsp;&nbsp; Zais CLO 13 Ltd., "A1AR", Series 2019-13A, 144A, 3 mo. USD Term SOFR + 1.3%, <br> 5.205% (c), 7/15/2032 <br>| 856202 | &nbsp;&nbsp; 856400 |

---

------

---

| | | |
|:---|:---|:---|
| Zayo Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2025-1A, 144A, 5.648%, 3/20/2055  | 2000000 | &nbsp;&nbsp; 2034157 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2025-2A, 144A, 5.953%, 6/20/2055  | 1500000 | &nbsp;&nbsp; 1538376 |
|  |  | &nbsp;&nbsp; **139762798** |
| **Total Asset-Backed** (Cost $231,075,712) | **Total Asset-Backed** (Cost $231,075,712) | &nbsp;&nbsp; **227956630** |
| **Commercial Mortgage-Backed Securities 8.7%** | **Commercial Mortgage-Backed Securities 8.7%** |  |
| 20 Times Square Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2018-20TS, 144A, 3.1% (c), 5/15/2035  | 2500000 | &nbsp;&nbsp; 2356250 |
| &nbsp;&nbsp;&nbsp; "C", Series 2018-20TS, 144A, 3.1% (c), 5/15/2035  | 1000000 | &nbsp;&nbsp; 937500 |
| BAHA Trust, "A", Series 2024-MAR, 144A, 5.972% (c), 12/10/2041  | 3343000 | &nbsp;&nbsp; 3460101 |
| Bank, "A5", Series 2021-BN34, 2.438%, 6/15/2063  | 500000 | &nbsp;&nbsp; 442295 |
| &nbsp;&nbsp;&nbsp; BF Mortgage Trust, "B", Series 2019-NYT, 144A, 1 mo. USD Term SOFR + 1.697%, <br> 5.448% (c), 12/15/2035 <br>| 500000 | &nbsp;&nbsp; 482650 |
| BPR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.264%, 5.015% (c), <br> 9/15/2038 <br>| 1806000 | &nbsp;&nbsp; 1803807 |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-PMDW, 144A, 5.358%, 11/5/2041  | 893000 | &nbsp;&nbsp; 913745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.814%, 5.565% (c), <br> 9/15/2038 <br>| 340000 | &nbsp;&nbsp; 339587 |
| BX Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-VIV5, 144A, 2.843%, 3/9/2044  | 375000 | &nbsp;&nbsp; 348180 |
| &nbsp;&nbsp;&nbsp; "B", Series 2020-VIV3, 144A, 3.544% (c), 3/9/2044  | 2000000 | &nbsp;&nbsp; 1895503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2019-IMC, 144A, 1 mo. USD Term SOFR + 1.046%, 4.796% (c), <br> 4/15/2034 <br>| 941959 | &nbsp;&nbsp; 937411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2019-IMC, 144A, 1 mo. USD Term SOFR + 1.346%, 5.096% (c), <br> 4/15/2034 <br>| 3500000 | &nbsp;&nbsp; 3471543 |
| BX Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2019-OC11, 144A, 3.944% (c), 12/9/2041  | 2500000 | &nbsp;&nbsp; 2381355 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-ARIA, 144A, 5.177%, 12/13/2042  | 1000000 | &nbsp;&nbsp; 1006438 |
| BXP Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2021-601L, 144A, 2.775% (c), 1/15/2044  | 2000000 | &nbsp;&nbsp; 1747493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2017-CQHP, 144A, 1 mo. USD Term SOFR + 0.897%, 4.648% (c), <br> 11/15/2034 <br>| 3099057 | &nbsp;&nbsp; 3019931 |
| CFK Trust, "A", Series 2020-MF2, 144A, 2.387%, 3/15/2039  | 3450000 | &nbsp;&nbsp; 3241160 |
| COMM Mortgage Trust, "B", Series 2013-CR6, 144A, 3.397%, 3/10/2046  | 989156 | &nbsp;&nbsp; 981402 |
| &nbsp;&nbsp;&nbsp; Credit Suisse Mortgage Trust, "B", Series 2020-FACT, 144A, 1 mo. USD Term SOFR + <br> 2.614%, 6.365% (c), 10/15/2037 <br>| 2756000 | &nbsp;&nbsp; 2656123 |
| CSAIL Commercial Mortgage Trust, "AS", Series 2016-C6, 3.346%, 1/15/2049  | 1000000 | &nbsp;&nbsp; 990633 |
| FHLMC Multifamily Structured Pass-Through Certificates: |  |  |
| &nbsp;&nbsp;&nbsp; "X1P", Series KL05, Interest Only, 0.892% (c), 6/25/2029  | 17800000 | &nbsp;&nbsp; 499066 |
| &nbsp;&nbsp;&nbsp; "X1", Series K058, Interest Only, 0.893% (c), 8/25/2026  | 20971959 | &nbsp;&nbsp; 71781 |
| &nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Mortgage Trust, "C", Series 2024-FBLU, 144A, 1 mo. USD <br> Term SOFR + 2.15%, 5.9% (c), 12/15/2039 <br>| 533000 | &nbsp;&nbsp; 534651 |
| Freddie Mac Multifamily Structured Credit Risk: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1", Series 2021-MN1, 144A, 30 day USD SOFR Average + 2.0%, 5.874% (c), <br> 1/25/2051 <br>| 191393 | &nbsp;&nbsp; 190952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-MN1, 144A, 30 day USD SOFR Average + 3.75%, 7.624% (c), <br> 1/25/2051 <br>| 1808000 | &nbsp;&nbsp; 1865965 |
| GS Mortgage Securities Trust, "AS", Series 2013-GC13, 144A, 3.859% (c), 7/10/2046  | 137568 | &nbsp;&nbsp; 135513 |
| &nbsp;&nbsp;&nbsp; Hawaii Hotel Trust, "B", Series 2025-MAUI, 144A, 1 mo. USD Term SOFR + 1.742%, <br> 5.493% (c), 3/15/2042 <br>| 750000 | &nbsp;&nbsp; 751162 |
| &nbsp;&nbsp;&nbsp; Hilt Commercial Mortgage Trust, "B", Series 2024-ORL, 144A, 1 mo. USD Term SOFR <br> + 1.941%, 5.691% (c), 5/15/2037 <br>| 750000 | &nbsp;&nbsp; 751391 |
| Hudson Yards Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-30HY, 144A, 3.228%, 7/10/2039  | 2000000 | &nbsp;&nbsp; 1914169 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-SPRL, 144A, 5.952% (c), 1/13/2040  | 540000 | &nbsp;&nbsp; 558628 |
| &nbsp;&nbsp;&nbsp; ILPT Commercial Mortgage Trust, "C", Series 2025-LPF2, 144A, 5.829% (c), <br> 7/13/2042 <br>| 1000000 | &nbsp;&nbsp; 1017077 |

---

------

---

| | | |
|:---|:---|:---|
| IRV Trust, "C", Series 2025-200P, 144A, 5.73% (c), 3/14/2047  | 1905000 | &nbsp;&nbsp; 1933296 |
| JPMDB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A5", Series 2020-COR7, 2.18%, 5/13/2053  | 1950000 | &nbsp;&nbsp; 1668171 |
| &nbsp;&nbsp;&nbsp; "AS", Series 2016-C4, 3.385%, 12/15/2049  | 1000000 | &nbsp;&nbsp; 959243 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-1MEM, 144A, 2.516%, 10/9/2042  | 1500000 | &nbsp;&nbsp; 1264725 |
| &nbsp;&nbsp;&nbsp; "A", Series 2016-NINE, 144A, 2.854% (c), 9/6/2038  | 1500000 | &nbsp;&nbsp; 1483421 |
| &nbsp;&nbsp;&nbsp; "B", Series 2016-NINE, 144A, 2.854% (c), 9/6/2038  | 5000000 | &nbsp;&nbsp; 4931331 |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-OSB, 144A, 3.397%, 6/5/2039  | 1000000 | &nbsp;&nbsp; 946706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2018-PHH, 144A, 1 mo. USD Term SOFR + 1.257%, 5.007% (c), <br> 6/15/2035 <br>| 5281517 | &nbsp;&nbsp; 4442885 |
| &nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust, "B", Series 2024-MRCO, 144A, 1 mo. USD Term <br> SOFR + 1.941%, 5.691% (c), 6/15/2039 <br>| 4000000 | &nbsp;&nbsp; 4008657 |
| &nbsp;&nbsp;&nbsp; KIND Trust, "A", Series 2021-KIND, 144A, 1 mo. USD Term SOFR + 1.064%, 4.82% <br> (c), 8/15/2038 <br>| 2975160 | &nbsp;&nbsp; 2962892 |
| LEX Mortgage Trust, "A", Series 2024-BBG, 144A, 4.874% (c), 10/13/2033  | 750000 | &nbsp;&nbsp; 754423 |
| Manhattan West Mortgage Trust, "A", Series 2020-1MW, 144A, 2.13%, 9/10/2039  | 1000000 | &nbsp;&nbsp; 962141 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, "A3", Series 2017-C33, 3.295%, <br> 5/15/2050 <br>| 2116057 | &nbsp;&nbsp; 2099146 |
| MRCD Mortgage Trust, "C", Series 2019-PARK, 144A, 2.718%, 12/15/2036  | 5000000 | &nbsp;&nbsp; 3900000 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, "XA", Series 2023-2, Interest Only, 0.907% (c), <br> 12/15/2056 <br>| 15172111 | &nbsp;&nbsp; 849741 |
| One New York Plaza Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AJ", Series 2020-1NYP, 144A, 1 mo. USD Term SOFR + 1.364%, 5.115% (c), <br> 1/15/2036 <br>| 2378000 | &nbsp;&nbsp; 2279007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2020-1NYP, 144A, 1 mo. USD Term SOFR + 1.614%, 5.365% (c), <br> 1/15/2036 <br>| 1166000 | &nbsp;&nbsp; 1099971 |
| ROCK Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-CNTR, 144A, 5.388%, 11/13/2041  | 1189000 | &nbsp;&nbsp; 1221552 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-CNTR, 144A, 5.93%, 11/13/2041  | 4000000 | &nbsp;&nbsp; 4133130 |
| &nbsp;&nbsp;&nbsp; SDR Commercial Mortgage Trust, "B", Series 2024-DSNY, 144A, 1 mo. USD Term <br> SOFR + 1.741%, 5.491% (c), 5/15/2039 <br>| 500000 | &nbsp;&nbsp; 498751 |
| SLG Office Trust, "A", Series 2021-OVA, 144A, 2.585%, 7/15/2041  | 4000000 | &nbsp;&nbsp; 3576013 |
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Trust, "B", Series 2021-LIH, 144A, 1 mo. USD Term SOFR + <br> 1.77%, 5.521% (c), 11/15/2036 <br>| 500000 | &nbsp;&nbsp; 498757 |
| &nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, "A", Series 2025-DATA, 144A, 1 mo. USD Term <br> SOFR + 1.443%, 5.193% (c), 2/15/2042 <br>| 2000000 | &nbsp;&nbsp; 1981378 |
| U.S. Bank C&I Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B2", Series 2025-SUP2, 144A, 30 day USD SOFR Average + 1.35%, 5.224% (c), <br> 9/25/2032 <br>| 1837518 | &nbsp;&nbsp; 1825730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2025-SUP2, 144A, 30 day USD SOFR Average + 1.9%, 5.774% (c), <br> 9/25/2032 <br>| 1837518 | &nbsp;&nbsp; 1839367 |
| UBS Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C7, Interest Only, 0.964% (c), 12/15/2050  | 21666470 | &nbsp;&nbsp; 337668 |
| &nbsp;&nbsp;&nbsp; "XA", Series 2017-C1, Interest Only, 1.454% (c), 6/15/2050  | 15523879 | &nbsp;&nbsp; 195944 |
| WB Commercial Mortgage Trust, "A", Series 2024-HQ, 144A, 5.937% (c), 3/15/2040  | 2358000 | &nbsp;&nbsp; 2353620 |
| Wells Fargo Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "C", Series 2021-SAVE, 144A, 1 mo. USD Term SOFR + 2.014%, 5.765% (c), <br> 2/15/2040 <br>| 2051200 | &nbsp;&nbsp; 2052851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "D", Series 2021-SAVE, 144A, 1 mo. USD Term SOFR + 2.714%, 6.465% (c), <br> 2/15/2040 <br>| 800000 | &nbsp;&nbsp; 798333 |
| &nbsp;&nbsp;&nbsp; WHARF Commercial Mortgage Trust, "B", Series 2025-DC, 144A, 5.544% (c), <br> 7/15/2040 <br>| 1700000 | &nbsp;&nbsp; 1739755 |
| **Total Commercial Mortgage-Backed Securities** (Cost $101,057,109) | **Total Commercial Mortgage-Backed Securities** (Cost $101,057,109) | &nbsp;&nbsp; **101302067** |
| **Collateralized Mortgage Obligations 6.7%** | **Collateralized Mortgage Obligations 6.7%** |  |
| Angel Oak Mortgage Trust, "A1", Series 2021-1, 144A, 0.909% , 1/25/2066 | 1203 | &nbsp;&nbsp; 1058 |

---

------

---

| | | |
|:---|:---|:---|
| Banc of America Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "2A3", Series 2005-J, 5.105% (c), 11/25/2035 | 42775 | &nbsp;&nbsp; 38898 |
| &nbsp;&nbsp;&nbsp; "2A8", Series 2003-J, 5.142% (c), 11/25/2033 | 84179 | &nbsp;&nbsp; 74233 |
| &nbsp;&nbsp;&nbsp; "A15", Series 2006-2, 6.0%, 7/25/2046 | 4472 | &nbsp;&nbsp; 3984 |
| Barclays Mortgage Loan Trust, "A2", Series 2021-NQM1, 144A, 1.984% , 9/25/2051 | 27583 | &nbsp;&nbsp; 25461 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage Trust, "5A", Series 2003-8, 5.721% (c), <br> 1/25/2034<br>| 198047 | &nbsp;&nbsp; 174246 |
| Chase Mortgage Finance Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.35%, 5.224% (c), <br> 2/25/2050<br>| 1664426 | &nbsp;&nbsp; 1632618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.55%, 5.424% (c), <br> 2/25/2050<br>| 867390 | &nbsp;&nbsp; 852228 |
| COLT Funding LLC, "A2", Series 2021-3R, 144A, 1.257% , 12/25/2064 | 183604 | &nbsp;&nbsp; 171446 |
| COLT Mortgage Loan Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2021-2R, 144A, 0.798%, 7/27/2054 | 184729 | &nbsp;&nbsp; 167778 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-HX1, 144A, 1.348%, 10/25/2066 | 653932 | &nbsp;&nbsp; 572699 |
| Connecticut Avenue Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2021-R03, 144A, 30 day USD SOFR Average + 1.65%, 5.524% (c), <br> 12/25/2041<br>| 500000 | &nbsp;&nbsp; 502740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M1", Series 2023-R04, 144A, 30 day USD SOFR Average + 2.3%, 6.174% (c), <br> 5/25/2043<br>| 1960205 | &nbsp;&nbsp; 1997066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1B1", Series 2024-R01, 144A, 30 day USD SOFR Average + 2.7%, 6.574% (c), <br> 1/25/2044<br>| 1000000 | &nbsp;&nbsp; 1023423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "1M2", Series 2022-R04, 144A, 30 day USD SOFR Average + 3.1%, 6.974% (c), <br> 3/25/2042<br>| 250000 | &nbsp;&nbsp; 256055 |
| &nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., "5A1", Series 2004-7, 5.0% , <br> 10/25/2019<br>| 33992 | &nbsp;&nbsp; 33828 |
| &nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, "A1A", Series 2025-INV1, 144A, 5.087% , <br> 11/25/2060<br>| 1971130 | &nbsp;&nbsp; 1975894 |
| EFMT: |  |  |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2025-NQM5, 144A, 5.033%, 11/25/2070 | 3929914 | &nbsp;&nbsp; 3938408 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-INV5, 144A, 5.077%, 12/1/2070 | 1992283 | &nbsp;&nbsp; 1996197 |
| Ellington Financial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-2, 144A, 1.291%, 6/25/2066 | 460502 | &nbsp;&nbsp; 395372 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-3, 144A, 1.396%, 9/25/2066 | 3775 | &nbsp;&nbsp; 3180 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2020-2, 144A, 1.64%, 10/25/2065 | 411208 | &nbsp;&nbsp; 392058 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; "AI", Series 5175, Interest Only, 2.5%, 12/25/2049 | 3640716 | &nbsp;&nbsp; 465609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA1, 144A, 30 day USD SOFR Average + 2.764%, 6.639% (c), <br> 1/25/2049<br>| 32088 | &nbsp;&nbsp; 32673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "AS", Series 5501, 15.51% minus (2.2 x 30 day USD SOFR Average), 6.987% (c), <br> 2/25/2055<br>| 3057204 | &nbsp;&nbsp; 3144696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1B", Series 2023-DNA2, 144A, 30 day USD SOFR Average + 3.25%, 7.115% (c), <br> 4/25/2043<br>| 2000000 | &nbsp;&nbsp; 2080784 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AO", Series 2023-53, Principal Only, Zero Coupon, 11/25/2053 | 4653005 | &nbsp;&nbsp; 4151954 |
| &nbsp;&nbsp;&nbsp; "NI", Series 2021-49, Interest Only, 2.5%, 6/25/2051 | 2402950 | &nbsp;&nbsp; 408434 |
| &nbsp;&nbsp;&nbsp; "I", Series 2021-57, Interest Only, 2.5%, 7/25/2051 | 3159454 | &nbsp;&nbsp; 494593 |
| &nbsp;&nbsp;&nbsp; "DE", Series 2014-18, 4.0%, 8/25/2042 | 154182 | &nbsp;&nbsp; 153008 |
| &nbsp;&nbsp;&nbsp; "IM", Series 2014-72, Interest Only, 4.5%, 3/25/2044 | 591693 | &nbsp;&nbsp; 44497 |
| &nbsp;&nbsp;&nbsp; "2", Series 350, Interest Only, 5.5%, 3/25/2034 | 30086 | &nbsp;&nbsp; 4367 |
| &nbsp;&nbsp;&nbsp; "FE", Series 2024-87, 30 day USD SOFR Average + 1.85%, 5.724% (c), 12/25/2054 | 3191026 | &nbsp;&nbsp; 3235166 |
| &nbsp;&nbsp;&nbsp; "AF", Series 2025-1, 30 day USD SOFR Average + 1.85%, 5.724% (c), 2/25/2055 | 4025756 | &nbsp;&nbsp; 4087742 |
| &nbsp;&nbsp;&nbsp; "1A6", Series 2007-W8, 6.808% (c), 9/25/2037 | 216541 | &nbsp;&nbsp; 225843 |
| Freddie Mac Structured Agency Credit Risk Debt Notes: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-DNA7, 144A, 30 day USD SOFR Average + 1.8%, 5.674% (c), <br> 11/25/2041<br>| 1200000 | &nbsp;&nbsp; 1208942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2019-DNA2, 144A, 30 day USD SOFR Average + 2.564%, 6.439% (c), <br> 3/25/2049<br>| 190429 | &nbsp;&nbsp; 192885 |
| GCAT Trust, "A2", Series 2021-NQM2, 144A, 1.242% , 5/25/2066 | 524130 | &nbsp;&nbsp; 460775 |

---

------

---

| | | |
|:---|:---|:---|
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AI", Series 2021-1, Interest Only, 2.0%, 1/20/2051 | 7488694 | &nbsp;&nbsp; 1017590 |
| &nbsp;&nbsp;&nbsp; "KI", Series 2020-160, Interest Only, 2.5%, 10/20/2050 | 3501564 | &nbsp;&nbsp; 435210 |
| &nbsp;&nbsp;&nbsp; "EI", Series 2021-105, Interest Only, 2.5%, 5/20/2051 | 4882752 | &nbsp;&nbsp; 720427 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2021-121, Interest Only, 2.5%, 7/20/2051 | 6559180 | &nbsp;&nbsp; 825706 |
| &nbsp;&nbsp;&nbsp; "HJ", Series 2024-8, 5.0%, 1/20/2054 | 2788964 | &nbsp;&nbsp; 2546566 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039 | 87557 | &nbsp;&nbsp; 17893 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, "A2", Series 2020-NQM1, 144A, 1.791% , <br> 9/27/2060<br>| 55254 | &nbsp;&nbsp; 52532 |
| Imperial Fund Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2021-NQM2, 144A, 1.362%, 9/25/2056 | 493225 | &nbsp;&nbsp; 423473 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2022-NQM4, 144A, 4.767%, 6/25/2067 | 27997 | &nbsp;&nbsp; 27895 |
| JPMorgan Chase Bank NA: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M2", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.55%, 5.424% (c), <br> 3/25/2051<br>| 1469355 | &nbsp;&nbsp; 1456848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M3", Series 2021-CL1, 144A, 30 day USD SOFR Average + 1.8%, 5.674% (c), <br> 3/25/2051<br>| 2998726 | &nbsp;&nbsp; 2991249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M1", Series 2020-CL1, 144A, 1 mo. USD Term SOFR + 2.364%, 6.096% (c), <br> 10/25/2057<br>| 1817093 | &nbsp;&nbsp; 1876081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "M4", Series 2021-CL1, 144A, 30 day USD SOFR Average + 2.75%, 6.624% (c), <br> 3/25/2051<br>| 614646 | &nbsp;&nbsp; 620032 |
| JPMorgan Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-NQM5, 144A, 4.879%, 5/25/2065 | 2000000 | &nbsp;&nbsp; 1999626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A11", Series 2022-3, 144A, 30 day USD SOFR Average + 1.1%, 4.974% (c), <br> 8/25/2052<br>| 2322876 | &nbsp;&nbsp; 2206022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A11", Series 2024-6, 144A, 30 day USD SOFR Average + 1.25%, 5.124% (c), <br> 12/25/2054<br>| 2194715 | &nbsp;&nbsp; 2190238 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-DSC1, 144A, 5.577% (c), 9/25/2065 | 1877146 | &nbsp;&nbsp; 1895702 |
| &nbsp;&nbsp;&nbsp; "6A1", Series 2005-A6, 6.75% (c), 8/25/2035 | 125279 | &nbsp;&nbsp; 123396 |
| Merrill Lynch Mortgage Investors Trust, "1A", Series 2004-1, 6.253% (c), 12/25/2034 | 1759 | &nbsp;&nbsp; 1727 |
| MFA Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-INV1, 144A, 1.262%, 1/25/2056 | 60811 | &nbsp;&nbsp; 58688 |
| &nbsp;&nbsp;&nbsp; "A3", Series 2021-NQM2, 144A, 1.472%, 11/25/2064 | 296748 | &nbsp;&nbsp; 265811 |
| OBX Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-NQM23, 144A, 4.872%, 10/25/2065 | 3500000 | &nbsp;&nbsp; 3500521 |
| &nbsp;&nbsp;&nbsp; "A1B", Series 2025-NQM20, 144A, 5.021%, 10/25/2065 | 4223487 | &nbsp;&nbsp; 4228100 |
| Residential Accredit Loans, Inc. Trust, "A1", Series 2003-QS18, 5.0% , 9/25/2018 | 168 | &nbsp;&nbsp; 126 |
| Residential Asset Mortgage Products Trust, "A4", Series 2004-SL4, 7.0% , 7/25/2032 | 22982 | &nbsp;&nbsp; 22905 |
| Sequoia Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B4", Series 2013-2, 3.637% (c), 2/25/2043 | 351114 | &nbsp;&nbsp; 344926 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-3, 144A, 6.0%, 4/25/2055 | 1758866 | &nbsp;&nbsp; 1789185 |
| &nbsp;&nbsp;&nbsp; Starwood Mortgage Residential Trust, "A3", Series 2020-INV1, 144A, 1.593% , <br> 11/25/2055<br>| 147213 | &nbsp;&nbsp; 141533 |
| Towd Point Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "M1", Series 2017-1, 144A, 3.75%, 10/25/2056 | 2000000 | &nbsp;&nbsp; 1978847 |
| &nbsp;&nbsp;&nbsp; "M1", Series 2022-SJ1, 144A, 4.5%, 3/25/2062 | 2500000 | &nbsp;&nbsp; 2426969 |
| Verus Securitization Trust, "A2", Series 2021-R3, 144A, 1.277% , 4/25/2064 | 201981 | &nbsp;&nbsp; 192591 |
| &nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through Certificates Trust, "A9", Series 2003-S9, <br> 5.25% , 10/25/2033<br>| 157419 | &nbsp;&nbsp; 156474 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bank, "M1", Series 2021-CL2, 144A, 30 day USD SOFR Average + <br> 3.15%, 7.024% (c), 7/25/2059<br>| 3937986 | &nbsp;&nbsp; 4141935 |
| **Total Collateralized Mortgage Obligations** (Cost $76,735,810) | **Total Collateralized Mortgage Obligations** (Cost $76,735,810) | &nbsp;&nbsp; **77297662** |
| **Government & Agency Obligations 14.4%** | **Government & Agency Obligations 14.4%** |  |
| **Other Government Related (d) 0.2%** | **Other Government Related (d) 0.2%** |  |
| Central American Bank for Economic Integration, 144A, 5.0%, 2/9/2026  | 2500000 | &nbsp;&nbsp; 2501717 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Vnesheconombank: |  |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.942%, 11/21/2023\* (e) |  | 500000 | &nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp; 144A, 6.025%, 7/5/2022\* (e) |  | 1500000 | &nbsp;&nbsp; 0 |
|  |  |  | &nbsp;&nbsp; **2501717** |
| **Sovereign Bonds 1.5%** | **Sovereign Bonds 1.5%** | **Sovereign Bonds 1.5%** |  |
| Brazil Government International Bond, 5.5%, 11/6/2030  |  | 1692000 | &nbsp;&nbsp; 1718395 |
| Colombia Government International Bond, 3.75%, 9/19/2028  | EUR | 4000000 | &nbsp;&nbsp; 4663194 |
| Development Bank of Kazakhstan JSC, 144A, 4.6%, 1/31/2031  |  | 3000000 | &nbsp;&nbsp; 2969940 |
| Eagle Funding Luxco SARL, 144A, 5.5%, 8/17/2030  |  | 1492000 | &nbsp;&nbsp; 1519736 |
| Mexico Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 3/22/2031 |  | 2154000 | &nbsp;&nbsp; 2128152 |
| &nbsp;&nbsp;&nbsp; 6.0%, 5/13/2030 |  | 447000 | &nbsp;&nbsp; 468456 |
| Romania Government International Bond, 144A, 5.875%, 1/30/2029  |  | 3000000 | &nbsp;&nbsp; 3095508 |
|  |  |  | &nbsp;&nbsp; **16563381** |
| **U.S. Treasury Obligations 12.7%** | **U.S. Treasury Obligations 12.7%** | **U.S. Treasury Obligations 12.7%** |  |
| U.S. Treasury Bills, 3.884% (f), 3/19/2026 (g) |  | 1500000 | &nbsp;&nbsp; 1488832 |
| U.S. Treasury Inflation-Indexed Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.5%, 1/15/2028 |  | 5279680 | &nbsp;&nbsp; 5186405 |
| &nbsp;&nbsp;&nbsp; 2.375%, 10/15/2028 |  | 5314800 | &nbsp;&nbsp; 5472937 |
| U.S. Treasury Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.625%, 3/31/2027 |  | 5000000 | &nbsp;&nbsp; 4827148 |
| &nbsp;&nbsp;&nbsp; 0.875%, 9/30/2026 |  | 4000000 | &nbsp;&nbsp; 3921073 |
| &nbsp;&nbsp;&nbsp; 1.25%, 4/30/2028 |  | 13000000 | &nbsp;&nbsp; 12350000 |
| &nbsp;&nbsp;&nbsp; 1.25%, 6/30/2028 |  | 3000000 | &nbsp;&nbsp; 2839336 |
| &nbsp;&nbsp;&nbsp; 1.375%, 12/31/2028 |  | 15000000 | &nbsp;&nbsp; 14083008 |
| &nbsp;&nbsp;&nbsp; 1.5%, 8/15/2026 |  | 5000000 | &nbsp;&nbsp; 4936846 |
| &nbsp;&nbsp;&nbsp; 1.625%, 10/31/2026 |  | 8000000 | &nbsp;&nbsp; 7873114 |
| &nbsp;&nbsp;&nbsp; 1.625%, 8/15/2029 |  | 5000000 | &nbsp;&nbsp; 4667383 |
| &nbsp;&nbsp;&nbsp; 3.25%, 6/30/2029 |  | 10000000 | &nbsp;&nbsp; 9885938 |
| &nbsp;&nbsp;&nbsp; 3.375%, 9/15/2027 |  | 10000000 | &nbsp;&nbsp; 9981641 |
| &nbsp;&nbsp;&nbsp; 3.5%, 1/31/2030 |  | 4000000 | &nbsp;&nbsp; 3977031 |
| &nbsp;&nbsp;&nbsp; 3.625%, 8/31/2027 |  | 10000000 | &nbsp;&nbsp; 10022266 |
| &nbsp;&nbsp;&nbsp; 3.75%, 5/31/2030 |  | 5000000 | &nbsp;&nbsp; 5012305 |
| &nbsp;&nbsp;&nbsp; 3.875%, 7/31/2027 |  | 10000000 | &nbsp;&nbsp; 10058203 |
| &nbsp;&nbsp;&nbsp; 3.875%, 3/15/2028 |  | 4000000 | &nbsp;&nbsp; 4032188 |
| &nbsp;&nbsp;&nbsp; 4.25%, 1/31/2030 |  | 7000000 | &nbsp;&nbsp; 7155586 |
| &nbsp;&nbsp;&nbsp; 4.5%, 5/15/2027 |  | 5000000 | &nbsp;&nbsp; 5066406 |
| &nbsp;&nbsp;&nbsp; 4.875%, 10/31/2028 |  | 4000000 | &nbsp;&nbsp; 4141719 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/2028 |  | 10000000 | &nbsp;&nbsp; 10464062 |
|  |  |  | &nbsp;&nbsp; **147443427** |
| **Total Government & Agency Obligations** (Cost 167,769,643) | **Total Government & Agency Obligations** (Cost 167,769,643) | **Total Government & Agency Obligations** (Cost 167,769,643) | &nbsp;&nbsp; **166508525** |
| **Loan Participations and Assignments 0.5%** | **Loan Participations and Assignments 0.5%** | **Loan Participations and Assignments 0.5%** |  |
| **Senior Loans (c)** | **Senior Loans (c)** | **Senior Loans (c)** |  |
| Connect Finco SARL, Term Loan B, 9/27/2029 (h) |  | 997462 | &nbsp;&nbsp; 997322 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc., Term Loan B1, 1 mo. USD Term SOFR + 2.35%, 4.35%, <br> 4/16/2029<br>|  | 2487270 | &nbsp;&nbsp; 2477793 |
| TransDigm, Inc., Term Loan L, 1 mo. USD Term SOFR + 2.5%, 6.216%, 1/19/2032 |  | 989975 | &nbsp;&nbsp; 995059 |
| &nbsp;&nbsp;&nbsp; Windsor Holdings III LLC, Term Loan B, 1 mo. USD Term SOFR + 2.75%, 6.466%, <br> 8/1/2030<br>|  | 1730210 | &nbsp;&nbsp; 1736431 |
| **Total Loan Participations and Assignments** (Cost $6,194,023) | **Total Loan Participations and Assignments** (Cost $6,194,023) | **Total Loan Participations and Assignments** (Cost $6,194,023) | &nbsp;&nbsp; **6206605** |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value ($)** |
| **Exchange-Traded Funds 0.2%** | **Exchange-Traded Funds 0.2%** |  |
| State Street SPDR Bloomberg Short Term High Yield Bond ETF (Cost $2,534,540) | 100000 | &nbsp;&nbsp; **2532000** |
| **Securities Lending Collateral 1.2%** | **Securities Lending Collateral 1.2%** |  |
| &nbsp;&nbsp;&nbsp; DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional <br> Shares", 3.66% (i) (j) (Cost $14,101,313)<br>| 14101313 | &nbsp;&nbsp; **14101313** |
| **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** |  |
| DWS Central Cash Management Government Fund, 3.77% (i) (Cost $12,351,050) | 12351050 | &nbsp;&nbsp; **12351050** |

---

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

---

| | | |
|:---|:---|:---|
|  | **% of Net**<br> **Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $1,234,294,797) | 106.8 | &nbsp;&nbsp; **1239337153** |
| **Other Assets and Liabilities, Net**  | (6.8)<br>| &nbsp;&nbsp; **(78660849)**<br>|
| **Net Assets** | 100.0 | &nbsp;&nbsp; **1160676304** |

---

*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, 2025 are as follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**9/30/2025**<br>| **Purchases** <br>**Cost ($)**<br>| **Sales** <br>**Proceeds ($)**<br>| **Net Realized** <br>**Gain/** <br>**(Loss) ($)**<br>| **Net Change in** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation) ($)**<br>| **Income ($)** | **Capital Gain** <br>**Distributions ($)**<br>| **Number** <br>**of Shares** <br>**at** <br>**12/31/2025**<br>| **Value ($) at** <br>**12/31/2025**<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", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.66% (i) (j) |
| 12636060  | 1,465,253 (k) | —  | —  | —  | 49365  | —  | 14101313  | 14101313  |
| **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** | **Cash Equivalents 1.1%** |
| DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) | DWS Central Cash Management Government Fund, 3.77% (i) |
| 19063325  | 115767543  | 122479818  | —  | —  | 191258  | —  | 12351050  | 12351050  |
| **31699385** | **117232796** | **122479818** | **—** | **—** | **240623** | **—** | **26452363** | **26452363** |

---

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

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

*(a)* *Principal amount stated in U.S. dollars unless otherwise noted.*

*(b)* *All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that* *are also on loan. The value of securities loaned at December 31, 2025 amounted to $13,497,174, which is 1.2% of net assets.* 

*(c)* *Variable or floating rate security. These securities are shown at their current rate as of December 31, 2025. For securities based* *on a published reference rate and spread, the reference rate and spread are indicated within the description above. Certain* *variable rate securities are not based on a published reference rate and spread but adjust periodically based on current market* *conditions, prepayment of underlying positions and/or other variables. Securities with a floor or ceiling feature are disclosed at* *the inherent rate, where applicable.* 

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

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

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

*(g)* *At December 31, 2025, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures* *contracts.* 

*(h)* *All or a portion of the security represents unsettled loan commitments at December 31, 2025 where the rate will be determined at* *the time of settlement.* 

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

------

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

&nbsp;&nbsp;&nbsp;&nbsp;*(k)* *Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the period* *ended December 31, 2025.* 

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

---

| |
|:---|
| *144A: Security exempt from registration under Rule 144A under the Securities Act of 1933. These securities may be resold in* <br> *transactions exempt from registration, normally to qualified institutional buyers.*<br>|
| *CLO: Collateralized Loan Obligation* |
| *Interest Only: Interest Only (IO) bonds represent the "interest only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities. IO securities are subject to prepayment risk of the pool of underlying mortgages.*<br>|
| *JSC: Joint Stock Company* |
| *Perpetual: Callable security with no stated maturity date.*  |
| *Principal Only: Principal Only (PO) bonds represent the "principal only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities.*<br>|
| *REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the account or* <br> *benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the* <br> *Securities Act of 1933.*<br>|
| *REIT: Real Estate Investment Trust* |
| *SOFR: Secured Overnight Financing Rate* |
| *SPDR: Standard & Poor's Depositary Receipt* |
| *TBA: To Be Announced* |

---

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

*At December 31, 2025, open futures contracts purchased were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Depreciation ($)**<br>|
| 2 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 566<br>| &nbsp;&nbsp;&nbsp;&nbsp; 118255600 | &nbsp;&nbsp;&nbsp;&nbsp; 118174609<br>| &nbsp;&nbsp;&nbsp;&nbsp; **(80991)**<br>|

---

*At December 31, 2025, open futures contracts sold were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation ($)**<br>|
| 5 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 88<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9661220 | &nbsp;&nbsp;&nbsp;&nbsp; 9618812<br>| &nbsp;&nbsp;&nbsp;&nbsp; **42408** |

---

*At December 31, 2025, the Fund had the following open forward foreign currency contracts:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange For** | **In Exchange For** | **Settlement** <br>**Date**<br>| **Unrealized** <br>**Depreciation ($)**<br>| **Counterparty** |
| &nbsp;&nbsp; EUR | 4000000 | USD | 4704526 | 1/30/2026 | **(3182)**<br>| Morgan Stanley Capital <br> Services LLC <br>|

---

***Currency Abbreviation(s)***

------

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

------

***Fair Value Measurements***

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

*The following is a summary of the inputs used as of December 31, 2025 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Corporate Bonds (a) | $— | &nbsp;&nbsp; $554155706 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $554155706 |
| Mortgage-Backed Securities Pass-Throughs  |  | &nbsp;&nbsp; 76925595 | &nbsp;&nbsp; — | &nbsp;&nbsp; 76925595 |
| Asset-Backed (a) |  | &nbsp;&nbsp; 227956630 | &nbsp;&nbsp; — | &nbsp;&nbsp; 227956630 |
| Commercial Mortgage-Backed Securities  |  | &nbsp;&nbsp; 101302067 | &nbsp;&nbsp; — | &nbsp;&nbsp; 101302067 |
| Collateralized Mortgage Obligations  |  | &nbsp;&nbsp; 77297662 | &nbsp;&nbsp; — | &nbsp;&nbsp; 77297662 |
| Government & Agency Obligations (a) |  | &nbsp;&nbsp; 166508525 | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 166508525 |
| Loan Participations and Assignments  |  | &nbsp;&nbsp; 6206605 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6206605 |
| Exchange-Traded Funds  | 2532000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2532000 |
| Short-Term Investments (a) | 26452363 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 26452363 |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | 42408 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 42408 |
| **Total** | **$29026771** | &nbsp;&nbsp; **$1210352790** | &nbsp;&nbsp; **$0** | &nbsp;&nbsp; **$1239379561** |

---

&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  | $(80991)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(80991)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts  |  | &nbsp;&nbsp; (3182)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (3182)<br>|
| **Total** | **$(80991)**<br>| &nbsp;&nbsp; **$(3182)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(84173)**<br>|

---

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

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

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

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

DSDF-PH1

------

## 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:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1253724455.53

**Total Liabilities:** $98900522.28

**Net Assets:** $1154823933.25

**Cash Not Reported:** $2047582.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3310.75000000 | **1-Year:** -61281.80000000 | **5-Year:** -113856.71000000 | **10-Year:** -11441.87000000 | **30-Year:** -1040.55000000

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

- **3-Month:** -750.14000000 | **1-Year:** -11919.78000000 | **5-Year:** -14076.66000000 | **10-Year:** -2068.22000000 | **30-Year:** -288.11000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096654 | 0.25%                | 0.61%                | 0.25%                |
| Class ID C000096656 | 0.31%                | 0.42%                | 0.19%                |
| Class ID C000096657 | 0.27%                | 0.51%                | 0.39%                |
| Class ID C000096658 | 0.40%                | 0.52%                | 0.40%                |
| Class ID C000148124 | 0.28%                | 0.52%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1124274.24              | $-1948856.00                               |
| Month 2  | $-40686.39               | $1566204.49                                |
| Month 3  | $-606580.36              | $258674.94                                 |

**Designated Index Information**

- **Index Name:** 40% ICE BofA US Corporate 1-5 Yr Index (CVA0), 20% ICE BofA 0-3 Year US Fixed Rate Asset Backed Securities Index, 15% ICE BofA 1-3 Year Treasury Index (G1O2), 10% ICE BofA 0-3 Year CMBS Index (CMB1), 5% ICE BofA 1-5 Year US Cash Pay High Yield Inde

- **Index Identifier:** MLCUYRPYJ

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORP                                                                           | AGCO Corp                                                                             | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1287132.29   | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                         | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $849571.96    | 0.07%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1996528.92   | 0.17%             | 2026-01-30      | Fixed         | 1.75%                 | 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      | $2081320.90   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1107983.36   | 0.10%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5239179.45   | 0.45%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | Aimco CLO 20 Ltd                                                                      | CUSIP: 00901QAS1<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1502905.50   | 0.13%             | 2038-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976186.30    | 0.08%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4858094.45   | 0.42%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1419236.90   | 0.12%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                 | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    957000 | PA      | $976974.86    | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp                                                      | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2813207.29   | 0.24%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                   | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $2705737.50   | 0.23%             | 2037-07-24      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11010000 | PA      | $10980559.26  | 0.95%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30000000 | PA      | $30417000.00  | 2.63%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10264700.00  | 0.89%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                    | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8448657.92   | 0.73%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    552000 | PA      | $566015.12    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290504 | PA      | $293094.60    | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290504 | PA      | $292670.81    | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                      | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453062 | PA      | $1460267.97   | 0.13%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                                      | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1394858 | PA      | $1403207.42   | 0.12%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                      | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711570 | PA      | $723854.23    | 0.06%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                  | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    441000 | PA      | $444958.86    | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                      | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2317520.80   | 0.20%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2909583.18   | 0.25%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                              | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995779.94   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XXXIX Ltd                                                                  | CUSIP: 03766HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3001656.00   | 0.26%             | 2038-10-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XVIII-R                                                                    | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002226.00   | 0.17%             | 2038-01-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo XL Ltd                                                                     | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2503650.00   | 0.22%             | 2037-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2117602.47   | 0.18%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XLVII Ltd                                                                  | CUSIP: 03770QAG9<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |   1875000 | PA      | $1879696.88   | 0.16%             | 2037-04-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo LIV                                                                        | CUSIP: 03771RAE1<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753489.00    | 0.07%             | 2038-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                          | Applebee's Funding LLC / IHOP Funding LLC                                             | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2790752.25   | 0.24%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                   | CUSIP: 03990KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005358.00   | 0.17%             | 2038-07-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3125012.80   | 0.27%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1180434.50   | 0.10%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                     | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3019573.26   | 0.26%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                      | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1468336.00   | 0.13%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                            | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5929538.94   | 0.51%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1138548.40   | 0.10%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                           | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222017.11    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                            | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $3017140.50   | 0.26%             | 2030-10-24      | Fixed         | 4.80%                 | 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        |    333333 | PA      | $332887.52    | 0.03%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4957318.00   | 0.43%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $318437.21    | 0.03%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520377.40    | 0.05%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1385822.28   | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4136124.00   | 0.36%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $3035175.15   | 0.26%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1257000 | PA      | $1290444.27   | 0.11%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                           | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4021215.96   | 0.35%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343000 | PA      | $3460100.61   | 0.30%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3649955.12   | 0.32%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                         | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3979210.60   | 0.34%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                               | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500444.21    | 0.04%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1806000 | PA      | $1803806.61   | 0.16%             | 2038-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $339586.93    | 0.03%             | 2038-09-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $913744.93    | 0.08%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                            | Brex Commercial Charge Card Master Trust                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003020.10   | 0.09%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VIV5                                                | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $348179.78    | 0.03%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2381355.50   | 0.21%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1747493.40   | 0.15%             | 2044-01-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2019-IMC                                                 | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941959 | PA      | $937410.74    | 0.08%             | 2034-04-15      | Floating      | 4.80%                 | 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      | $3471543.25   | 0.30%             | 2034-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV3                                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1895503.20   | 0.16%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                               | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5132355.00   | 0.44%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                                    | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006438.40   | 0.09%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                            | Bacardi Ltd / Bacardi-Martini BV                                                      | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1690000 | PA      | $1721907.35   | 0.15%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                            | Bain Capital Specialty Finance Inc                                                    | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3984560.28   | 0.35%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                    | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751761.00    | 0.07%             | 2037-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 2020-2 Ltd                                                              | CUSIP: 05875DAN2<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7503802.50   | 0.65%             | 2031-10-20      | Floating      | 6.10%                 | 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        |     84179 | PA      | $74232.98     | 0.01%             | 2033-11-25      | Variable      | 5.14%                 | 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        |     42775 | PA      | $38897.58     | 0.00%             | 2035-11-25      | Variable      | 5.11%                 | 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        |      4472 | PA      | $3983.84      | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand      | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    921000 | PA      | $956919.00    | 0.08%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                  | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038680.71   | 0.26%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| Bank                                                                                | BANK 2021-BNK34                                                                       | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $442294.55    | 0.04%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2902345.80   | 0.25%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2408000 | PA      | $2544787.11   | 0.22%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    674000 | PA      | $681907.21    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                          | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2029000 | PA      | $2067733.00   | 0.18%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XV Ltd                                                                  | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496470.00   | 0.22%             | 2033-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                               | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4504931.37   | 0.39%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     98365 | PA      | $98729.07     | 0.01%             | 2031-12-26      | Floating      | 5.17%                 | 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        |    198047 | PA      | $174246.35    | 0.02%             | 2034-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 44 Ltd                                                    | CUSIP: 08187NAE7<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502807.00   | 0.30%             | 2039-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                      | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3309980.89   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1591092.89   | 0.14%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2269100.90   | 0.20%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1477939.00   | 0.13%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3028277.79   | 0.26%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1674265.77   | 0.14%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026430.54   | 0.26%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2939825.45   | 0.25%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                           | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $7013973.42   | 0.61%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2674000 | PA      | $2703699.10   | 0.23%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4491434.57   | 0.39%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                               | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1813105.44   | 0.16%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                               | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1692000 | PA      | $1718395.20   | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                                             | Bryant Park Funding 2023-21 Ltd                                                       | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500480.00   | 0.13%             | 2038-10-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BXP Trust 2017-CQHP                                                                   | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3099057 | PA      | $3019930.56   | 0.26%             | 2034-11-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                                            | C&S Group Enterprises LLC                                                             | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $555341.40    | 0.05%             | 2028-12-15      | Fixed         | 5.00%                 | 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        |   1542518 | PA      | $1250880.45   | 0.11%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                           | CFK Trust 2020-MF2                                                                    | CUSIP: 12529AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450000 | PA      | $3241159.77   | 0.28%             | 2039-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2497479 | PA      | $1557116.28   | 0.13%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920645 | PA      | $1777817.92   | 0.15%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1169666.67   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-VII Ltd                                                             | CUSIP: 12569EAU1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1329180.38   | 0.12%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2025-IV Ltd                                                              | CUSIP: 12575MAC5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1508000 | PA      | $1512516.46   | 0.13%             | 2038-10-24      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE6 Mortgage Trust                                                        | CUSIP: 12624XAP3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    989156 | PA      | $981401.93    | 0.08%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | Consumer Portfolio Services Auto Trust 2025-B                                         | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1135334.96   | 0.10%             | 2029-11-15      | Fixed         | 4.79%                 | 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      | $990633.40    | 0.09%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2020-FACT                                                                        | CUSIP: 126395AG7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2756000 | PA      | $2656122.56   | 0.23%             | 2037-10-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2R Mortgage Loan Trust                                                      | CUSIP: 12656YAA5<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    184729 | PA      | $167778.44    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                              | CVS Pass-Through Trust                                                                | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433455 | PA      | $437819.84    | 0.04%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098096.16   | 0.18%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                                  | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                  | CUSIP: 12668FAB0<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |    373127 | PA      | $360613.20    | 0.03%             | 2037-01-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                        | Calpine Corp                                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003363.00   | 0.26%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1003351.57   | 0.09%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2023-2                                                        | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013963.50   | 0.09%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    555000 | PA      | $546824.63    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P3                                                | CUSIP: 14686MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1362165.93   | 0.12%             | 2028-10-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                | CUSIP: 14687DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2268277 | PA      | $2247631.31   | 0.19%             | 2028-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                | CUSIP: 14687DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566247 | PA      | $564023.45    | 0.05%             | 2028-01-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                                | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1456657 | PA      | $1418756.23   | 0.12%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N4                                                | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    962705 | PA      | $942451.52    | 0.08%             | 2028-09-11      | Fixed         | 2.30%                 | 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        |  14101313 | NS      | $14101313.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2236658.72   | 0.19%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                               | Central American Bank for Economic Integration                                        | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2501716.73   | 0.22%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1129672.44   | 0.10%             | 2029-03-15      | Fixed         | 3.75%                 | 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      | $1045167.03   | 0.09%             | 2028-07-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2025-2                                                         | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996308.30    | 0.09%             | 2031-03-25      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1192889.32   | 0.10%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4500317.79   | 0.39%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                             | CUSIP: 165183DC5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2498718.70   | 0.22%             | 2035-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                   | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1854958.69   | 0.16%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                            | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    511000 | PA      | $533801.32    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052514.76   | 0.18%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                                 | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1009785.14   | 0.09%             | 2028-07-01      | Fixed         | 8.38%                 | 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      | $1533869.83   | 0.13%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520755.20    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT Funding LLC                                                                      | CUSIP: 19688DAC4<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-MBS          | CORP              | US        |    183604 | PA      | $171445.90    | 0.01%             | 2064-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-HX1 Mortgage Loan Trust                                                     | CUSIP: 19688KAB0<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    653932 | PA      | $572699.23    | 0.05%             | 2066-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                     | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4813818.89   | 0.42%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                                  | CommScope Technologies LLC                                                            | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608629.07    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092000 | PA      | $1098561.17   | 0.10%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2251643.87   | 0.19%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                       | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4125623.56   | 0.36%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1023422.60   | 0.09%             | 2044-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $256055.10    | 0.02%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502739.80    | 0.04%             | 2041-12-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                              | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1960205 | PA      | $1997065.93   | 0.17%             | 2043-05-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25235000.00  | 2.19%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                  | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970727.48   | 0.17%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1629188 | PA      | $1640052.03   | 0.14%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                    | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1901069.26   | 0.16%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                      | CSFB Mortgage-Backed Trust Series 2004-7                                              | CUSIP: 2254W0KC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33992 | PA      | $33827.75     | 0.00%             | 2019-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                    | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3903720.40   | 0.34%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                                 | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1402865.38   | 0.12%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480225.34   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                   | DXC Technology Co                                                                     | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   3069000 | PA      | $3017165.79   | 0.26%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                              | Daimler Truck Finance North America LLC                                               | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3091758.57   | 0.27%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                       | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4000000 | PA      | $3978412.28   | 0.34%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2025-INV1                                        | CUSIP: 24382EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1971130 | PA      | $1975893.92   | 0.17%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                                   | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1117174.96   | 0.10%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $482817.60    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                      | Capital One NA                                                                        | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5298833.55   | 0.46%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1291871.44   | 0.11%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                     | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520390.00    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                               | Directv Financing LLC                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1120055.98   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                      | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091000 | PA      | $1098322.03   | 0.10%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-3182.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 102 CLO Ltd                                                                    | CUSIP: 26253TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007416.00   | 0.17%             | 2038-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                              | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3621733.26   | 0.31%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1492000 | PA      | $1519736.28   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3000000 | PA      | $3215316.00   | 0.28%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                  | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035529.60   | 0.18%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090596.98   | 0.18%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-INV5                                                                        | CUSIP: 28224UAE4<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1992283 | PA      | $1996197.13   | 0.17%             | 2070-12-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                        | CUSIP: 28225KAA3<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   3929914 | PA      | $3938407.67   | 0.34%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                 | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852555 | PA      | $881808.27    | 0.08%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                 | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243587 | PA      | $251885.03    | 0.02%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                               | Element Solutions Inc                                                                 | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1163163.00   | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                                    | CUSIP: 29004KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1234000 | PA      | $1239163.06   | 0.11%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                                | CUSIP: 29244PAA7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1412000 | PA      | $1415497.52   | 0.12%             | 2037-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                                   | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   4000000 | PA      | $4012055.04   | 0.35%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6262715.82   | 0.54%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1965000 | PA      | $1986841.56   | 0.17%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                           | CUSIP: 30023JDB1<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1500000 | PA      | $1499953.95   | 0.13%             | 2029-10-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-4                                            | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3976838.00   | 0.34%             | 2028-01-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                   | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614000 | PA      | $623508.28    | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3378000 | PA      | $3385138.25   | 0.29%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                                    | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1403858.47   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136AJVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154182 | PA      | $153007.99    | 0.01%             | 2042-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136ALLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591693 | PA      | $44496.61     | 0.00%             | 2044-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BGWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3159454 | PA      | $494593.17    | 0.04%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BHQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2402950 | PA      | $408433.45    | 0.04%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4653005 | PA      | $4151954.01   | 0.36%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3191026 | PA      | $3235166.32   | 0.28%             | 2054-12-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4025756 | PA      | $4087742.05   | 0.35%             | 2055-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                             | CUSIP: 3136FCGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30086 | PA      | $4366.85      | 0.00%             | 2034-03-25      | Fixed         | 5.50%                 | 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        |  20971959 | PA      | $71780.72     | 0.01%             | 2026-08-25      | Variable      | 0.89%                 | 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      | $499065.72    | 0.04%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137H4MY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3640716 | PA      | $465609.29    | 0.04%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137HJQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3057204 | PA      | $3144695.53   | 0.27%             | 2055-02-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3138E7JZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2940 | PA      | $2914.76      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3138LUCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11648 | PA      | $11549.54     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae REMIC Trust 2007-W8                                                        | CUSIP: 31396XVZ4<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    216541 | PA      | $225843.12    | 0.02%             | 2037-09-25      | Variable      | 6.81%                 | 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        |    460502 | PA      | $395372.09    | 0.03%             | 2066-06-25      | Variable      | 1.29%                 | 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        |    411208 | PA      | $392058.16    | 0.03%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                            | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078326.85   | 0.27%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                    | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $534650.91    | 0.05%             | 2039-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253000 | PA      | $3186851.22   | 0.28%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $887374.49    | 0.08%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV1                                                | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99231.40     | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1321171.96   | 0.11%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751691.06    | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3756292.37   | 0.33%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1468060.37   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013769.84   | 0.17%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3046190.52   | 0.26%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                              | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6001182.54   | 0.52%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                 | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2038926.60   | 0.18%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                            | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    191393 | PA      | $190951.93    | 0.02%             | 2051-01-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   1808000 | PA      | $1865964.84   | 0.16%             | 2051-01-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA1                                                     | CUSIP: 35563KAH3<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |     32088 | PA      | $32672.57     | 0.00%             | 2049-01-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                               | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1208941.44   | 0.10%             | 2041-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2023-DNA2                                               | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2080784.40   | 0.18%             | 2043-04-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    190429 | PA      | $192885.07    | 0.02%             | 2049-03-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $756871.50    | 0.07%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM2 Trust                                                                  | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524130 | PA      | $460774.60    | 0.04%             | 2066-05-25      | Variable      | 1.24%                 | 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        |    137568 | PA      | $135513.11    | 0.01%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36202ET58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1305 | PA      | $1432.25      | 0.00%             | 2038-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                     | CUSIP: 3622A2Y71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11746 | PA      | $12439.25     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2020-NQM1                                         | CUSIP: 36259WAB7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     55254 | PA      | $52532.41     | 0.00%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 34 Clo Ltd                                                                     | CUSIP: 36322AAA0<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004508.00   | 0.17%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                                                      | Garnet CLO 3 Ltd                                                                      | CUSIP: 36626TAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000230.00   | 0.17%             | 2038-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | Gartner Inc                                                                           | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013889.37   | 0.26%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2208444.66   | 0.19%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3097718.34   | 0.27%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4073728.00   | 0.35%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $553257.46    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                            | Genpact Luxembourg SARL/Genpact USA Inc                                               | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3704000 | PA      | $3869052.17   | 0.34%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    910000 | PA      | $919818.40    | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6011410.92   | 0.52%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022843.66   | 0.18%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                            | Goldman Sachs Private Credit Corp                                                     | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5019865.70   | 0.43%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                               | Golub Capital Private Credit Fund                                                     | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4045570.48   | 0.35%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 76 B Ltd                                                   | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002720.00   | 0.17%             | 2037-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87557 | PA      | $17892.62     | 0.00%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382KJ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3501564 | PA      | $435209.76    | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7488694 | PA      | $1017589.88   | 0.09%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382TZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4882752 | PA      | $720426.87    | 0.06%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382VMC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6559180 | PA      | $825706.39    | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384HSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2788964 | PA      | $2546565.54   | 0.22%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1535594.27   | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1185879.93   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                               | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751390.58    | 0.07%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-1                                                          | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $658259.49    | 0.06%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                                      | HB Fuller Co                                                                          | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71239.91     | 0.01%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504145.50    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2849610.30   | 0.25%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3043788.63   | 0.26%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                            | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018242.67   | 0.26%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                      | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462432 | PA      | $472066.81    | 0.04%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                         | Enviri Corp                                                                           | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1160622.92   | 0.10%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862709.20    | 0.07%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                                    | Hawaiian Electric Co Inc                                                              | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4055736.00   | 0.35%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                          | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751161.53    | 0.07%             | 2042-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023247.78   | 0.26%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                 | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4026083.48   | 0.35%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                                | Hercules Capital Inc                                                                  | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   4138000 | PA      | $4190479.48   | 0.36%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251878.18    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3636515.99   | 0.31%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503756.35    | 0.04%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                          | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2934257.40   | 0.25%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-3EXT                                                | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1254105.88   | 0.11%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                                   | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1792741 | PA      | $1825100.85   | 0.16%             | 2038-03-25      | Fixed         | 5.65%                 | 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        |    224173 | PA      | $223533.93    | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2025-B LLC                                                                      | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2136144 | PA      | $2141890.65   | 0.19%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                              | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   4000000 | PA      | $4003921.00   | 0.35%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                   | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1268000 | PA      | $1241915.34   | 0.11%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                          | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1199958.12   | 0.10%             | 2032-11-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2023-2                                                          | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1432214 | PA      | $1436188.06   | 0.12%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                                 | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1914169.40   | 0.17%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271474 | PA      | $1282253.69   | 0.11%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519264 | PA      | $527949.85    | 0.05%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    833788 | PA      | $842734.87    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2648904 | PA      | $2665979.94   | 0.23%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                            | Huntsman International LLC                                                            | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4794218.75   | 0.42%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                 | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $558628.38    | 0.05%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4066386.68   | 0.35%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5065505.40   | 0.44%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                               | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076203.65   | 0.44%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1933296.30   | 0.17%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                                        | IAMGOLD Corp                                                                          | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1133678.47   | 0.10%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                              | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   5830000 | PA      | $5948619.05   | 0.52%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                                       | ILPT Commercial Mortgage Trust 2025-LPF2                                              | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1017077.10   | 0.09%             | 2042-07-13      | Variable      | 5.83%                 | 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        |    493225 | PA      | $423473.26    | 0.04%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                          | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2910000 | PA      | $2948752.88   | 0.26%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                          | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4059842.48   | 0.35%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                                   | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3425000 | PA      | $3399192.56   | 0.29%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                             | Inversion Escrow Issuer LLC                                                           | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    582000 | PA      | $579751.44    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1050000 | PA      | $1048933.21   | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | 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        |   1817093 | PA      | $1876081.22   | 0.16%             | 2057-10-25      | Floating      | 6.10%                 | 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        |   1469355 | PA      | $1456848.37   | 0.13%             | 2051-03-25      | Floating      | 5.42%                 | 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        |   2998726 | PA      | $2991248.73   | 0.26%             | 2051-03-25      | Floating      | 5.67%                 | 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        |    614646 | PA      | $620031.73    | 0.05%             | 2051-03-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1664426 | PA      | $1632618.19   | 0.14%             | 2050-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                           | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867390 | PA      | $852227.93    | 0.07%             | 2050-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                             | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1877146 | PA      | $1895701.51   | 0.16%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2005-A6                                                      | CUSIP: 466247UB7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    125279 | PA      | $123396.35    | 0.01%             | 2035-08-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1483421.10   | 0.13%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4931331.50   | 0.43%             | 2038-09-06      | Variable      | 2.85%                 | 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      | $959243.30    | 0.08%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5281517 | PA      | $4442884.91   | 0.38%             | 2035-06-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $946706.10    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                                | JPMDB Commercial Mortgage Securities Trust 2020-COR7                                  | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1668171.38   | 0.14%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM                        | CUSIP: 46654BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1264724.55   | 0.11%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2022-3                                                       | CUSIP: 46654UAV7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2322876 | PA      | $2206022.15   | 0.19%             | 2052-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4008657.20   | 0.35%             | 2039-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                | CUSIP: 46657YAP9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2194715 | PA      | $2190237.52   | 0.19%             | 2054-12-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM5                                             | CUSIP: 46664DAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999626.40   | 0.17%             | 2065-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                         | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3189543.28   | 0.28%             | 2028-07-21      | Fixed         | 5.88%                 | 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        |   1970000 | PA      | $1941707.45   | 0.17%             | 2052-02-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1439125 | PA      | $1468050.84   | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding                                                                 | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997500 | PA      | $1015362.43   | 0.09%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                            | Development Bank of Kazakhstan JSC                                                    | CUSIP: 48129VAG1<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3000000 | PA      | $2969940.00   | 0.26%             | 2031-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975160 | PA      | $2962891.63   | 0.26%             | 2038-08-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                         | KeyBank NA/Cleveland OH                                                               | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3990910.52   | 0.35%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    663000 | PA      | $682675.85    | 0.06%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVI LP                                                                            | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   2120000 | PA      | $2122160.28   | 0.18%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529916.08   | 0.13%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1322630.73   | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                                 | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573000.00    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                                                  | Lewey Park CLO Ltd                                                                    | CUSIP: 527911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001525.00   | 0.09%             | 2037-10-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                                                    | LEX 2024-BBG Mortgage Trust                                                           | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $754422.83    | 0.07%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                                  | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563760.19    | 0.05%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                              | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2266830.14   | 0.20%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1152564.81   | 0.10%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                     | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   2487270 | PA      | $2477793.42   | 0.21%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                                   | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     60811 | PA      | $58688.23     | 0.01%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM2 Trust                                                                   | CUSIP: 55283WAC5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    296748 | PA      | $265811.14    | 0.02%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                                  | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7000155.54   | 0.61%             | 2028-08-15      | Fixed         | 5.25%                 | 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      | $3900000.00   | 0.34%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                                 | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15172111 | PA      | $849741.40    | 0.07%             | 2056-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                        | CUSIP: 55389RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    987417 | PA      | $988639.81    | 0.09%             | 2044-10-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                       | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83413 | PA      | $80578.54     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2019-2 LLC                                                                        | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170076 | PA      | $169838.15    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63843 | PA      | $62893.20     | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                        | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429023 | PA      | $424204.67    | 0.04%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                 | Macquarie Group Ltd                                                                   | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6013907.70   | 0.52%             | 2027-09-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                     | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4191585.84   | 0.36%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                     | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2027439.50   | 0.18%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                                  | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    580000 | PA      | $557587.48    | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962141.40    | 0.08%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1976036.79   | 0.17%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                           | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139711.18   | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4420000 | PA      | $4444159.72   | 0.38%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1                             | CUSIP: 59020UNM3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      1759 | PA      | $1726.83      | 0.00%             | 2034-12-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                 | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $587247.50    | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                 | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    192000 | PA      | $200218.40    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2013865.60   | 0.17%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1762715.15   | 0.15%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004651.80   | 0.09%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443000 | PA      | $2450543.98   | 0.21%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                            | Moog Inc                                                                              | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1069647.98   | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059421.09   | 0.26%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                           | CUSIP: 61767CAT5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   2116057 | PA      | $2099146.29   | 0.18%             | 2050-05-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-4                                                        | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382927 | PA      | $385202.95    | 0.03%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                        | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111291 | PA      | $106237.95    | 0.01%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-3                                                        | CUSIP: 61946KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $65739.24     | 0.01%             | 2053-06-20      | Fixed         | 8.56%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                        | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4279572 | PA      | $3789867.39   | 0.33%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2022-2                                                        | CUSIP: 61946UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $444379.62    | 0.04%             | 2053-01-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240640 | PA      | $1259714.49   | 0.11%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                        | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872453 | PA      | $887526.69    | 0.08%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-1 LLC                                                                        | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    752929 | PA      | $763284.80    | 0.07%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                           | Mylan Inc                                                                             | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002111.68   | 0.17%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    857000 | PA      | $853757.46    | 0.07%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4005068.00   | 0.35%             | 2030-10-15      | Fixed         | 4.73%                 | 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      | $482650.30    | 0.04%             | 2035-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT Finance Corp                                                                      | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1054000 | PA      | $1062893.20   | 0.09%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378313 | PA      | $373745.30    | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                           | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5047488.75   | 0.44%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                     | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1203209.90   | 0.10%             | 2027-03-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1302483.99   | 0.11%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                                  | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626067.97    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | 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      | $690235.31    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |    716216 | PA      | $704385.08    | 0.06%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                        | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    730000 | PA      | $738034.04    | 0.06%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                 | Nomura Holdings Inc                                                                   | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4535548.52   | 0.39%             | 2027-07-02      | Floating      | 5.04%                 | 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        |   2136872 | PA      | $2145328.32   | 0.19%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                                         | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1319008.99   | 0.11%             | 2032-12-15      | Fixed         | 5.78%                 | 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      | $373785.78    | 0.03%             | 2034-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                                         | OCCU Auto Receivables Trust 2025-1                                                    | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1563657.83   | 0.14%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2025-46 Ltd                                                                   | CUSIP: 671023AC3<br>LEI: 213800J27YESIODUZS34 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999565.00   | 0.26%             | 2038-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP Clo 2019-17 Ltd                                                                   | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250507.00    | 0.02%             | 2037-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM23 Trust                                                                  | CUSIP: 67123BAF3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3500520.45   | 0.30%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM20 Trust                                                                  | CUSIP: 67126GAB8<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   4223487 | PA      | $4228100.12   | 0.37%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049981.18   | 0.18%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                   | CUSIP: 67570EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001986.00   | 0.09%             | 2037-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                   | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002238.00   | 0.09%             | 2037-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                                                     | Odeon Finco PLC                                                                       | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $515532.00    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: —       |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015867.00   | 0.26%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| 180 MEDICAL INC                                                                     | 180 Medical Inc                                                                       | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4866693.00   | 0.42%             | 2029-10-15      | Fixed         | 3.88%                 | 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      | $2279007.19   | 0.20%             | 2036-01-15      | Floating      | 5.12%                 | 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      | $1099971.05   | 0.10%             | 2036-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                             | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4080878.56   | 0.35%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| OneMain Direct Auto Receivables Trust                                               | Onemain Direct Auto Receivables Trust 2022-1                                          | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200968 | PA      | $201101.95    | 0.02%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1217168.98   | 0.11%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2022-3 Ltd                                                          | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2304089.40   | 0.20%             | 2037-07-20      | Floating      | 5.23%                 | 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        |    609373 | PA      | $609543.77    | 0.05%             | 2028-12-15      | Fixed         | 4.60%                 | 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      | $600681.18    | 0.05%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| People's Choice Home Loan Securities Trust                                          | People's Choice Home Loan Securities Trust Series 2004-1                              | CUSIP: 71085PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508945 | PA      | $1586010.39   | 0.14%             | 2034-06-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                         | Point Broadband Funding LLC                                                           | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007307.40   | 0.09%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                   | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1139730.49   | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                         | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042258 | PA      | $2048707.59   | 0.18%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                         | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378688 | PA      | $1390905.53   | 0.12%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                         | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1948800 | PA      | $1968104.23   | 0.17%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES2                                                         | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |   2597689 | PA      | $2621029.76   | 0.23%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189000 | PA      | $1221552.32   | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4133129.60   | 0.36%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2408995.20   | 0.21%             | 2040-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                     | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1118460.40   | 0.10%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1605592.00   | 0.14%             | 2038-07-20      | Floating      | 5.87%                 | 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      | $17863.22     | 0.00%             | 2037-01-25      | Variable      | 5.54%                 | 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      | $83316.64     | 0.01%             | 2037-06-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                              | Repsol E&P Capital Markets US LLC                                                     | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    951000 | PA      | $964455.77    | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | 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      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2004-SL4 Trust                                                            | CUSIP: 76112BGN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22982 | PA      | $22905.35     | 0.00%             | 2032-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3000000 | PA      | $3095508.00   | 0.27%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                       | Sesac Finance LLC                                                                     | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $795035.28    | 0.07%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                                    | SBL Holdings Inc                                                                      | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3978803.92   | 0.34%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                              | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1184469.69   | 0.10%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                             | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3576012.80   | 0.31%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                          | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2261057.83   | 0.20%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| State Street SPDR Bloomberg Short Term High Yield Bond ETF                          | State Street SPDR Bloomberg Short Term High Yield Bond ETF                            | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |    100000 | NS      | $2532000.00   | 0.22%             |  |  |  | No            |                  1 | 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      | $498757.45    | 0.04%             | 2036-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1981378.20   | 0.17%             | 2042-02-15      | Floating      | 5.19%                 | 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        |     19674 | PA      | $19636.49     | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                       | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3579535.13   | 0.31%             | 2027-06-14      | Fixed         | 1.67%                 | 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        |    312758 | PA      | $311204.76    | 0.03%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2779920.42   | 0.24%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    611000 | PA      | $615143.40    | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1946794.44   | 0.17%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                            | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4139128.40   | 0.36%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1527833.70   | 0.13%             | 2030-11-15      | Fixed         | 5.77%                 | 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        |    208444 | PA      | $208578.35    | 0.02%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2023-B                                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859653 | PA      | $871392.72    | 0.08%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498750.65    | 0.04%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    622418 | PA      | $628351.86    | 0.05%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2025-3                                                         | CUSIP: 817370AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1758866 | PA      | $1789185.06   | 0.15%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2013-2                                                         | CUSIP: 81745MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351114 | PA      | $344926.38    | 0.03%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                                     | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1672917 | PA      | $1672632.39   | 0.14%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                              | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    650000 | PA      | $587376.53    | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3483260.20   | 0.30%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                                 | Silgan Holdings Inc                                                                   | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2727000 | PA      | $2703816.49   | 0.23%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1939580.46   | 0.17%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XXV Ltd                                                              | CUSIP: 83011VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2711056.50   | 0.23%             | 2037-07-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO 29 Ltd                                                               | CUSIP: 83013BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    929000 | PA      | $931580.76    | 0.08%             | 2038-07-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XIV Ltd                                                              | CUSIP: 83013NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993970.00   | 0.17%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3038056.23   | 0.26%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3072488.16   | 0.27%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2129000 | PA      | $2171854.62   | 0.19%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXXII Ltd                                                             | CUSIP: 83616AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500327.50    | 0.04%             | 2034-10-25      | Floating      | 5.87%                 | 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        |         6 | PA      | $5.53         | 0.00%             | 2029-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | Southwest Airlines Co                                                                 | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6012554.28   | 0.52%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426042.74    | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $597695.34    | 0.05%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2120000 | PA      | $2120651.45   | 0.18%             | 2027-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1714299.33   | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                           | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561712.10    | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | 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        |    147213 | PA      | $141532.91    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                     | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1387624.91   | 0.12%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                             | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1107933.52   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                             | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1032147.00   | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                                 | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061633.28   | 0.35%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                            | Summit Midstream Holdings LLC                                                         | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1104349.62   | 0.10%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                             | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192399.46    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2124000 | PA      | $2145070.72   | 0.19%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1253650.13   | 0.11%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                                        | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4990924.70   | 0.43%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040261.86   | 0.26%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2242900.45   | 0.19%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1406712.01   | 0.12%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3544043.16   | 0.31%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| CARLYLE SECURED LENDING                                                             | Carlyle Secured Lending Inc                                                           | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3937871.92   | 0.34%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                       | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502655.00   | 0.13%             | 2037-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438000 | PA      | $2428770.71   | 0.21%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                     | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2208452.40   | 0.19%             | 2038-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                              | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $582525.55    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-1                                                      | CUSIP: 89173FAC4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1978847.40   | 0.17%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-SJ1                                                    | CUSIP: 89180GAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2426969.25   | 0.21%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                   | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   3231649 | PA      | $3258666.21   | 0.28%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2024 Term Loan L                                                        | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    989975 | PA      | $995058.45    | 0.09%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                               | Transocean Aquila Ltd                                                                 | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    361538 | PA      | $370318.72    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                          | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    559000 | PA      | $583820.16    | 0.05%             | 2032-10-15      | Fixed         | 7.88%                 | 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      | $2356250.00   | 0.20%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $937500.00    | 0.08%             | 2035-05-15      | Variable      | 3.10%                 | 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        |  15523879 | PA      | $195943.95    | 0.02%             | 2050-06-15      | Variable      | 1.45%                 | 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        |  21666470 | PA      | $337667.61    | 0.03%             | 2050-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1837518 | PA      | $1825729.95   | 0.16%             | 2032-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1837518 | PA      | $1839366.54   | 0.16%             | 2032-09-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                            | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    431544 | PA      | $435961.46    | 0.04%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                         | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $3963123.28   | 0.34%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    447000 | PA      | $468456.00    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                  | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2154000 | PA      | $2128152.00   | 0.18%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1488832.32   | 0.13%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10464062.50  | 0.91%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4936846.40   | 0.43%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5279680 | PA      | $5186404.74   | 0.45%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4667382.80   | 0.40%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7873114.08   | 0.68%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4827148.45   | 0.42%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12350000.00  | 1.07%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2839335.93   | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3921073.24   | 0.34%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14083007.85  | 1.22%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9885937.50   | 0.86%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3977031.24   | 0.34%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5012304.70   | 0.43%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4141718.76   | 0.36%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5314800 | PA      | $5472937.25   | 0.47%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5066406.25   | 0.44%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9981640.60   | 0.86%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7155585.92   | 0.62%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4032187.52   | 0.35%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10058203.10  | 0.87%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10022265.60  | 0.87%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                          | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $557136.19    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569621.25    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAA6<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $0.00         | 0.00%             | 2022-07-05      | Fixed         | 6.03%                 | No            |                  3 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                   | CUSIP: 91822CAC2<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1443644.04   | 0.13%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VERSANT MEDIA GROUP INC                                                             | Versant Media Group Inc                                                               | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $585999.53    | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                    | CUSIP: 92538EAB3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    201981 | PA      | $192591.23    | 0.02%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                                    | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2000000 | PA      | $2021051.50   | 0.18%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                            | Viper Energy Partners LLC                                                             | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3034410.00   | 0.26%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                              | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1643642.69   | 0.14%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                               | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4038046.72   | 0.35%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                               | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014100.45   | 0.26%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2024-1 Ltd                                                                   | CUSIP: 92920DAC9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2663621.00   | 0.23%             | 2037-04-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                                                 | Voya Global Funding                                                                   | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1592778.66   | 0.14%             | 2030-11-24      | Fixed         | 4.60%                 | 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        |    157419 | PA      | $156473.73    | 0.01%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                        | WB Commercial Mortgage Trust 2024-HQ                                                  | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358000 | PA      | $2353620.25   | 0.20%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                               | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1739755.35   | 0.15%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                       | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051200 | PA      | $2052850.60   | 0.18%             | 2040-02-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                       | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798333.28    | 0.07%             | 2040-02-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                   | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2492609.50   | 0.22%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                               | Western Alliance Bank                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |   3937986 | PA      | $4141935.43   | 0.36%             | 2059-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2022-3                                          | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    834609 | PA      | $836694.18    | 0.07%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                            | Windsor Holdings III LLC 2025 USD Term Loan B                                         | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1730210 | PA      | $1736430.58   | 0.15%             | 2030-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1232986.92   | 0.11%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                                | Woodside Finance Ltd                                                                  | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4907000 | PA      | $5038699.32   | 0.44%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  12318646 | NS      | $12318646.49  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                                    | WULF Compute LLC                                                                      | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $578999.62    | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                                   | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006998.00   | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                                                                | Zais Clo 13 Ltd                                                                       | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    856202 | PA      | $856400.13    | 0.07%             | 2032-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                       | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2034157.00   | 0.18%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                       | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1538375.85   | 0.13%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4000000 | PA      | $4663193.56   | 0.40%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                                                            | Pershing Square Holdings Ltd/Fund                                                     | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   3000000 | PA      | $3000059.70   | 0.26%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) MAR26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -88 | NC      | $42407.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) MAR26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       566 | NC      | $-80991.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Connect Finco Sarl                                                                  | Connect Finco Sarl 2024 Extended Term Loan B                                          | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    997462 | PA      | $997322.29    | 0.09%             | 2029-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                              | CUSIP: 000000000<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1130624.18   | 0.10%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2026-01-26

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer