# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001752724-23-047660
**Filing Date:** 2023-2
**Character Count:** 153150
**Document Hash:** 200c1836bae1d915a9e5f554ac7ba4bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047660.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047660

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230930

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 23685700

**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 GNMA Fund (Series ID: S000005964)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016427 | Class S             | SGINX           |
| C000075469 | Class A             | GGGGX           |
| C000075470 | Class C             | GCGGX           |
| C000075471 | Institutional Class | GIGGX           |
| C000113855 | Class R             | GRGGX           |
| C000152123 | Class R6            | GRRGX           |

## Nport-Ex

Investment Portfolio**as of December 31, 2022 (Unaudited)** 

**DWS GNMA Fund** 

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($)**<br>| **Value ($)** |
| **Government National Mortgage Association 91.2%** | **Government National Mortgage Association 91.2%** |  |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 2.0%, with various maturities from 8/20/2050 until 1/1/2053 (a) | 141399845 | 118330899 |
| &nbsp;&nbsp;&nbsp; 2.5%, with various maturities from 8/20/2050 until 1/1/2053 (a) | 209971312 | 181842496 |
| &nbsp;&nbsp;&nbsp; 3.0%, with various maturities from 9/15/2042 until 1/1/2053 (a) | 142966883 | 127872372 |
| &nbsp;&nbsp;&nbsp; 3.5%, with various maturities from 11/20/2041 until 12/20/2051  | 146266038 | 136895253 |
| &nbsp;&nbsp;&nbsp; 4.0%, with various maturities from 8/20/2040 until 1/1/2053 (a) | 84702290 | 80482644 |
| &nbsp;&nbsp;&nbsp; 4.25%, with various maturities from 5/15/2041 until 9/15/2041  | 421511 | 416157 |
| &nbsp;&nbsp;&nbsp; 4.49%, with various maturities from 6/15/2041 until 7/15/2041  | 297176 | 296261 |
| &nbsp;&nbsp;&nbsp; 4.5%, with various maturities from 8/15/2039 until 1/1/2053 (a) | 91107702 | 88561985 |
| &nbsp;&nbsp;&nbsp; 4.55%, 1/15/2041 | 505027 | 504885 |
| &nbsp;&nbsp;&nbsp; 4.625%, 5/15/2041 | 199815 | 200287 |
| &nbsp;&nbsp;&nbsp; 5.0%, with various maturities from 3/20/2029 until 1/1/2053 (a) | &nbsp;&nbsp; 55712218 | &nbsp;&nbsp;&nbsp;&nbsp; 55624504 |
| &nbsp;&nbsp;&nbsp; 5.5%, with various maturities from 1/15/2034 until 6/15/2042  | &nbsp;&nbsp; 23704248 | &nbsp;&nbsp;&nbsp;&nbsp; 24554481 |
| &nbsp;&nbsp;&nbsp; 6.0%, 8/20/2023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2238 |
| &nbsp;&nbsp;&nbsp; 6.5%, with various maturities from 6/20/2032 until 3/20/2039  | &nbsp;&nbsp;&nbsp; 4336884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4626896 |
| &nbsp;&nbsp;&nbsp; 7.5%, with various maturities from 10/20/2023 until 8/20/2032  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46964 |
| **Total Government National Mortgage Association** (Cost $883,234,519) | **Total Government National Mortgage Association** (Cost $883,234,519) | **820258322** |
| **Asset-Backed 6.7%** | **Asset-Backed 6.7%** |  |
| **Automobile Receivables 4.7%** | **Automobile Receivables 4.7%** |  |
| AmeriCredit Automobile Receivables Trust, "A2", Series 2021-2, 0.26%, 11/18/2024  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133913 |
| Flagship Credit Auto Trust, "A", Series 2020-3, 144A, 0.7%, 4/15/2025  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71305 |
| GLS Auto Receivables Issuer Trust, "A", Series 2021-4A, 144A, 0.84%, 7/15/2025  | &nbsp;&nbsp;&nbsp; 8320023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8206777 |
| GMF Floorplan Owner Revolving Trust, "B", Series 2019-2, 144A, 3.1%, 4/15/2026  | &nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp; 18393752 |
| Santander Retail Auto Lease Trust, "A3", Series 2020-B, 144A, 0.57%, 4/22/2024  | &nbsp;&nbsp; 15139324 | &nbsp;&nbsp;&nbsp;&nbsp; 14855083 |
| World Omni Select Auto Trust, "A2", Series 2021-A, 0.29%, 2/18/2025  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331317 |
|  |  | **41992147** |
| **Credit Card Receivables 1.6%** | **Credit Card Receivables 1.6%** |  |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance Trust, "A6", Series 2017-A6, 1-month USD-LIBOR + <br> 0.77%, 5.062% (b), 5/14/2029 <br>| &nbsp;&nbsp; 15000000 | **14719790** |
| **Miscellaneous 0.4%** | **Miscellaneous 0.4%** |  |
| Dell Equipment Finance Trust, "A2", Series 2021-1, 144A, 0.33%, 5/22/2026  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154188 |
| MVW Owner Trust, "A", Series 2019-1A, 144A, 2.89%, 11/20/2036  | &nbsp;&nbsp;&nbsp; 3814746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3594249 |
|  |  | **3748437** |
| **Total Asset-Backed** (Cost $61,780,902) | **Total Asset-Backed** (Cost $61,780,902) | **60460374** |
| **Commercial Mortgage-Backed Securities 0.5%** | **Commercial Mortgage-Backed Securities 0.5%** |  |
| &nbsp;&nbsp;&nbsp; FHLMC Multifamily Structured Pass-Through Certificates, "A2", Series K150, 3.71%, <br> 9/25/2032 (Cost $4,522,550)<br>| &nbsp;&nbsp;&nbsp; 5000000 | **4680335** |
| **Collateralized Mortgage Obligations 8.3%** | **Collateralized Mortgage Obligations 8.3%** |  |
| &nbsp;&nbsp;&nbsp; Chase Home Lending Mortgage Trust, "A11", Series 2019-ATR1, 144A, 1-month USD-<br> LIBOR + 0.95%, 4.994% (b), 4/25/2049<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 728185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706284 |
| CIM Trust, "A4", Series 2018-INV1, 144A, 4.0%, 8/25/2048 | &nbsp;&nbsp;&nbsp; 1597109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1490833 |

---

------

---

| | | |
|:---|:---|:---|
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; "CZ", Series 4113, 3.0%, 9/15/2042  | 1399632 | 1185960 |
| &nbsp;&nbsp;&nbsp; "PZ", 3.0%, 11/25/2051  | 4871694 | 3364099 |
| &nbsp;&nbsp;&nbsp; "IJ", Series 4472, Interest Only, 6.0%, 11/15/2043  | 5055307 | 990563 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AY", Series 2013-6, 2.0%, 2/25/2043  | 1244000 | 864430 |
| &nbsp;&nbsp;&nbsp; "LZ", Series 2013-6, 3.5%, 2/25/2043  | 1036623 | 832443 |
| &nbsp;&nbsp;&nbsp; "FE", Series 2018-94, 1-month USD-LIBOR + 0.4%, 4.789% (b), 1/25/2049  | 731253 | 706787 |
| &nbsp;&nbsp;&nbsp; "UI", Series 2010-126, Interest Only, 5.5%, 10/25/2040  | 4557516 | 642325 |
| &nbsp;&nbsp;&nbsp; "IO2", Series 2007-W8, Interest Only, 6.0%, 9/25/2037  | 122708 | 26968 |
| &nbsp;&nbsp;&nbsp; "HI", Series 2010-2, Interest Only, 6.5%, 2/25/2040  | 2137532 | 504775 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "QA", Series 2021-66, 1.0%, 3/20/2050  | 1188777 | 902903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "S", Series 2013-134, Interest Only, 5.6% minus 1-month USD-LIBOR, 1.247% (b), <br> 9/20/2043 <br>| 7859663 | 551887 |
| &nbsp;&nbsp;&nbsp; "QE", Series 2021-159, 2.0%, 9/20/2051  | &nbsp;&nbsp; 10354397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8738008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2017-60, Interest Only, 6.47% minus 1-month USD-LIBOR, 2.117% (b), <br> 2/20/2038 <br>| &nbsp;&nbsp;&nbsp; 8576530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 886115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SD", Series 2017-60, Interest Only, 6.52% minus 1-month USD-LIBOR, 2.167% (b), <br> 2/20/2038 <br>| &nbsp;&nbsp;&nbsp; 5114880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513261 |
| &nbsp;&nbsp;&nbsp; "WZ", Series 2013-182, 2.5%, 12/20/2043  | &nbsp;&nbsp; 11726547 | &nbsp;&nbsp;&nbsp;&nbsp; 10418384 |
| &nbsp;&nbsp;&nbsp; "QB", Series 2017-180, 2.5%, 12/20/2047  | &nbsp;&nbsp;&nbsp; 1174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963344 |
| &nbsp;&nbsp;&nbsp; "CI", Series 2015-74, Interest Only, 3.0%, 10/16/2039  | &nbsp;&nbsp;&nbsp; 2564712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124317 |
| &nbsp;&nbsp;&nbsp; "Q", Series 2015-141, 3.0%, 7/20/2045  | &nbsp;&nbsp;&nbsp; 3623696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3322435 |
| &nbsp;&nbsp;&nbsp; "AY", Series 2022-154, 3.0%, 5/20/2046  | &nbsp;&nbsp;&nbsp; 5396792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4829091 |
| &nbsp;&nbsp;&nbsp; "JZ", Series 2017-110, 3.0%, 7/20/2047  | &nbsp;&nbsp;&nbsp; 4116734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3302377 |
| &nbsp;&nbsp;&nbsp; "EA", Series 2018-5, 3.0%, 10/20/2047  | &nbsp;&nbsp;&nbsp; 3094596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2823988 |
| &nbsp;&nbsp;&nbsp; "XZ", Series 2020-122, 3.0%, 8/20/2050  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205970 |
| &nbsp;&nbsp;&nbsp; "AC", Series 2020-191, 3.0%, 12/20/2050  | &nbsp;&nbsp;&nbsp; 5590070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5032544 |
| &nbsp;&nbsp;&nbsp; "EY", Series 2022-50, 3.0%, 3/20/2052  | &nbsp;&nbsp;&nbsp; 4373154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3385131 |
| &nbsp;&nbsp;&nbsp; "DI", Series 2014-102, Interest Only, 3.5%, 7/16/2029  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20905 |
| &nbsp;&nbsp;&nbsp; "JI", Series 2013-10, Interest Only, 3.5%, 1/20/2043  | &nbsp;&nbsp;&nbsp; 7288302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1087624 |
| &nbsp;&nbsp;&nbsp; "ZG", Series 2015-99, 3.5%, 7/20/2045  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835981 |
| &nbsp;&nbsp;&nbsp; "Z", Series 2022-121, 3.5%, 7/20/2052  | &nbsp;&nbsp;&nbsp; 4024148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3083811 |
| &nbsp;&nbsp;&nbsp; "ZC", Series 2003-86, 4.5%, 10/20/2033  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285536 |
| &nbsp;&nbsp;&nbsp; "UZ", Series 2010-37, 5.0%, 3/20/2040  | &nbsp;&nbsp;&nbsp; 1955688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1961019 |
| &nbsp;&nbsp;&nbsp; "PC", Series 2003-19, 5.5%, 3/16/2033  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556072 |
| &nbsp;&nbsp;&nbsp; "Z", Series 2006-12, 5.5%, 3/20/2036  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168054 |
| &nbsp;&nbsp;&nbsp; "DZ", Series 2009-106, 5.5%, 11/20/2039  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312509 |
| &nbsp;&nbsp;&nbsp; "IA", Series 2012-64, Interest Only, 5.5%, 5/16/2042  | &nbsp;&nbsp;&nbsp; 2959984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558636 |
| &nbsp;&nbsp;&nbsp; "CI", Series 2009-42, Interest Only, 6.0%, 8/16/2035  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50362 |
| &nbsp;&nbsp;&nbsp; "IP", Series 2009-118, Interest Only, 6.5%, 12/16/2039  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64557 |
| JPMorgan Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A6", Series 2021-6, 144A, 2.5%, 10/25/2051  | &nbsp;&nbsp;&nbsp; 2497559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2199407 |
| &nbsp;&nbsp;&nbsp; "A11", Series 2021-1, 144A, 30-day average SOFR + 0.65%, 4.171% (b), 6/25/2051  | &nbsp;&nbsp;&nbsp; 3736394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3382556 |
| &nbsp;&nbsp;&nbsp; "A11", Series 2020-2, 144A, 1-month USD-LIBOR + 0.8%, 4.844% (b), 7/25/2050  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850996 |
| &nbsp;&nbsp;&nbsp; "A11", Series 2019-9, 144A, 1-month USD-LIBOR + 0.9%, 4.944% (b), 5/25/2050  | &nbsp;&nbsp;&nbsp; 1637678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1513518 |
| **Total Collateralized Mortgage Obligations** (Cost $82,813,883) | **Total Collateralized Mortgage Obligations** (Cost $82,813,883) | **74246765** |
| **U.S. Government Agency Sponsored Pass-Throughs 7.4%** | **U.S. Government Agency Sponsored Pass-Throughs 7.4%** |  |
| Federal Home Loan Mortgage Corp., 5.0%, 9/1/2052 | &nbsp;&nbsp;&nbsp; 6884128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6806611 |

---

------

---

| | | |
|:---|:---|:---|
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 2.0% 12/1/2051  | 23087301 | 18875642 |
| &nbsp;&nbsp;&nbsp; 2.0% 1/1/2052  | 19125885 | 15605475 |
| &nbsp;&nbsp;&nbsp; 2.0%, 1/1/2053 (a) | 20000000 | 16275200 |
| &nbsp;&nbsp;&nbsp; 2.5%, 11/1/2051  | 8524338 | 7258064 |
| &nbsp;&nbsp;&nbsp; 5.0%, 7/1/2044  | 1304817 | 1314675 |
| **Total U.S. Government Agency Sponsored Pass-Throughs** (Cost $73,400,279) | **Total U.S. Government Agency Sponsored Pass-Throughs** (Cost $73,400,279) | **66135667** |
| **Short-Term U.S. Treasury Obligations 1.6%** | **Short-Term U.S. Treasury Obligations 1.6%** |  |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp; 1.897% (c), 4/20/2023 (d) | 2172000 | 2143682 |
| &nbsp;&nbsp;&nbsp; 1.973% (c), 4/20/2023 (e) | 1000000 | 986962 |
| &nbsp;&nbsp;&nbsp; 4.417% (c), 10/5/2023 (f) | 6000000 | 5797279 |
| &nbsp;&nbsp;&nbsp; 4.484% (c), 11/2/2023 (f) | 6000000 | 5772296 |
| **Total Short-Term U.S. Treasury Obligations** (Cost $14,721,726) | **Total Short-Term U.S. Treasury Obligations** (Cost $14,721,726) | **14700219** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value ($)** |
| **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** |  |
| DWS Central Cash Management Government Fund, 4.2% (g) (Cost $218,135,993) | 218135993 | **218135993** |

---

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

---

| | | |
|:---|:---|:---|
|  | **% of Net**<br> **Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $1,338,609,852) | 140.0 | **1258617675** |
| **Other Assets and Liabilities, Net**  | (40.0) | **(359697618)** |
| **Net Assets** | 100.0 | **898920057** |

---

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

*A summary of the Fund's transactions with affiliated investments during the period ended December 31, 2022 are as follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**9/30/2022**<br>| **Purchases** <br>**Cost ($)**<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 ($)**<br>| **Number** <br>**of Shares** <br>**at** <br>**12/31/2022**<br>| **Value ($) at** <br>**12/31/2022**<br>|
| **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** | **Cash Equivalents 24.3%** |
| DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) | DWS Central Cash Management Government Fund, 4.2% (g) |
| 213513796  | 100554482  | 95932285  | —  | —  | 2216137  | —  | 218135993  | 218135993  |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;*(a)* *When-issued, delayed delivery or forward commitment securities included.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(b)* *Variable or floating rate security. These securities are shown at their current rate as of December 31, 2022. For securities based* *on a published reference rate and spread, the reference rate and spread are indicated within the description above. Certain* *variable rate securities are not based on a published reference rate and spread but adjust periodically based on current market* *conditions, prepayment of underlying positions and/or other variables. Securities with a floor or ceiling feature are disclosed at* *the inherent rate, where applicable.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(c)* *Annualized yield at time of purchase; not a coupon rate.* 

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

&nbsp;&nbsp;&nbsp;&nbsp;*(e)* *At December 31, 2022, this security has been pledged, in whole or in part, to cover initial margin requirements for open centrally* *cleared swap contracts.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(f)* *At December 31, 2022, this security has been pledged, in whole or in part, to cover collateral requirements for open MBS forward* *commitments.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(g)* *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;

------

---

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

---

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

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

*At December 31, 2022, open futures contracts 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>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation) ($)**<br>|
| 3 Year <br> U.S. Treasury <br> Note <br>| USD | 3/31/2023  | 376  | 78575889 | 78792563  | (216674) |
| Ultra Long <br> U.S. Treasury <br> Bond <br>| USD | 3/22/2023  | &nbsp;&nbsp; 60  | &nbsp;&nbsp; 8176715 | &nbsp;&nbsp; 8058750  | 117965 |
| **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **Total net unrealized depreciation** | **(98709)** |

---

*At December 31, 2022, open interest rate swap contracts were as follows:* 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** | **Centrally Cleared Swaps** |
| **Cash Flows** <br>**Paid by** <br>**the Fund/** <br>**Frequency**<br>| **Cash Flows** <br>**Received by** <br>**the Fund/** <br>**Frequency**<br>| **Effective/** <br>**Expiration** <br>**Date**<br>| **Notional** <br>**Amount** <br>**($)**<br>| **Currency** | **Value** <br>**($)**<br>| **Upfront** <br>**Payments** <br>**Paid/** <br>**(Received)** <br>**($)**<br>| **Unrealized** <br>**Appreciation** <br>**($)**<br>|
| Fixed — 0.25%<br> Semi-Annually<br>| Floating — 3-Month LIBOR<br> Quarterly β <br>| &nbsp;&nbsp; 3/16/2021/<br> 3/16/2023<br>| 104100000 | USD | 1129581 | 1006 | 1128575 |
| Fixed — 0.45%<br> Semi-Annually<br>| Floating — 3-Month LIBOR<br> Quarterly β <br>| &nbsp;&nbsp; 3/16/2021/<br> 3/16/2024<br>| &nbsp;&nbsp; 23100000 | USD | 1271447 | (221) | 1271668 |
| Fixed — 2.179%<br> Semi-Annually<br>| Floating — 3-Month LIBOR<br> Quarterly β <br>| &nbsp;&nbsp; 5/21/2019/<br> 2/21/2023<br>| &nbsp;&nbsp; 15800000 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 54137 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 54137 |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **2454380** |

---

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

---

| | |
|:---|:---|
| *β*  | *3-month LIBOR rate as of December 31, 2022 is 4.767%.* |

---

***Currency Abbreviation(s)***

------

*USD* *United States Dollar*

------

***Fair Value Measurements***

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

*The following is a summary of the inputs used as of December 31, 2022 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Government National Mortgage Association  | $— | $820258322 | $— | $820258322 |
| Asset-Backed (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60460374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60460374 |
| Commercial Mortgage-Backed Securities  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4680335 | &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; 4680335 |
| Collateralized Mortgage Obligations  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74246765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74246765 |
| U.S. Government Agency Sponsored Pass-Throughs  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66135667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66135667 |
| Short-Term U.S. Treasury Obligations  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14700219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14700219 |
| Short-Term Investments  | &nbsp;&nbsp;&nbsp;&nbsp; 218135993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 218135993 |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap Contracts  | &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; 2454380 | &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; 2454380 |
| **Total** | **$218253958** | **$1042936062** | **$—** | **$1261190020** |

---

&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  | $(216674) | $— | $— | $(216674) |
| **Total** | **$(216674)** | **$—** | **$—** | **$(216674)** |

---

&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 interest rate swap contracts.* 

***Derivatives***

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

---

| | | |
|:---|:---|:---|
| **Primary Underlying Risk Disclosure** | &nbsp;&nbsp;&nbsp; **Swap**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Futures**<br> **Contracts**<br>|
| Interest Rate Contracts  | $2454380 | $(98709) |

---

**OBTAIN AN OPEN-END FUND PROSPECTUS**

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

**CLOSED-END FUNDS**

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

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

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

GNMA-PH1

R-080548-2 (1/25)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** DWS GNMA Fund

- **b. EDGAR series identifier (if any):** S000005964

- **c. LEI of Series:** 7ZTO776E5MK53FQ3GJ57

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

- **a. Date of fiscal year-end:** 2023-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1354261487.98

**Total Liabilities:** $454276879.83

**Net Assets:** $899984608.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -727.00000000 | **1-Year:** -4572.02000000 | **5-Year:** -6436.40000000 | **10-Year:** -2152.39000000 | **30-Year:** -623.60000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152123 | -1.27%               | 3.93%                | -0.81%               |
| Class ID C000016427 | -1.36%               | 3.92%                | -0.82%               |
| Class ID C000075471 | -1.27%               | 3.92%                | -0.82%               |
| Class ID C000113855 | -1.41%               | 3.87%                | -0.87%               |
| Class ID C000075469 | -1.38%               | 3.91%                | -0.84%               |
| Class ID C000075470 | -1.45%               | 3.92%                | -0.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18948954.98            | $3160871.03                                |
| Month 2  | $180000.09               | $34491045.06                               |
| Month 3  | $6498872.47              | $-17013885.27                              |

**Designated Index Information**

- **Index Name:** BBG Fixed-Rate GNMA MBS Index

- **Index Identifier:** BARGNMABRS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ABK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244000 | PA      | $864429.81    | 0.10%             | 2043-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2021-2                                                                        | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134194 | PA      | $133912.50    | 0.01%             | 2024-11-18      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10988775 | PA      | $9801426.87   | 1.09%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36180KB34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    521045 | PA      | $488144.01    | 0.05%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CP98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       619 | PA      | $632.41       | 0.00%             | 2026-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296XZY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458402 | PA      | $456000.52    | 0.05%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust 2018-INV1                                                                                                    | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597109 | PA      | $1490833.39   | 0.17%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                     | World Omni Select Auto Trust 2021-A                                                                                    | CUSIP: 98163HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331980 | PA      | $331317.44    | 0.04%             | 2025-02-18      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EWF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653446 | PA      | $700496.98    | 0.08%             | 2038-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7255406 | PA      | $6769164.23   | 0.75%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38382MJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5590070 | PA      | $5032543.95   | 0.56%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36294RPC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49604 | PA      | $52045.61     | 0.01%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617VYCK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1936069 | PA      | $1894346.09   | 0.21%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2WZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2752026 | PA      | $2844263.44   | 0.32%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290XLT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15106 | PA      | $15107.96     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290QU52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27018 | PA      | $27174.39     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36176LR64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35848 | PA      | $36493.54     | 0.00%             | 2036-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DXE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52589 | PA      | $55091.84     | 0.01%             | 2033-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6819725 | PA      | $6551769.11   | 0.73%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38376UEN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8576530 | PA      | $886114.88    | 0.10%             | 2038-02-20      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13309039 | PA      | $12417095.18  | 1.38%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DMT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1769 | PA      | $1903.24      | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       691 | PA      | $724.35       | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36294TZ24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102308 | PA      | $107515.80    | 0.01%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EVQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61017 | PA      | $65450.57     | 0.01%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9347136 | PA      | $8794871.15   | 0.98%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5416786 | PA      | $5076760.43   | 0.56%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36241KFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441641 | PA      | $448703.12    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12434235 | PA      | $10453938.36  | 1.16%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                            | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5772295.50   | 0.64%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176A5M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1119891 | PA      | $1050503.25   | 0.12%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200NJ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8666 | PA      | $8784.49      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DBL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1708 | PA      | $1778.06      | 0.00%             | 2029-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36294XAF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246716 | PA      | $264650.70    | 0.03%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291FVF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127764 | PA      | $129424.17    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36180CYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3632811 | PA      | $3407288.37   | 0.38%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620C3TJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    629040 | PA      | $625770.50    | 0.07%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617W1H37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678169 | PA      | $663554.21    | 0.07%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1035 | PA      | $1065.18      | 0.00%             | 2029-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36295ACS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232624 | PA      | $248645.16    | 0.03%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EFB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12189 | PA      | $12817.82     | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179QRX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10438157 | PA      | $9478665.29   | 1.05%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36194F4X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6971347 | PA      | $6534031.10   | 0.73%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DHW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       828 | PA      | $874.84       | 0.00%             | 2030-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BDW7QBJZ1 IRS USD R V 03MLIBOR BDW7QBK14 CCPVANILLA / Short: BDW7QBJZ1 IRS USD P F   .45000 BDW7QBK06 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23100000 | OU      | $1248809.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178WN88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415372 | PA      | $389586.42    | 0.04%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38379CS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    621791 | PA      | $20904.87     | 0.00%             | 2029-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | Chase Home Lending Mortgage Trust 2019-ATR1                                                                            | CUSIP: 16158RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728185 | PA      | $706283.96    | 0.08%             | 2049-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2XH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1412305 | PA      | $1465764.07   | 0.16%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38380UFA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1174000 | PA      | $963343.64    | 0.11%             | 2047-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59490 | PA      | $63416.64     | 0.01%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36180KB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    870191 | PA      | $815243.35    | 0.09%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1108867 | PA      | $1034553.23   | 0.11%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38378FBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7288302 | PA      | $1087623.79   | 0.12%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CX32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       763 | PA      | $792.19       | 0.00%             | 2027-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                        | CUSIP: 3140XGUE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8524338 | PA      | $7258063.67   | 0.81%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617W1H60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189904 | PA      | $185336.31    | 0.02%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2WV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2561018 | PA      | $2607974.99   | 0.29%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38376UEH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5114880 | PA      | $513261.48    | 0.06%             | 2038-02-20      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270877 | PA      | $64556.71     | 0.01%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200HZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60726 | PA      | $61263.08     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                     | CUSIP: 3137H3UG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4871694 | PA      | $3364098.63   | 0.37%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DTF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2288 | PA      | $2405.12      | 0.00%             | 2032-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1804974 | PA      | $1862645.09   | 0.21%             | 2035-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38378W2U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7859663 | PA      | $551887.35    | 0.06%             | 2043-09-20      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DNN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       685 | PA      | $730.15       | 0.00%             | 2031-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176D6A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199815 | PA      | $200287.36    | 0.02%             | 2041-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38382XR56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10354397 | PA      | $8738008.25   | 0.97%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7180242 | PA      | $6741423.30   | 0.75%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620AR3Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1405209 | PA      | $1397905.86   | 0.16%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3637416 | PA      | $3778418.69   | 0.42%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                             | Fannie Mae REMIC Trust 2007-W8                                                                                         | CUSIP: 31396XVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122708 | PA      | $26968.25     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38378PFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11726547 | PA      | $10418383.55  | 1.16%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3620AP5G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    645933 | PA      | $657715.64    | 0.07%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                           | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4680334.70   | 0.52%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290TTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183255 | PA      | $198994.64    | 0.02%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36294R5J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106021 | PA      | $111511.85    | 0.01%             | 2036-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8740933 | PA      | $8192242.37   | 0.91%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CQV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       322 | PA      | $330.06       | 0.00%             | 2026-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       414 | PA      | $420.69       | 0.00%             | 2032-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38374CF63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289498 | PA      | $285535.61    | 0.03%             | 2033-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18442541 | PA      | $17007918.42  | 1.89%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36241LYS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    505027 | PA      | $504884.79    | 0.06%             | 2041-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3620AP6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527530 | PA      | $523604.40    | 0.06%             | 2029-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 125000000 | PA      | $107968500.00 | 12.00%            | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25217035 | PA      | $22513374.35  | 2.50%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179F6W0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3149588 | PA      | $2963498.40   | 0.33%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                     | CUSIP: 3137ATUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1399632 | PA      | $1185960.36   | 0.13%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36177WUC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1439787 | PA      | $1350405.61   | 0.15%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620ARVE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1090510 | PA      | $1084841.88   | 0.12%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620ASEZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2280826 | PA      | $2269304.02   | 0.25%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36294WPH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224712 | PA      | $240025.66    | 0.03%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 3YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -376 | NC      | $-216673.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202E3J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198958 | PA      | $213599.85    | 0.02%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3514743 | PA      | $3299940.38   | 0.37%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38000000 | PA      | $37609436.00  | 4.18%             | 2053-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36195L3Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246744 | PA      | $231254.90    | 0.03%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620AQYU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    553476 | PA      | $550599.47    | 0.06%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21135713 | PA      | $18400791.30  | 2.04%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200AGG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4049 | PA      | $4080.08      | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93069 | PA      | $98867.10     | 0.01%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178GQ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2092198 | PA      | $1893754.92   | 0.21%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176SV23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197331 | PA      | $194819.08    | 0.02%             | 2041-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296MTA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21367 | PA      | $22500.26     | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                        | CUSIP: 3140XFQS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7548189 | PA      | $6158936.07   | 0.68%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178NFK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8408388 | PA      | $7610859.59   | 0.85%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200TTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85756 | PA      | $87466.59     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3049900 | PA      | $3111329.51   | 0.35%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21405129 | PA      | $18026593.28  | 2.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36295NNM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5054 | PA      | $5357.19      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38380UYS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3094596 | PA      | $2823988.49   | 0.31%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620A94V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126432 | PA      | $128039.75    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2667326 | PA      | $2509729.86   | 0.28%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36297A3G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73363 | PA      | $74591.95     | 0.01%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620AR3L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464122 | PA      | $461777.22    | 0.05%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36206C6P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73561 | PA      | $73344.98     | 0.01%             | 2041-07-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38383YXU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5396792 | PA      | $4829091.07   | 0.54%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202E2D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159349 | PA      | $170969.72    | 0.02%             | 2039-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                      | CUSIP: 3136ABJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036623 | PA      | $832442.72    | 0.09%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38376JAY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297280 | PA      | $312508.95    | 0.03%             | 2039-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2XF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2764651 | PA      | $2852755.65   | 0.32%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200KT49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28284 | PA      | $28591.44     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS Central Cash Management Government Fund                                                                            | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        | 218135993 | NS      | $218135993.40 | 24.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38378EB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2959984 | PA      | $558636.27    | 0.06%             | 2042-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38383UBX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4024148 | PA      | $3083811.08   | 0.34%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290VKX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272078 | PA      | $290282.91    | 0.03%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36201LEY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11629 | PA      | $11750.37     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6687397 | PA      | $6518367.37   | 0.72%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1708801 | PA      | $1770367.64   | 0.20%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-1                                                                                        | CUSIP: 46592EBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3736394 | PA      | $3382555.90   | 0.38%             | 2051-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617VHR81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1024848 | PA      | $1002762.22   | 0.11%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW Owner Trust 2019-1                                                                                                 | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3814745 | PA      | $3594249.32   | 0.40%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296R2C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5489 | PA      | $5807.30      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38379PAB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2564712 | PA      | $124317.36    | 0.01%             | 2039-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  78000000 | PA      | $75585198.00  | 8.40%             | 2053-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6874163 | PA      | $6604068.10   | 0.73%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620AQ6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138831 | PA      | $140597.84    | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296XFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10859 | PA      | $11584.43     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38374UT27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217516 | PA      | $50361.79     | 0.01%             | 2035-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DU90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19860 | PA      | $20918.57     | 0.00%             | 2032-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                      | CUSIP: 31398SBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4557516 | PA      | $642324.60    | 0.07%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291AWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       444 | PA      | $447.46       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DXV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45477 | PA      | $47847.01     | 0.01%             | 2033-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                      | CUSIP: 3136B3XD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731253 | PA      | $706786.64    | 0.08%             | 2049-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296RWF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8211 | PA      | $8566.70      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                                                     | CUSIP: 3137BJ2C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5055307 | PA      | $990563.51    | 0.11%             | 2043-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290SYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266826 | PA      | $270629.84    | 0.03%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296LF39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12918 | PA      | $13499.75     | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                       | CUSIP: 3133KNLH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11577697 | PA      | $9446539.07   | 1.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2020-2                                                                                        | CUSIP: 46591TBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926773 | PA      | $850995.81    | 0.09%             | 2050-07-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                      | CUSIP: 31398G5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2137532 | PA      | $504775.11    | 0.06%             | 2040-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36205UAH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    730872 | PA      | $744380.58    | 0.08%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2315480 | PA      | $2095859.08   | 0.23%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                            | CUSIP: 912796YJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5797279.14   | 0.64%             | 2023-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11469661 | PA      | $10223964.87  | 1.14%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20915879 | PA      | $18667545.66  | 2.07%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                                    | CUSIP: 361886CE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $18393751.80  | 2.04%             | 2026-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: BDW5DDSG7 IRS USD R V 03MLIBOR BDW5DDSJ1 CCPVANILLA / Short: BDW5DDSG7 IRS USD P F  2.17850 BDW5DDSH5 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15800000 | OU      | $59878.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202ECR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45303 | PA      | $47858.58     | 0.01%             | 2035-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                      | Long: BDW7QBL96 IRS USD R V 03MLIBOR BDW7QBLB1 CCPVANILLA / Short: BDW7QBL96 IRS USD P F   .25000 BDW7QBLA3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 104100000 | OU      | $975510.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36178DJY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82987 | PA      | $75379.77     | 0.01%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  50000000 | PA      | $47262600.00  | 5.25%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38382HRK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337811 | PA      | $205970.13    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2XC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3295256 | PA      | $3422706.20   | 0.38%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20092860 | PA      | $17492881.97  | 1.94%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CTR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       169 | PA      | $173.75       | 0.00%             | 2027-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7417910 | PA      | $6980203.65   | 0.78%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12546807 | PA      | $10533041.47  | 1.17%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36297A2G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46412 | PA      | $48155.00     | 0.01%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CH97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       474 | PA      | $479.64       | 0.00%             | 2025-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202FJP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111971 | PA      | $109213.54    | 0.01%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38379NT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907130 | PA      | $835981.07    | 0.09%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397190 | PA      | $425584.48    | 0.05%             | 2039-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176B6F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97235 | PA      | $95977.85     | 0.01%             | 2041-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20846415 | PA      | $18103606.48  | 2.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296SAT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3640 | PA      | $3770.20      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21563450 | PA      | $19239501.72  | 2.14%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $8886080.00   | 0.99%             | 2053-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176LHT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126945 | PA      | $125360.16    | 0.01%             | 2041-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290UDT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441648 | PA      | $480050.01    | 0.05%             | 2037-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WXM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14209034 | PA      | $13436626.32  | 1.49%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202EU64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2243 | PA      | $2237.80      | 0.00%             | 2023-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3259882 | PA      | $3376178.41   | 0.38%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2522497 | PA      | $2364153.50   | 0.26%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2019-9                                                                                        | CUSIP: 46651YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637678 | PA      | $1513517.81   | 0.17%             | 2050-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38373SWS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556072 | PA      | $556072.42    | 0.06%             | 2033-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176NB42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223615 | PA      | $222915.62    | 0.02%             | 2041-06-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36177U3L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1835903 | PA      | $1721931.77   | 0.19%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4058650 | PA      | $3818989.26   | 0.42%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18222071 | PA      | $15345942.05  | 1.71%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38382RYB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1188777 | PA      | $902903.44    | 0.10%             | 2050-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38383PKM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4373154 | PA      | $3385130.55   | 0.38%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36213FML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70343 | PA      | $70990.95     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290R5P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17076 | PA      | $17291.16     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202BSS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.46         | 0.00%             | 2023-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36297AZ63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6854 | PA      | $7209.16      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16664097 | PA      | $14858884.41  | 1.65%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36292DVW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113147 | PA      | $119186.78    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290RYU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43203 | PA      | $43688.98     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36200H2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63035 | PA      | $63501.04     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291QYC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36328 | PA      | $38265.26     | 0.00%             | 2036-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2864 | PA      | $3066.22      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                        | CUSIP: 3140XD7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11530904 | PA      | $9427400.26   | 1.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617FPEX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2810776 | PA      | $2527075.03   | 0.28%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38380FUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4116734 | PA      | $3302377.40   | 0.37%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                | Santander Retail Auto Lease Trust 2020-B                                                                               | CUSIP: 80286RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15139324 | PA      | $14855083.40  | 1.65%             | 2024-04-22      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38374MC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162965 | PA      | $168053.63    | 0.02%             | 2036-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290WJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101675 | PA      | $102810.96    | 0.01%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620A9YU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1592125 | PA      | $1583782.70   | 0.18%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178FZ33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228203 | PA      | $214035.87    | 0.02%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50000000 | PA      | $40688000.00  | 4.52%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202D4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2790 | PA      | $2943.32      | 0.00%             | 2034-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36205UAC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1602057 | PA      | $1631667.68   | 0.18%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1498852 | PA      | $1556521.86   | 0.17%             | 2042-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202D2X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5480 | PA      | $5787.57      | 0.00%             | 2033-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3617YU3Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6791603 | PA      | $5470985.48   | 0.61%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DT92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       105 | PA      | $106.96       | 0.00%             | 2032-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DMC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30118 | PA      | $32222.37     | 0.00%             | 2031-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22896324 | PA      | $19876716.10  | 2.21%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3696483 | PA      | $3478080.59   | 0.39%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296YTP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31560 | PA      | $33795.04     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291YK89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76278 | PA      | $76872.52     | 0.01%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202B7A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $4.59         | 0.00%             | 2024-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2021-6                                                                                        | CUSIP: 46653PAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2497560 | PA      | $2199406.85   | 0.24%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36178DLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3516312 | PA      | $3298021.27   | 0.37%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2021-4                                                                               | CUSIP: 36263DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8320023 | PA      | $8206776.51   | 0.91%             | 2025-07-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust              | Citibank Credit Card Issuance Trust                                                                                    | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14719789.50  | 1.64%             | 2029-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3367157 | PA      | $3155791.99   | 0.35%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36291J7H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6265 | PA      | $6273.62      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-3                                                                                      | CUSIP: 33844TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71401 | PA      | $71304.72     | 0.01%             | 2025-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36241KZ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1558932 | PA      | $1584648.99   | 0.18%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620C02U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533480 | PA      | $530707.09    | 0.06%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36295WZF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23020 | PA      | $24094.59     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3622A2W40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1570085 | PA      | $1624859.81   | 0.18%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                     | Dell Equipment Finance Trust 2021-1                                                                                    | CUSIP: 24703QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154577 | PA      | $154188.00    | 0.02%             | 2026-05-22      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       457 | PA      | $472.87       | 0.00%             | 2027-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3310763 | PA      | $3108426.58   | 0.35%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36176XKP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7075982 | PA      | $6636709.97   | 0.74%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                        | CUSIP: 3140FXD58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304817 | PA      | $1314674.46   | 0.15%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3362568 | PA      | $3163894.67   | 0.35%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                            | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3172000 | PA      | $3130644.57   | 0.35%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202D6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15691 | PA      | $16583.74     | 0.00%             | 2034-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38376XKB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1955688 | PA      | $1961018.99   | 0.22%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3622A2RL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5298956 | PA      | $5393675.67   | 0.60%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36178FDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348671 | PA      | $328070.19    | 0.04%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202DFY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1064 | PA      | $1121.20      | 0.00%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10175144 | PA      | $9553292.20   | 1.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                                                       | CUSIP: 3133BMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6884128 | PA      | $6806610.95   | 0.76%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296JGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89558 | PA      | $95011.91     | 0.01%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                                                     | CUSIP: 36202CDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        63 | PA      | $63.25        | 0.00%             | 2024-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                                                             | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  44000000 | PA      | $36771680.00  | 4.09%             | 2053-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36296KP63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33169 | PA      | $35149.23     | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36290NK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20573 | PA      | $20651.76     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36295HTA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56505 | PA      | $59114.37     | 0.01%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                                        | CUSIP: 3140XDYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11556397 | PA      | $9448242.22   | 1.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -60 | NC      | $117964.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 3620AC4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271522 | PA      | $270098.90    | 0.03%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                                                      | CUSIP: 36201EBW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35830 | PA      | $36305.99     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                                               | CUSIP: 38379Q3N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3623696 | PA      | $3322435.43   | 0.37%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer