# EDGAR Filing Document

**Accession Number:** 0000095603
**File Stem:** 0001410368-26-028966
**Filing Date:** 2026-3
**Character Count:** 222721
**Document Hash:** 8009e579e7a471c2ffac796ab89fbb2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-028966.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0001410368-26-028966

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS MARKET TRUST
- **CENTRAL INDEX KEY:** 0000095603

**ORGANIZATION NAME:**
- **EIN:** 366103490
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01236
- **FILM NUMBER:** 26782735

**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 MARKET TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS MARKET TRUST
- **DATE OF NAME CHANGE:** 20110203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS BALANCED FUND
- **DATE OF NAME CHANGE:** 20060207

## Series and Classes Contracts Data

### DWS Global Income Builder Fund (Series ID: S000006138)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016894 | Class A             | KTRAX           |
| C000016897 | Class C             | KTRCX           |
| C000016899 | Class S             | KTRSX           |
| C000016900 | Institutional Class | KTRIX           |
| C000148117 | Class R6            | KTRZX           |

## Nport-Ex

Investment Portfolio**as of January 31, 2026 (Unaudited)** 

**DWS Global Income Builder Fund** 

---

| | | |
|:---|:---|:---|
|  | **Shares**  | **Value ($)** |
| **Common Stocks 35.6%** | **Common Stocks 35.6%** |  |
| **Communication Services 3.1%** | **Communication Services 3.1%** |  |
| **Entertainment 0.8%** | **Entertainment 0.8%** |  |
| NetEase, Inc. (ADR)  | 32500 | &nbsp;&nbsp; 4186975 |
| Walt Disney Co.  | 7000 | &nbsp;&nbsp; 789600 |
|  |  | &nbsp;&nbsp; **4976575** |
| **Interactive Media & Services 2.3%** | **Interactive Media & Services 2.3%** |  |
| Alphabet, Inc. "A"  | 18217 | &nbsp;&nbsp; 6157346 |
| Alphabet, Inc. "C"  | 18129 | &nbsp;&nbsp; 6137210 |
| Tencent Holdings Ltd. (ADR)  | 26000 | &nbsp;&nbsp; 1986140 |
|  |  | &nbsp;&nbsp; **14280696** |
| **Consumer Discretionary 3.4%** | **Consumer Discretionary 3.4%** |  |
| **Automobile Components 0.5%** | **Automobile Components 0.5%** |  |
| Aptiv PLC\* | 37900 | &nbsp;&nbsp; **2870925** |
| **Automobiles 0.5%** | **Automobiles 0.5%** |  |
| Mahindra & Mahindra Ltd. (GDR) REG S | 85087 | &nbsp;&nbsp; **3216288** |
| **Broadline Retail 1.0%** | **Broadline Retail 1.0%** |  |
| Amazon.com, Inc.\* | 24900 | &nbsp;&nbsp; **5958570** |
| **Hotels, Restaurants & Leisure 1.4%** | **Hotels, Restaurants & Leisure 1.4%** |  |
| Booking Holdings, Inc.  | 889 | &nbsp;&nbsp; 4446636 |
| Carnival Corp.\*  | 57100 | &nbsp;&nbsp; 1714142 |
| Las Vegas Sands Corp.  | 49300 | &nbsp;&nbsp; 2599589 |
| Trip.com Group Ltd. (ADR)  | 1600 | &nbsp;&nbsp; 98192 |
|  |  | &nbsp;&nbsp; **8858559** |
| **Consumer Staples 1.8%** | **Consumer Staples 1.8%** |  |
| **Consumer Staples Distribution & Retail 0.9%** | **Consumer Staples Distribution & Retail 0.9%** |  |
| Alimentation Couche-Tard, Inc.  | 14000 | &nbsp;&nbsp; 728352 |
| Costco Wholesale Corp.  | 5344 | &nbsp;&nbsp; 5024696 |
|  |  | &nbsp;&nbsp; **5753048** |
| **Household Products 0.1%** | **Household Products 0.1%** |  |
| Reckitt Benckiser Group PLC | 7430 | &nbsp;&nbsp; **619550** |
| **Tobacco 0.8%** | **Tobacco 0.8%** |  |
| Japan Tobacco, Inc. | 134500 | &nbsp;&nbsp; **4859657** |
| **Energy 1.4%** | **Energy 1.4%** |  |
| **Oil, Gas & Consumable Fuels 1.4%** | **Oil, Gas & Consumable Fuels 1.4%** |  |
| Cenovus Energy, Inc.  | 208200 | &nbsp;&nbsp; 4108496 |
| Phillips 66  | 26800 | &nbsp;&nbsp; 3847408 |
| Woodside Energy Group Ltd.  | 21160 | &nbsp;&nbsp; 373325 |
|  |  | &nbsp;&nbsp; **8329229** |

---

------

---

| | | |
|:---|:---|:---|
| **Financials 6.3%** | **Financials 6.3%** |  |
| **Banks 0.6%** | **Banks 0.6%** |  |
| Bank Hapoalim BM  | 23491 | &nbsp;&nbsp; 580635 |
| HSBC Holdings PLC  | 119894 | &nbsp;&nbsp; 2110301 |
| Itau Unibanco Holding SA (ADR) (Preferred)  | 133900 | &nbsp;&nbsp; 1150201 |
|  |  | &nbsp;&nbsp; **3841137** |
| **Capital Markets 1.4%** | **Capital Markets 1.4%** |  |
| Ameriprise Financial, Inc.  | 3480 | &nbsp;&nbsp; 1834621 |
| Charles Schwab Corp.  | 20400 | &nbsp;&nbsp; 2119968 |
| Hong Kong Exchanges & Clearing Ltd.  | 18000 | &nbsp;&nbsp; 991617 |
| UBS Group AG (Registered)  | 72647 | &nbsp;&nbsp; 3425690 |
|  |  | &nbsp;&nbsp; **8371896** |
| **Consumer Finance 0.2%** | **Consumer Finance 0.2%** |  |
| Synchrony Financial | 12992 | &nbsp;&nbsp; **943609** |
| **Financial Services 0.0%** | **Financial Services 0.0%** |  |
| PayPal Holdings, Inc. | 5100 | &nbsp;&nbsp; **268719** |
| **Insurance 4.1%** | **Insurance 4.1%** |  |
| Allstate Corp.  | 23600 | &nbsp;&nbsp; 4696164 |
| Arch Capital Group Ltd.\*  | 5300 | &nbsp;&nbsp; 509012 |
| Chubb Ltd.  | 14080 | &nbsp;&nbsp; 4358605 |
| Fairfax Financial Holdings Ltd.  | 1479 | &nbsp;&nbsp; 2440793 |
| Progressive Corp.  | 1000 | &nbsp;&nbsp; 208000 |
| QBE Insurance Group Ltd.  | 192130 | &nbsp;&nbsp; 2643035 |
| Sompo Holdings, Inc.  | 96500 | &nbsp;&nbsp; 3327268 |
| Travelers Companies, Inc.  | 24060 | &nbsp;&nbsp; 6845311 |
|  |  | &nbsp;&nbsp; **25028188** |
| **Health Care 3.2%** | **Health Care 3.2%** |  |
| **Biotechnology 0.7%** | **Biotechnology 0.7%** |  |
| Argenx SE\*  | 574 | &nbsp;&nbsp; 481041 |
| Regeneron Pharmaceuticals, Inc.  | 5145 | &nbsp;&nbsp; 3814760 |
|  |  | &nbsp;&nbsp; **4295801** |
| **Health Care Equipment & Supplies 0.1%** | **Health Care Equipment & Supplies 0.1%** |  |
| Intuitive Surgical, Inc.\* | 759 | &nbsp;&nbsp; **382703** |
| **Pharmaceuticals 2.4%** | **Pharmaceuticals 2.4%** |  |
| Eli Lilly & Co.  | 5768 | &nbsp;&nbsp; 5982281 |
| Novartis AG (Registered)  | 58324 | &nbsp;&nbsp; 8640478 |
|  |  | &nbsp;&nbsp; **14622759** |
| **Industrials 4.0%** | **Industrials 4.0%** |  |
| **Aerospace & Defense 0.3%** | **Aerospace & Defense 0.3%** |  |
| GE Aerospace | 6840 | &nbsp;&nbsp; **2098444** |
| **Building Products 0.7%** | **Building Products 0.7%** |  |
| Trane Technologies PLC | 10309 | &nbsp;&nbsp; **4335759** |
| **Construction & Engineering 0.3%** | **Construction & Engineering 0.3%** |  |
| Ferrovial SE | 26143 | &nbsp;&nbsp; **1766583** |
| **Electrical Equipment 1.2%** | **Electrical Equipment 1.2%** |  |
| ABB Ltd. (Registered)  | 51002 | &nbsp;&nbsp; 4397649 |

---

------

---

| | | |
|:---|:---|:---|
| Prysmian SpA  | 14855 | &nbsp;&nbsp; 1762814 |
| Siemens Energy AG\*  | 1218 | &nbsp;&nbsp; 208891 |
| Vestas Wind Systems A/S  | 26312 | &nbsp;&nbsp; 800013 |
|  |  | &nbsp;&nbsp; **7169367** |
| **Machinery 1.1%** | **Machinery 1.1%** |  |
| Dover Corp.  | 18800 | &nbsp;&nbsp; 3788012 |
| Parker-Hannifin Corp.  | 3324 | &nbsp;&nbsp; 3110732 |
|  |  | &nbsp;&nbsp; **6898744** |
| **Passenger Airlines 0.1%** | **Passenger Airlines 0.1%** |  |
| Ryanair Holdings PLC | 9436 | &nbsp;&nbsp; **320933** |
| **Professional Services 0.2%** | **Professional Services 0.2%** |  |
| Experian PLC  | 4189 | &nbsp;&nbsp; 158158 |
| Leidos Holdings, Inc.  | 5700 | &nbsp;&nbsp; 1073196 |
|  |  | &nbsp;&nbsp; **1231354** |
| **Transportation Infrastructure 0.1%** | **Transportation Infrastructure 0.1%** |  |
| Transurban Group (Units) | 37123 | &nbsp;&nbsp; **360564** |
| **Information Technology 9.5%** | **Information Technology 9.5%** |  |
| **Communications Equipment 0.7%** | **Communications Equipment 0.7%** |  |
| Arista Networks, Inc.\* | 29028 | &nbsp;&nbsp; **4114429** |
| **Electronic Equipment, Instruments & Components 1.8%** | **Electronic Equipment, Instruments & Components 1.8%** |  |
| Amphenol Corp. "A"  | 74625 | &nbsp;&nbsp; 10751970 |
| Hon Hai Precision Industry Co., Ltd. (GDR) REG S  | 24002 | &nbsp;&nbsp; 334348 |
|  |  | &nbsp;&nbsp; **11086318** |
| **IT Services 0.1%** | **IT Services 0.1%** |  |
| Cognizant Technology Solutions Corp. "A" | 5500 | &nbsp;&nbsp; **451330** |
| **Semiconductors & Semiconductor Equipment 3.4%** | **Semiconductors & Semiconductor Equipment 3.4%** |  |
| Broadcom, Inc.  | 15090 | &nbsp;&nbsp; 4999317 |
| First Solar, Inc.\*  | 10300 | &nbsp;&nbsp; 2322856 |
| NVIDIA Corp.  | 58299 | &nbsp;&nbsp; 11142688 |
| Renesas Electronics Corp.\*  | 159500 | &nbsp;&nbsp; 2653950 |
|  |  | &nbsp;&nbsp; **21118811** |
| **Software 2.0%** | **Software 2.0%** |  |
| Adobe, Inc.\*  | 6206 | &nbsp;&nbsp; 1819909 |
| Autodesk, Inc.\*  | 12478 | &nbsp;&nbsp; 3155312 |
| Intuit, Inc.  | 1916 | &nbsp;&nbsp; 955931 |
| Microsoft Corp.  | 9669 | &nbsp;&nbsp; 4160474 |
| Palo Alto Networks, Inc.\*  | 11900 | &nbsp;&nbsp; 2105943 |
| PTC, Inc.\*  | 2400 | &nbsp;&nbsp; 374712 |
|  |  | &nbsp;&nbsp; **12572281** |
| **Technology Hardware, Storage & Peripherals 1.5%** | **Technology Hardware, Storage & Peripherals 1.5%** |  |
| Dell Technologies, Inc. "C"  | 19200 | &nbsp;&nbsp; 2197248 |
| Samsung Electronics Co., Ltd. (GDR) REG S  | 2356 | &nbsp;&nbsp; 6488424 |
| Samsung Electronics Co., Ltd. (GDR) (Preferred) REG S  | 156 | &nbsp;&nbsp; 313560 |
|  |  | &nbsp;&nbsp; **8999232** |
| **Materials 1.4%** | **Materials 1.4%** |  |
| **Metals & Mining 1.4%** | **Metals & Mining 1.4%** |  |
| Agnico Eagle Mines Ltd.  | 12200 | &nbsp;&nbsp; 2319133 |
| BHP Group Ltd.  | 37897 | &nbsp;&nbsp; 1307539 |
| Gold Fields Ltd. (ADR)  | 19287 | &nbsp;&nbsp; 966665 |

---

------

---

| | | |
|:---|:---|:---|
| Nucor Corp.  | 21100 | &nbsp;&nbsp; 3749892 |
| Teck Resources Ltd. "B"  | 6600 | &nbsp;&nbsp; 354223 |
|  |  | &nbsp;&nbsp; **8697452** |
| **Real Estate 0.6%** | **Real Estate 0.6%** |  |
| **Health Care REITs 0.0%** | **Health Care REITs 0.0%** |  |
| Welltower, Inc.  | 1600 | &nbsp;&nbsp; **301376** |
| **Specialized REITs 0.6%** | **Specialized REITs 0.6%** |  |
| Equinix, Inc.  | 2655 | &nbsp;&nbsp; 2179569 |
| VICI Properties, Inc.  | 49500 | &nbsp;&nbsp; 1389960 |
|  |  | &nbsp;&nbsp; **3569529** |
| **Utilities 0.9%** | **Utilities 0.9%** |  |
| **Electric Utilities 0.9%** | **Electric Utilities 0.9%** |  |
| Constellation Energy Corp.  | 2800 | &nbsp;&nbsp; 785904 |
| Edison International  | 72800 | &nbsp;&nbsp; 4533984 |
|  |  | &nbsp;&nbsp; **5319888** |
| **Total Common Stocks** (Cost $190,259,634) | **Total Common Stocks** (Cost $190,259,634) | &nbsp;&nbsp; **217890303** |
| **Preferred Stocks 2.6%** | **Preferred Stocks 2.6%** |  |
| **Communication Services 0.4%** | **Communication Services 0.4%** |  |
| AT&T, Inc., 5.35%  | 100000 | &nbsp;&nbsp; **2246000** |
| **Financials 1.8%** | **Financials 1.8%** |  |
| &nbsp;&nbsp;&nbsp; AGNC Investment Corp., Series C (REIT), 3 mo. USD Term SOFR + 5.373%, <br> 9.033% (a)<br>| 64439 | &nbsp;&nbsp; 1648350 |
| Charles Schwab Corp., Series D, 5.95%  | 75000 | &nbsp;&nbsp; 1899750 |
| Fifth Third Bancorp., Series I, 3 mo. USD Term SOFR + 3.972%, 7.973% (a) | 75000 | &nbsp;&nbsp; 1920000 |
| KeyCorp., Series E, 3 mo. USD Term SOFR + 4.154%, 6.125% (a) | 75000 | &nbsp;&nbsp; 1887750 |
| Morgan Stanley, Series K, 5.85%  | 75000 | &nbsp;&nbsp; 1846500 |
| Wells Fargo & Co., Series Y, 5.625%  | 75000 | &nbsp;&nbsp; 1821000 |
|  |  | &nbsp;&nbsp; **11023350** |
| **Real Estate 0.4%** | **Real Estate 0.4%** |  |
| Kimco Realty Corp., Series L (REIT), 5.125%  | 75000 | &nbsp;&nbsp; 1513500 |
| Prologis, Inc., Series Q (REIT), 8.54%  | 236 | &nbsp;&nbsp; 12498 |
| Simon Property Group, Inc., Series J (REIT), 8.375%  | 17000 | &nbsp;&nbsp; 915450 |
|  |  | &nbsp;&nbsp; **2441448** |
| **Total Preferred Stocks** (Cost $17,760,927) | **Total Preferred Stocks** (Cost $17,760,927) | &nbsp;&nbsp; **15710798** |
| **Rights 0.0%** | **Rights 0.0%** |  |
| **Health Care**  | **Health Care**  |  |
| ABIOMED, Inc.,\* (b) (Cost $1,122) | 1100 | &nbsp;&nbsp; **1122** |
| **Warrants 0.0%** | **Warrants 0.0%** |  |
| **Materials**  | **Materials**  |  |
| Hercules Trust II, Expiration Date 3/31/2029\* (b) (Cost $90,209) | 506 | &nbsp;&nbsp; **4763** |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount ($) (c)**<br>| **Value ($)** |
| **Corporate Bonds 21.5%** | **Corporate Bonds 21.5%** |  |
| **Communication Services 0.9%** | **Communication Services 0.9%** |  |
| AT&T, Inc., 3.55%, 9/15/2055 | 570000 | &nbsp;&nbsp; 378582 |
| Charter Communications Operating LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/1/2035 (d) | 756000 | &nbsp;&nbsp; 752405 |
| &nbsp;&nbsp;&nbsp; 6.384%, 10/23/2035  | 400000 | &nbsp;&nbsp; 413430 |
| Paramount Global: |  |  |
| &nbsp;&nbsp;&nbsp; 4.2%, 6/1/2029  | 1050000 | &nbsp;&nbsp; 1021800 |
| &nbsp;&nbsp;&nbsp; 4.6%, 1/15/2045  | 320000 | &nbsp;&nbsp; 219178 |
| &nbsp;&nbsp;&nbsp; 4.95%, 1/15/2031  | 850000 | &nbsp;&nbsp; 813179 |
| T-Mobile U.S.A., Inc., 6.0%, 6/15/2054 | 460000 | &nbsp;&nbsp; 464755 |
| Videotron Ltd., 144A, 5.7%, 1/15/2035 | 930000 | &nbsp;&nbsp; 947003 |
| Warnermedia Holdings, Inc., 4.279%, 3/15/2032 | 755000 | &nbsp;&nbsp; 664400 |
|  |  | &nbsp;&nbsp; **5674732** |
| **Consumer Discretionary 0.9%** | **Consumer Discretionary 0.9%** |  |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp; 4.125%, 8/17/2027  | 635000 | &nbsp;&nbsp; 631907 |
| &nbsp;&nbsp;&nbsp; 4.97%, 4/6/2029  | 483000 | &nbsp;&nbsp; 485586 |
| &nbsp;&nbsp;&nbsp; 6.798%, 11/7/2028  | 350000 | &nbsp;&nbsp; 368653 |
| &nbsp;&nbsp;&nbsp; 7.35%, 3/6/2030 (d) | 1000000 | &nbsp;&nbsp; 1079692 |
| General Motors Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.625%, 4/15/2030  | 1150000 | &nbsp;&nbsp; 1197825 |
| &nbsp;&nbsp;&nbsp; 6.25%, 4/15/2035  | 580000 | &nbsp;&nbsp; 615826 |
| General Motors Financial Co., Inc., 5.45%, 1/8/2036 (d) | 154000 | &nbsp;&nbsp; 154666 |
| Marriott International, Inc., 5.5%, 4/15/2037 | 1140000 | &nbsp;&nbsp; 1163465 |
|  |  | &nbsp;&nbsp; **5697620** |
| **Consumer Staples 0.2%** | **Consumer Staples 0.2%** |  |
| JBS NV, 6.75%, 3/15/2034 | 1087000 | &nbsp;&nbsp; **1198410** |
| **Energy 5.8%** | **Energy 5.8%** |  |
| BP Capital Markets PLC, 6.125%, Perpetual | 1575000 | &nbsp;&nbsp; 1620160 |
| Buckeye Partners LP, 144A, 6.75%, 2/1/2030 | 2700000 | &nbsp;&nbsp; 2828974 |
| Cheniere Energy, Inc., 4.625%, 10/15/2028 | 1765000 | &nbsp;&nbsp; 1764984 |
| Columbia Pipelines Holding Co. LLC, 144A, 5.681%, 1/15/2034 | 550000 | &nbsp;&nbsp; 568825 |
| DT Midstream, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 4.125%, 6/15/2029  | 2000000 | &nbsp;&nbsp; 1977154 |
| &nbsp;&nbsp;&nbsp; 144A, 5.8%, 12/15/2034  | 437000 | &nbsp;&nbsp; 453267 |
| Ecopetrol SA, 7.75%, 2/1/2032 | 1700000 | &nbsp;&nbsp; 1745642 |
| Enbridge, Inc., Series 20-A, 5.75%, 7/15/2080 | 1000000 | &nbsp;&nbsp; 1012191 |
| Energy Transfer LP: |  |  |
| &nbsp;&nbsp;&nbsp; 6.5%, 2/15/2056  | 1370000 | &nbsp;&nbsp; 1370066 |
| &nbsp;&nbsp;&nbsp; 7.125%, 10/1/2054 (d) | 700000 | &nbsp;&nbsp; 723344 |
| &nbsp;&nbsp;&nbsp; 144A, 7.375%, 2/1/2031  | 500000 | &nbsp;&nbsp; 518952 |
| &nbsp;&nbsp;&nbsp; 8.0%, 5/15/2054  | 825000 | &nbsp;&nbsp; 881587 |
| EQT Corp., 5.75%, 2/1/2034 | 1235000 | &nbsp;&nbsp; 1288849 |
| Expand Energy Corp., 5.375%, 2/1/2029 | 1080000 | &nbsp;&nbsp; 1080649 |
| HF Sinclair Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/1/2032  | 780000 | &nbsp;&nbsp; 797582 |
| &nbsp;&nbsp;&nbsp; 5.75%, 1/15/2031  | 837000 | &nbsp;&nbsp; 867663 |
| Kinetik Holdings LP, 144A, 6.625%, 12/15/2028 | 894000 | &nbsp;&nbsp; 920568 |
| NuStar Logistics LP, 6.375%, 10/1/2030 | 3045000 | &nbsp;&nbsp; 3190399 |

---

------

---

| | | |
|:---|:---|:---|
| Occidental Petroleum Corp., 8.875%, 7/15/2030 | 1700000 | &nbsp;&nbsp; 1961713 |
| ONEOK, Inc., 144A, 6.5%, 9/1/2030 | 1550000 | &nbsp;&nbsp; 1662755 |
| Petrobras Global Finance BV: |  |  |
| &nbsp;&nbsp;&nbsp; 5.125%, 9/10/2030  | 1100000 | &nbsp;&nbsp; 1088120 |
| &nbsp;&nbsp;&nbsp; 6.25%, 1/10/2036  | 825000 | &nbsp;&nbsp; 810562 |
| Phillips 66 Co.: |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 5.875%, 3/15/2056  | 1057000 | &nbsp;&nbsp; 1052906 |
| &nbsp;&nbsp;&nbsp; Series B, 6.2%, 3/15/2056  | 325000 | &nbsp;&nbsp; 326764 |
| Plains All American Pipeline LP, 4.7%, 1/15/2031 | 338000 | &nbsp;&nbsp; 339870 |
| Saudi Arabian Oil Co.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 5.0%, 2/2/2036 (e) | 1450000 | &nbsp;&nbsp; 1427073 |
| &nbsp;&nbsp;&nbsp; 144A, 6.375%, 6/2/2055  | 800000 | &nbsp;&nbsp; 819914 |
| Targa Resources Partners LP, 5.0%, 1/15/2028 | 1000000 | &nbsp;&nbsp; 1001297 |
| Venture Global Calcasieu Pass LLC, 144A, 3.875%, 11/1/2033 | 940000 | &nbsp;&nbsp; 815680 |
| Western Midstream Operating LP, 5.45%, 11/15/2034 | 525000 | &nbsp;&nbsp; 528510 |
|  |  | &nbsp;&nbsp; **35446020** |
| **Financials 7.4%** | **Financials 7.4%** |  |
| Acrisure LLC, 144A, 6.75%, 7/1/2032 | 2142000 | &nbsp;&nbsp; 2195983 |
| AerCap Ireland Capital DAC, 6.95%, 3/10/2055 | 1000000 | &nbsp;&nbsp; 1046860 |
| Aircastle Ltd., 144A, 5.75%, 10/1/2031 | 593000 | &nbsp;&nbsp; 618227 |
| Bank of Montreal, Series 6, 6.875%, 11/26/2085 | 500000 | &nbsp;&nbsp; 514801 |
| Beacon Funding Trust, 144A, 6.266%, 8/15/2054 | 770000 | &nbsp;&nbsp; 782653 |
| Blackstone Private Credit Fund: |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 4/1/2030  | 700000 | &nbsp;&nbsp; 691188 |
| &nbsp;&nbsp;&nbsp; 6.0%, 11/22/2034 (d) | 850000 | &nbsp;&nbsp; 844135 |
| Block, Inc., 144A, 6.0%, 8/15/2033 | 141000 | &nbsp;&nbsp; 144029 |
| BNP Paribas SA, 144A, 8.5%, Perpetual | 1020000 | &nbsp;&nbsp; 1092210 |
| Capital One Financial Corp., Series M, 3.95%, Perpetual (d) | 1520000 | &nbsp;&nbsp; 1508760 |
| Charles Schwab Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; Series H, 4.0%, Perpetual  | 1050000 | &nbsp;&nbsp; 985047 |
| &nbsp;&nbsp;&nbsp; Series F, 5.0%, Perpetual  | 2400000 | &nbsp;&nbsp; 2387094 |
| Citigroup, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 6.02%, 1/24/2036  | 950000 | &nbsp;&nbsp; 990379 |
| &nbsp;&nbsp;&nbsp; Series FF, 6.95%, Perpetual  | 800000 | &nbsp;&nbsp; 824102 |
| Credit Agricole SA, 144A, 7.125%, Perpetual | 800000 | &nbsp;&nbsp; 836484 |
| First Citizens BancShares, Inc., 5.6%, 9/5/2035 | 1250000 | &nbsp;&nbsp; 1251245 |
| Global Payments, Inc., 5.55%, 11/15/2035 | 1110000 | &nbsp;&nbsp; 1100695 |
| Goldman Sachs BDC, Inc., 5.65%, 9/9/2030 | 880000 | &nbsp;&nbsp; 877569 |
| HSBC Holdings PLC: |  |  |
| &nbsp;&nbsp;&nbsp; 5.741%, 9/10/2036  | 609000 | &nbsp;&nbsp; 625537 |
| &nbsp;&nbsp;&nbsp; 6.95%, Perpetual (d) | 1400000 | &nbsp;&nbsp; 1456931 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp; Series OO, 6.5%, Perpetual  | 1491000 | &nbsp;&nbsp; 1551417 |
| &nbsp;&nbsp;&nbsp; Series NN, 6.875%, Perpetual (d) | 2000000 | &nbsp;&nbsp; 2109916 |
| Liberty Mutual Group, Inc., 144A, 4.125%, 12/15/2051 | 1400000 | &nbsp;&nbsp; 1385538 |
| M&T Bank Corp., 5.385%, 1/16/2036 | 1145000 | &nbsp;&nbsp; 1161045 |
| MDGH GMTN RSC Ltd., REG S, 3.7%, 11/7/2049 | 245000 | &nbsp;&nbsp; 184350 |
| Morgan Stanley, 5.664%, 4/17/2036 | 800000 | &nbsp;&nbsp; 835750 |
| Navient Corp., 5.5%, 3/15/2029 (d) | 1715000 | &nbsp;&nbsp; 1677442 |
| Nippon Life Insurance Co., 144A, 2.75%, 1/21/2051 | 700000 | &nbsp;&nbsp; 630617 |
| Nordea Bank Abp, 144A, 6.3%, Perpetual (d) | 1700000 | &nbsp;&nbsp; 1738061 |
| Royal Bank of Canada, 6.35%, 11/24/2084 | 2700000 | &nbsp;&nbsp; 2655236 |
| Societe Generale SA, 144A, 6.221%, 6/15/2033 (d) | 1275000 | &nbsp;&nbsp; 1336944 |
| State Street Corp., Series K, 6.45%, Perpetual | 1491000 | &nbsp;&nbsp; 1541178 |
| Sumitomo Mitsui Financial Group, Inc., 6.45%, Perpetual | 1450000 | &nbsp;&nbsp; 1477290 |
| Synchrony Financial, 5.45%, 3/6/2031 | 1030000 | &nbsp;&nbsp; 1049939 |
| The Goldman Sachs Group, Inc., Series Y, 6.125%, Perpetual (d) | 1385000 | &nbsp;&nbsp; 1411138 |

---

------

---

| | | |
|:---|:---|:---|
| Truist Financial Corp., Series N, 6.669%, Perpetual | 2000000 | &nbsp;&nbsp; 2003232 |
| UBS Group AG, 144A, 4.375%, Perpetual (d) | 743000 | &nbsp;&nbsp; 678588 |
| Wells Fargo & Co., 6.85%, Perpetual | 1250000 | &nbsp;&nbsp; 1307306 |
|  |  | &nbsp;&nbsp; **45508916** |
| **Health Care 0.4%** | **Health Care 0.4%** |  |
| Charles River Laboratories International, Inc., 144A, 3.75%, 3/15/2029 | 830000 | &nbsp;&nbsp; 800592 |
| CVS Health Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 9/15/2035  | 498000 | &nbsp;&nbsp; 506702 |
| &nbsp;&nbsp;&nbsp; 6.2%, 9/15/2055  | 880000 | &nbsp;&nbsp; 888757 |
|  |  | &nbsp;&nbsp; **2196051** |
| **Industrials 1.1%** | **Industrials 1.1%** |  |
| Boeing Co., 6.858%, 5/1/2054 | 1200000 | &nbsp;&nbsp; 1353109 |
| Delta Air Lines, Inc., 3.75%, 10/28/2029 | 865000 | &nbsp;&nbsp; 846470 |
| Empresa de los Ferrocarriles del Estado, 144A, 3.068%, 8/18/2050 (d) | 239000 | &nbsp;&nbsp; 153808 |
| Stanley Black & Decker, Inc., 5 yr. CMT + 2.657%, 6.707% (a), 3/15/2060 | 2500000 | &nbsp;&nbsp; 2475249 |
| United Airlines Pass-Through Trust, "A", Series 2023-1, 5.8%, 7/15/2037 | 1274879 | &nbsp;&nbsp; 1332815 |
| United Rentals North America, Inc., 144A, 6.0%, 12/15/2029 | 620000 | &nbsp;&nbsp; 635412 |
|  |  | &nbsp;&nbsp; **6796863** |
| **Information Technology 0.6%** | **Information Technology 0.6%** |  |
| AppLovin Corp., 5.95%, 12/1/2054 | 397000 | &nbsp;&nbsp; 392639 |
| Foundry JV Holdco LLC, 144A, 6.1%, 1/25/2036 | 668000 | &nbsp;&nbsp; 702925 |
| HP, Inc., 6.1%, 4/25/2035 (d) | 810000 | &nbsp;&nbsp; 852578 |
| Oracle Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; 5.375%, 9/27/2054  | 1310000 | &nbsp;&nbsp; 1052527 |
| &nbsp;&nbsp;&nbsp; 5.5%, 9/27/2064  | 400000 | &nbsp;&nbsp; 317031 |
| &nbsp;&nbsp;&nbsp; 5.95%, 9/26/2055  | 501000 | &nbsp;&nbsp; 441769 |
|  |  | &nbsp;&nbsp; **3759469** |
| **Materials 1.2%** | **Materials 1.2%** |  |
| Celanese U.S. Holdings LLC, 6.85%, 11/15/2028 | 169000 | &nbsp;&nbsp; 177413 |
| Chemours Co., 5.375%, 5/15/2027 | 2855000 | &nbsp;&nbsp; 2873851 |
| Corp. Nacional del Cobre de Chile, 144A, 5.95%, 1/8/2034 | 620000 | &nbsp;&nbsp; 648760 |
| Dow Chemical Co., 5.65%, 3/15/2036 (d) | 870000 | &nbsp;&nbsp; 869294 |
| First Quantum Minerals Ltd., 144A, 7.25%, 2/15/2034 | 1715000 | &nbsp;&nbsp; 1801776 |
| Olin Corp., 5.0%, 2/1/2030 (d) | 1050000 | &nbsp;&nbsp; 1023810 |
|  |  | &nbsp;&nbsp; **7394904** |
| **Real Estate 0.5%** | **Real Estate 0.5%** |  |
| CBRE Services, Inc., 5.5%, 6/15/2035 | 453000 | &nbsp;&nbsp; 466865 |
| Iron Mountain, Inc., 144A, (REIT), 6.25%, 1/15/2033 (d) | 2800000 | &nbsp;&nbsp; 2829375 |
|  |  | &nbsp;&nbsp; **3296240** |
| **Utilities 2.5%** | **Utilities 2.5%** |  |
| Alpha Generation LLC, 144A, 6.25%, 1/15/2034 | 2571000 | &nbsp;&nbsp; 2587683 |
| CMS Energy Corp., 3.75%, 12/1/2050 | 1900000 | &nbsp;&nbsp; 1752525 |
| Dominion Energy, Inc., 6.625%, 5/15/2055 | 900000 | &nbsp;&nbsp; 925322 |
| Exelon Corp., 6.5%, 3/15/2055 | 533000 | &nbsp;&nbsp; 553308 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 6.375%, 8/15/2055  | 1650000 | &nbsp;&nbsp; 1704132 |
| &nbsp;&nbsp;&nbsp; 6.75%, 6/15/2054  | 537000 | &nbsp;&nbsp; 570577 |
| NRG Energy, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp; 144A, 2.45%, 12/2/2027  | 1370000 | &nbsp;&nbsp; 1324399 |
| &nbsp;&nbsp;&nbsp; 144A, 5.407%, 10/15/2035  | 527000 | &nbsp;&nbsp; 524562 |

---

------

---

| | | |
|:---|:---|:---|
| Pacific Gas and Electric Co., 5.9%, 10/1/2054 | 286000 | &nbsp;&nbsp; 274989 |
| PG&E Corp., 7.375%, 3/15/2055 | 525000 | &nbsp;&nbsp; 541826 |
| Sempra, 4.125%, 4/1/2052 | 1800000 | &nbsp;&nbsp; 1783309 |
| Southern Co., Series 21-A, 3.75%, 9/15/2051 | 1241000 | &nbsp;&nbsp; 1231450 |
| Southwestern Public Service Co., 6.0%, 6/1/2054 | 1210000 | &nbsp;&nbsp; 1234435 |
|  |  | &nbsp;&nbsp; **15008517** |
| **Total Corporate Bonds** (Cost $129,949,112) | **Total Corporate Bonds** (Cost $129,949,112) | &nbsp;&nbsp; **131977742** |
| **Asset-Backed 7.5%** | **Asset-Backed 7.5%** | **Asset-Backed 7.5%** |
| **Automobile Receivables 1.3%** | **Automobile Receivables 1.3%** |  |
| Ally Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2024-B, 144A, 5.215%, 9/15/2032  | 139050 | &nbsp;&nbsp; 140362 |
| &nbsp;&nbsp;&nbsp; "D", Series 2024-B, 144A, 5.41%, 9/15/2032  | 139050 | &nbsp;&nbsp; 140293 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding AESOP LLC, "C", Series 2022-5A, 144A, 6.24%, <br> 4/20/2027<br>| 750000 | &nbsp;&nbsp; 751774 |
| &nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, "B", Series 2024-CAR1, 144A, 30 day <br> USD SOFR Average + 1.3%, 4.997% (a), 12/26/2031<br>| 92613 | &nbsp;&nbsp; 92995 |
| CPS Auto Receivables Trust, "C", Series 2023-C, 144A, 6.27%, 10/15/2029 | 306540 | &nbsp;&nbsp; 309628 |
| Exeter Automobile Receivables Trust, "C", Series 2025-3A, 5.09%, 10/15/2031 | 272000 | &nbsp;&nbsp; 276726 |
| &nbsp;&nbsp;&nbsp; Foursight Capital Automobile Receivables Trust, "C", Series 2023-2, 144A, 6.21%, <br> 4/16/2029<br>| 1500000 | &nbsp;&nbsp; 1529074 |
| Hertz Vehicle Financing III LLC, "C", Series 2023-1A, 144A, 6.91%, 6/25/2027 | 1433333 | &nbsp;&nbsp; 1439406 |
| Huntington Bank Auto Credit-Linked Notes: |  |  |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-2, 144A, 5.442%, 10/20/2032  | 264896 | &nbsp;&nbsp; 267755 |
| &nbsp;&nbsp;&nbsp; "B1", Series 2024-1, 144A, 6.153%, 5/20/2032  | 206337 | &nbsp;&nbsp; 209721 |
| Santander Drive Auto Receivables Trust, "C", Series 2023-3, 5.77%, 11/15/2030 | 400000 | &nbsp;&nbsp; 407239 |
| Securitized Term Auto Receivables Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "C", Series 2026-A, 144A, 4.431%, 3/25/2033  | 800000 | &nbsp;&nbsp; 800753 |
| &nbsp;&nbsp;&nbsp; "C", Series 2025-A, 144A, 5.185%, 7/25/2031  | 268059 | &nbsp;&nbsp; 270944 |
| United Auto Credit Securitization Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2026-1, 144A, 4.63%, 5/10/2029 (e) | 1000000 | &nbsp;&nbsp; 1000365 |
| &nbsp;&nbsp;&nbsp; "C", Series 2026-1, 144A, 5.06%, 6/10/2031 (e) | 600000 | &nbsp;&nbsp; 600334 |
|  |  | &nbsp;&nbsp; **8237369** |
| **Credit Card Receivables 0.5%** | **Credit Card Receivables 0.5%** |  |
| &nbsp;&nbsp;&nbsp; Brex Commercial Charge Card Master Trust, "A1", Series 2024-1, 144A, 6.05%, <br> 7/15/2027<br>| 400000 | &nbsp;&nbsp; 400688 |
| &nbsp;&nbsp;&nbsp; Continental Finance Credit Card ABS Master Trust, "A", Series 2024-A, 144A, 5.78%, <br> 12/15/2032<br>| 400000 | &nbsp;&nbsp; 404759 |
| Evergreen Credit Card Trust, "C", Series 2025-CRT5, 144A, 5.53%, 5/15/2029 | 250000 | &nbsp;&nbsp; 252594 |
| &nbsp;&nbsp;&nbsp; Mercury Financial Credit Card Master Trust, "A", Series 2024-2A, 144A, 6.56%, <br> 7/20/2029<br>| 800000 | &nbsp;&nbsp; 802733 |
| Mission Lane Credit Card Master Trust, "A", Series 2024-B, 144A, 5.88%, 1/15/2030 | 1000000 | &nbsp;&nbsp; 1005465 |
|  |  | &nbsp;&nbsp; **2866239** |
| **Home Equity Loans 0.3%** | **Home Equity Loans 0.3%** |  |
| RCKT Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A1A", Series 2024-CES7, 144A, 5.158%, 10/25/2044  | 818970 | &nbsp;&nbsp; 822606 |
| &nbsp;&nbsp;&nbsp; "A1B", Series 2024-CES9, 144A, 5.683%, 12/25/2044  | 419046 | &nbsp;&nbsp; 423421 |
| Towd Point Mortgage Trust, "A1", Series 2025-CRM1, 144A, 5.799%, 1/25/2065 | 704846 | &nbsp;&nbsp; 713362 |
|  |  | &nbsp;&nbsp; **1959389** |
| **Miscellaneous 5.4%** | **Miscellaneous 5.4%** |  |
| &nbsp;&nbsp;&nbsp; Allegro CLO V-S Ltd., "B1", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.9%, <br> 5.568% (a), 7/24/2037<br>| 2200000 | &nbsp;&nbsp; 2205271 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XVIII-R, "A2R2", Series 2018-18A, 144A, 3 mo. USD Term SOFR + <br> 1.58%, 5.249% (a), 1/22/2038<br>| 1000000 | &nbsp;&nbsp; 1002262 |

---

------

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp; Apidos CLO XXIV Ltd., "A1AL", Series 2016-24A, 144A, 3 mo. USD Term SOFR + <br> 1.212%, 4.879% (a), 10/20/2030<br>| 344521 | &nbsp;&nbsp; 345483 |
| ARES LIX CLO Ltd., "C2", Series 2021-59A, 144A, 3.35%, 4/25/2034 | 900000 | &nbsp;&nbsp; 824611 |
| &nbsp;&nbsp;&nbsp; ARES LXXVII CLO Ltd., "A2", Series 2025-77A, 144A, 3 mo. USD Term SOFR + <br> 1.6%, 5.272% (a), 7/15/2038<br>| 750000 | &nbsp;&nbsp; 753184 |
| &nbsp;&nbsp;&nbsp; ARES XLI CLO Ltd., "BR", Series 2016-41A, 144A, 3 mo. USD Term SOFR + <br> 1.712%, 5.384% (a), 4/15/2034<br>| 2000000 | &nbsp;&nbsp; 2009698 |
| &nbsp;&nbsp;&nbsp; Balboa Bay Loan Funding Ltd., "A1", Series 2024-1A, 144A, 3 mo. USD Term SOFR + <br> 1.51%, 5.178% (a), 7/20/2037<br>| 500000 | &nbsp;&nbsp; 501330 |
| Cloud Capital Holdco LP, "A2", Series 2024-1A, 144A, 5.781%, 11/22/2049 | 600000 | &nbsp;&nbsp; 603396 |
| Compass Datacenters Issuer III LLC, "A2", Series 2025-3A, 144A, 5.286%, 7/25/2050 | 504000 | &nbsp;&nbsp; 505792 |
| HINNT LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-B, 144A, 4.75%, 5/15/2045  | 789906 | &nbsp;&nbsp; 790815 |
| &nbsp;&nbsp;&nbsp; "B", Series 2024-A, 144A, 5.84%, 3/15/2043  | 179573 | &nbsp;&nbsp; 183084 |
| HPEFS Equipment Trust, "C", Series 2025-2A, 144A, 4.41%, 11/22/2032 | 500000 | &nbsp;&nbsp; 500222 |
| Jersey Mike's Funding LLC, "A2", Series 2024-1A, 144A, 5.636%, 2/15/2055 | 595500 | &nbsp;&nbsp; 607699 |
| Mosaic Solar Loan Trust, "B", Series 2023-1A, 144A, 6.92%, 6/20/2053 | 1148492 | &nbsp;&nbsp; 891673 |
| MVW LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-2A, 144A, 4.72%, 10/20/2044  | 728127 | &nbsp;&nbsp; 727682 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-1A, 144A, 5.21%, 9/22/2042  | 401566 | &nbsp;&nbsp; 407062 |
| &nbsp;&nbsp;&nbsp; Octagon 63 Ltd., "A2", Series 2024-2A, 144A, 3 mo. USD Term SOFR + 1.71%, <br> 5.378% (a), 7/20/2037<br>| 1900000 | &nbsp;&nbsp; 1903625 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., "BR3", Series 2020-3A, 144A, 3 mo. USD Term SOFR + <br> 1.95%, 5.802% (a), 11/15/2036<br>| 1000000 | &nbsp;&nbsp; 1000779 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO Ltd., "BR", Series 2023-14A, 144A, 3 mo. USD Term SOFR + 1.75%, <br> 5.418% (a), 7/20/2038<br>| 1000000 | &nbsp;&nbsp; 1002139 |
| &nbsp;&nbsp;&nbsp; Rad CLO 23 Ltd., "A1", Series 2024-23A, 144A, 3 mo. USD Term SOFR + 1.6%, <br> 5.268% (a), 4/20/2037<br>| 3500000 | &nbsp;&nbsp; 3507962 |
| &nbsp;&nbsp;&nbsp; Regatta 34 Funding Ltd., "A2", Series 2025-3A, 144A, 3 mo. USD Term SOFR + <br> 1.75%, 5.418% (a), 7/20/2038<br>| 650000 | &nbsp;&nbsp; 653448 |
| &nbsp;&nbsp;&nbsp; RR 35 Ltd., "A2", Series 2024-35A, 144A, 3 mo. USD Term SOFR + 1.7%, 5.372% (a), <br> 1/15/2040<br>| 1000000 | &nbsp;&nbsp; 1004225 |
| &nbsp;&nbsp;&nbsp; Sculptor CLO XXVI Ltd., "CR", Series 26A, 144A, 3 mo. USD Term SOFR + 2.2%, <br> 5.868% (a), 1/20/2038<br>| 1250000 | &nbsp;&nbsp; 1256027 |
| SERVPRO Master Issuer LLC, "A2", Series 2025-1A, 144A, 5.525%, 10/25/2055 | 1246875 | &nbsp;&nbsp; 1248198 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO 29 Ltd., "B", Series 2025-29A, 144A, 3 mo. USD Term SOFR + <br> 1.65%, 5.318% (a), 7/17/2038<br>| 500000 | &nbsp;&nbsp; 502065 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XIV Ltd., "A2R2", Series 2019-14A, 144A, 3 mo. USD Term SOFR + <br> 1.4%, 5.07% (a), 1/20/2038<br>| 1600000 | &nbsp;&nbsp; 1601125 |
| &nbsp;&nbsp;&nbsp; Sound Point CLO XXXII Ltd., "B1", Series 2021-4A, 144A, 3 mo. USD Term SOFR + <br> 2.012%, 5.68% (a), 10/25/2034<br>| 500000 | &nbsp;&nbsp; 500647 |
| Switch ABS Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-2A, 144A, 5.436%, 6/25/2054  | 400000 | &nbsp;&nbsp; 399511 |
| &nbsp;&nbsp;&nbsp; "A2", Series 2024-1A, 144A, 6.28%, 3/25/2054  | 800000 | &nbsp;&nbsp; 809476 |
| Taco Bell Funding LLC, "A2II", Series 2025-1A, 144A, 5.049%, 8/25/2055 | 625000 | &nbsp;&nbsp; 623593 |
| &nbsp;&nbsp;&nbsp; Texas Debt Capital CLO Ltd., "A2R", Series 2023-1A, 144A, 3 mo. USD Term SOFR + <br> 1.55%, 5.218% (a), 7/20/2038<br>| 1500000 | &nbsp;&nbsp; 1506967 |
| &nbsp;&nbsp;&nbsp; TICP CLO XI Ltd., "AR", Series 2018-11A, 144A, 3 mo. USD Term SOFR + 1.53%, <br> 5.198% (a), 4/25/2037<br>| 800000 | &nbsp;&nbsp; 801610 |
| Wendy's Funding LLC, "A2I", Series 2025-1A, 144A, 5.422%, 12/15/2055 | 1250000 | &nbsp;&nbsp; 1251351 |
| Wingstop Funding LLC, "A2", Series 2024-1A, 144A, 5.858%, 12/5/2054 | 400000 | &nbsp;&nbsp; 410986 |
|  |  | &nbsp;&nbsp; **32842998** |
| **Total Asset-Backed** (Cost $45,931,448) | **Total Asset-Backed** (Cost $45,931,448) | &nbsp;&nbsp; **45905995** |
| **Mortgage-Backed Securities Pass-Throughs 4.1%** | **Mortgage-Backed Securities Pass-Throughs 4.1%** |  |
| Federal Home Loan Mortgage Corp., 6.0%, 1/1/2055 | 3672088 | &nbsp;&nbsp; 3792361 |

---

------

---

| | | |
|:---|:---|:---|
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 5.0%, 2/1/2056, TBA  | 2100000 | &nbsp;&nbsp; 2098963 |
| &nbsp;&nbsp;&nbsp; 6.0%, 2/1/2055  | 1379430 | &nbsp;&nbsp; 1423179 |
| &nbsp;&nbsp;&nbsp; 6.0%, 2/1/2056, TBA  | 10500000 | &nbsp;&nbsp; 10750530 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; 5.5%, 2/1/2056, TBA  | 7000000 | &nbsp;&nbsp; 7075460 |
| &nbsp;&nbsp;&nbsp; 6.5%, 8/20/2034  | 9036 | &nbsp;&nbsp; 9639 |
| **Total Mortgage-Backed Securities Pass-Throughs** (Cost $25,072,036) | **Total Mortgage-Backed Securities Pass-Throughs** (Cost $25,072,036) | &nbsp;&nbsp; **25150132** |
| **Commercial Mortgage-Backed Securities 2.2%** | **Commercial Mortgage-Backed Securities 2.2%** |  |
| 20 Times Square Trust, "C", Series 2018-20TS, 144A, 3.1% (a), 5/15/2035 | 800000 | &nbsp;&nbsp; 750000 |
| BAHA Trust, "A", Series 2024-MAR, 144A, 6.171% (a), 12/10/2041 | 524000 | &nbsp;&nbsp; 543685 |
| BPR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "B", Series 2021-TY, 144A, 1 mo. USD Term SOFR + 1.264%, 4.945% (a), <br> 9/15/2038 <br>| 600000 | &nbsp;&nbsp; 599619 |
| &nbsp;&nbsp;&nbsp; "A", Series 2024-PMDW, 144A, 5.358%, 11/5/2041  | 536000 | &nbsp;&nbsp; 548111 |
| BX Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "D", Series 2019-OC11, 144A, 3.944% (a), 12/9/2041  | 700000 | &nbsp;&nbsp; 669380 |
| &nbsp;&nbsp;&nbsp; "B", Series 2025-ARIA, 144A, 5.177%, 12/13/2042  | 500000 | &nbsp;&nbsp; 506104 |
| BXP Trust, "B", Series 2021-601L, 144A, 2.775% (a), 1/15/2044 | 750000 | &nbsp;&nbsp; 654095 |
| CSAIL Commercial Mortgage Trust, "AS", Series 2016-C6, 3.346%, 1/15/2049 | 500000 | &nbsp;&nbsp; 496927 |
| &nbsp;&nbsp;&nbsp; Fontainebleau Miami Beach Mortgage Trust, "B", Series 2024-FBLU, 144A, 1 mo. USD <br> Term SOFR + 1.85%, 5.53% (a), 12/15/2039<br>| 563000 | &nbsp;&nbsp; 564759 |
| Hudson Yards Mortgage Trust, "C", Series 2025-SPRL, 144A, 5.952% (a), 1/13/2040 | 225000 | &nbsp;&nbsp; 233223 |
| IRV Trust, "C", Series 2025-200P, 144A, 5.73% (a), 3/14/2047 | 667000 | &nbsp;&nbsp; 674977 |
| JPMorgan Chase Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp; "A", Series 2021-1MEM, 144A, 2.516%, 10/9/2042  | 1000000 | &nbsp;&nbsp; 846510 |
| &nbsp;&nbsp;&nbsp; "A", Series 2016-NINE, 144A, 2.854% (a), 9/6/2038  | 750000 | &nbsp;&nbsp; 743108 |
| &nbsp;&nbsp;&nbsp; "A", Series 2019-OSB, 144A, 3.397%, 6/5/2039  | 500000 | &nbsp;&nbsp; 474628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A", Series 2018-PHH, 144A, 1 mo. USD Term SOFR + 1.257%, 4.937% (a), <br> 6/15/2035 <br>| 1550537 | &nbsp;&nbsp; 1310229 |
| &nbsp;&nbsp;&nbsp; JW Commercial Mortgage Trust, "B", Series 2024-MRCO, 144A, 1 mo. USD Term <br> SOFR + 1.941%, 5.621% (a), 6/15/2039<br>| 970000 | &nbsp;&nbsp; 973030 |
| &nbsp;&nbsp;&nbsp; KIND Trust, "A", Series 2021-KIND, 144A, 1 mo. USD Term SOFR + 1.064%, 4.75% <br> (a), 8/15/2038<br>| 396688 | &nbsp;&nbsp; 395948 |
| ROCK Trust, "A", Series 2024-CNTR, 144A, 5.388%, 11/13/2041 | 635000 | &nbsp;&nbsp; 653229 |
| &nbsp;&nbsp;&nbsp; SWCH Commercial Mortgage Trust, "A", Series 2025-DATA, 144A, 1 mo. USD Term <br> SOFR + 1.443%, 5.123% (a), 2/15/2042<br>| 800000 | &nbsp;&nbsp; 794250 |
| &nbsp;&nbsp;&nbsp; U.S. Bank C&I Credit-Linked Notes, "C", Series 2025-SUP2, 144A, 30 day USD SOFR <br> Average + 1.9%, 5.597% (a), 9/25/2032<br>| 648313 | &nbsp;&nbsp; 648959 |
| &nbsp;&nbsp;&nbsp; WHARF Commercial Mortgage Trust, "B", Series 2025-DC, 144A, 5.729% (a), <br> 7/15/2040<br>| 200000 | &nbsp;&nbsp; 204895 |
| **Total Commercial Mortgage-Backed Securities** (Cost $12,778,328) | **Total Commercial Mortgage-Backed Securities** (Cost $12,778,328) | &nbsp;&nbsp; **13285666** |
| **Collateralized Mortgage Obligations 3.3%** | **Collateralized Mortgage Obligations 3.3%** | **Collateralized Mortgage Obligations 3.3%** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp; "DI", Series 5011, Interest Only, 2.0%, 7/25/2050  | 2717334 | &nbsp;&nbsp; 374399 |
| &nbsp;&nbsp;&nbsp; "MI", Series 5034, Interest Only, 2.0%, 11/25/2050  | 1859640 | &nbsp;&nbsp; 249924 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp; "AO", Series 2023-53, Principal Only, Zero Coupon, 11/25/2053  | 1265974 | &nbsp;&nbsp; 1135046 |
| &nbsp;&nbsp;&nbsp; "FE", Series 2024-87, 30 day USD SOFR Average + 1.85%, 5.547% (a), 12/25/2054  | 1162132 | &nbsp;&nbsp; 1180244 |
| &nbsp;&nbsp;&nbsp; "FG", Series 2023-53, 30 day USD SOFR Average + 1.9%, 5.597% (a), 11/25/2053  | 9494803 | &nbsp;&nbsp; 9682912 |
| &nbsp;&nbsp;&nbsp; "I", Series 2003-84, Interest Only, 6.0%, 9/25/2033  | 77860 | &nbsp;&nbsp; 10768 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Structured Agency Credit Risk Debt Notes, "M2", Series 2019-DNA2, <br> 144A, 30 day USD SOFR Average + 2.564%, 6.262% (a), 3/25/2049<br>| 646972 | &nbsp;&nbsp; 660319 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Government National Mortgage Association: |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-19, Interest Only, 2.0%, 1/20/2051  |  | 3223989 | &nbsp;&nbsp; 387015 |
| &nbsp;&nbsp;&nbsp; "QI", Series 2021-225, Interest Only, 2.5%, 12/20/2051  |  | 3620166 | &nbsp;&nbsp; 483818 |
| &nbsp;&nbsp;&nbsp; "AZ", Series 2023-120, 5.5%, 8/20/2053  |  | 1141808 | &nbsp;&nbsp; 1155408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "SG", Series 2025-60, 14.875% minus (2.5 x 30 day USD SOFR Average), 5.618% <br> (a), 4/20/2055 <br>|  | 2101664 | &nbsp;&nbsp; 2078101 |
| JPMorgan Mortgage Trust: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; "A11", Series 2024-6, 144A, 30 day USD SOFR Average + 1.25%, 4.947% (a), <br> 12/25/2054 <br>|  | 422156 | &nbsp;&nbsp; 423815 |
| &nbsp;&nbsp;&nbsp; "A1", Series 2025-DSC1, 144A, 5.577%, 9/25/2065  |  | 744413 | &nbsp;&nbsp; 753505 |
| Sequoia Mortgage Trust, "A3", Series 2024-INV1, 144A, 5.5%, 10/25/2054 |  | 1011222 | &nbsp;&nbsp; 1019348 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bank, "M1", Series 2021-CL2, 144A, 30 day USD SOFR Average + <br> 3.15%, 6.847% (a), 7/25/2059<br>|  | 831075 | &nbsp;&nbsp; 876839 |
| **Total Collateralized Mortgage Obligations** (Cost $19,866,076) | **Total Collateralized Mortgage Obligations** (Cost $19,866,076) | **Total Collateralized Mortgage Obligations** (Cost $19,866,076) | &nbsp;&nbsp; **20471461** |
| **Government & Agency Obligations 15.9%** | **Government & Agency Obligations 15.9%** | **Government & Agency Obligations 15.9%** | **Government & Agency Obligations 15.9%** |
| **Sovereign Bonds 3.8%** | **Sovereign Bonds 3.8%** | **Sovereign Bonds 3.8%** |  |
| African Development Bank, 5.875%, Perpetual |  | 1550000 | &nbsp;&nbsp; 1546601 |
| Brazilian Government International Bond, 6.0%, 10/20/2033 |  | 950000 | &nbsp;&nbsp; 960070 |
| Colombia Government International Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.0%, 9/19/2032  | EUR | 3850000 | &nbsp;&nbsp; 4412368 |
| &nbsp;&nbsp;&nbsp; 6.125%, 1/21/2031  |  | 1095000 | &nbsp;&nbsp; 1090401 |
| Eagle Funding Luxco SARL, 144A, 5.5%, 8/17/2030 |  | 994000 | &nbsp;&nbsp; 1009725 |
| Hungary Government Bond, 1.5%, 8/26/2026 | HUF | 1070000000 | &nbsp;&nbsp; 3245354 |
| Mexico Cetes, Zero Coupon, 3/5/2026 | MXN | 117000000 | &nbsp;&nbsp; 6652364 |
| Mexico Government International Bond, 5.625%, 2/9/2034 |  | 4604000 | &nbsp;&nbsp; 4587149 |
|  |  |  | &nbsp;&nbsp; **23504032** |
| **U.S. Treasury Obligations 12.1%** | **U.S. Treasury Obligations 12.1%** | **U.S. Treasury Obligations 12.1%** |  |
| U.S. Treasury Bills, 3.613% (f), 8/6/2026 (g) |  | 20000000 | &nbsp;&nbsp; 19638582 |
| U.S. Treasury Bonds, 4.625%, 2/15/2055 |  | 2665300 | &nbsp;&nbsp; 2553274 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Floating Rate Notes, 3 mo. Treasury money market yield + 0.182%, <br> 3.795% (a), 7/31/2026<br>|  | 6100000 | &nbsp;&nbsp; 6103425 |
| U.S. Treasury Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.875%, 7/31/2027  |  | 34706400 | &nbsp;&nbsp; 34875865 |
| &nbsp;&nbsp;&nbsp; 3.875%, 8/31/2032  |  | 1500000 | &nbsp;&nbsp; 1489570 |
| &nbsp;&nbsp;&nbsp; 4.0%, 3/31/2030  |  | 2805900 | &nbsp;&nbsp; 2833849 |
| &nbsp;&nbsp;&nbsp; 4.25%, 6/30/2029  |  | 1203200 | &nbsp;&nbsp; 1225807 |
| &nbsp;&nbsp;&nbsp; 4.25%, 8/15/2035  |  | 5302000 | &nbsp;&nbsp; 5306971 |
|  |  |  | &nbsp;&nbsp; **74027343** |
| **Total Government & Agency Obligations** (Cost $96,928,768) | **Total Government & Agency Obligations** (Cost $96,928,768) | **Total Government & Agency Obligations** (Cost $96,928,768) | &nbsp;&nbsp; **97531375** |
| **Loan Participations and Assignments 0.2%** | **Loan Participations and Assignments 0.2%** | **Loan Participations and Assignments 0.2%** | **Loan Participations and Assignments 0.2%** |
| **Senior Loan (a) 0.2%** | **Senior Loan (a) 0.2%** | **Senior Loan (a) 0.2%** |  |
| &nbsp;&nbsp;&nbsp; TransDigm, Inc., Term Loan J, 1 mo. USD Term SOFR + 2.5%, 6.172%, 2/28/2031 <br> (Cost $1,028,157)<br>|  | 1028382 | &nbsp;&nbsp; **1029066** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares**  | **Value ($)** |
| **Exchange-Traded Funds 2.8%** | **Exchange-Traded Funds 2.8%** | **Exchange-Traded Funds 2.8%** |
| VanEck JPMorgan EM Local Currency Bond ETF (d) (Cost $16,851,745) | 652175 | &nbsp;&nbsp; **17152203** |
| **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** |
| &nbsp;&nbsp;&nbsp; DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional <br> Shares", 3.56% (h) (i) (Cost $29,255,280)<br>| 29255280 | &nbsp;&nbsp; **29255280** |

---

------

---

| | | |
|:---|:---|:---|
| **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** |
| DWS Central Cash Management Government Fund, 3.67% (h) (Cost $38,473,016) | 38473016 | &nbsp;&nbsp; **38473016** |

---

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

---

| | | |
|:---|:---|:---|
|  | **% of** <br>**Net Assets**<br>| **Value ($)** |
| **Total Investment Portfolio** (Cost $624,245,858) | 106.8 | &nbsp;&nbsp; **653838922** |
| **Other Assets and Liabilities, Net**  | (6.8)<br>| &nbsp;&nbsp; **(41665896)**<br>|
| **Net Assets** | 100.0 | &nbsp;&nbsp; **612173026** |

---

*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 January 31, 2026 are as follows:* 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at** <br>**10/31/2025**<br>| &nbsp;&nbsp;&nbsp; **Purchases** <br>**Cost ($)**<br>| &nbsp;&nbsp;&nbsp; **Sales** <br>**Proceeds ($)**<br>| &nbsp;&nbsp;&nbsp; **Net** <br>**Realized** <br>**Gain/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Loss) ($)**<br>| &nbsp;&nbsp;&nbsp; **Net** <br>**Change in** <br>**Unrealized** <br>**Appreci-** <br>**ation** <br>**(Deprecia-** <br>**tion) ($)**<br>| **Income ($)** | &nbsp;&nbsp;&nbsp; **Capital** <br>**Gain** <br>**Distribu-** <br>**tions ($)**<br>| &nbsp;&nbsp;&nbsp; **Number of** <br>**Shares at** <br>**1/31/2026**<br>| &nbsp;&nbsp;&nbsp; **Value ($) at** <br>**1/31/2026**<br>|
| **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** | **Securities Lending Collateral 4.8%** |
| DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", <br>3.56% (h) (i) |
| 16903009  | 12,352,271 (j) | —  | —  | —  | 34406  | —  | 29255280  | 29255280  |
| **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** | **Cash Equivalents 6.3%** |
| DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) | DWS Central Cash Management Government Fund, 3.67% (h) |
| 44605707  | 44057848  | 50190539  | —  | —  | 385969  | —  | 38473016  | 38473016  |
| **61508716** | **56410119** | **50190539** | **—** | **—** | **420375** | **—** | **67728296** | **67728296** |

---

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

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

*(a)* *Variable or floating rate security. These securities are shown at their current rate as of January 31, 2026. 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.* 

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

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

*(d)* *All or a portion of these securities were on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that* *are also on loan. The value of securities loaned at January 31, 2026 amounted to $28,240,807, which is 4.6% of net assets.* 

*(e)* *When-issued security.*

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

*(g)* *At January 31, 2026, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures* *contracts.* 

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

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

*(j)* *Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash collateral for the period* *ended January 31, 2026.* 

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

---

| |
|:---|
| *144A: Security exempt from registration under Rule 144A under the Securities Act of 1933. These securities may be resold in* <br> *transactions exempt from registration, normally to qualified institutional buyers.*<br>|
| *ADR: American Depositary Receipt* |
| *CLO: Collateralized Loan Obligation* |

---

------

---

| |
|:---|
| *CMT: Constant Maturity Treasury* |
| *FTSE: Financial Times and the London Stock Exchange* |
| *GDR: Global Depositary Receipt* |
| *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>|
| *MSCI: Morgan Stanley Capital International* |
| *Perpetual: Callable security with no stated maturity date.*  |
| *Principal Only: Principal Only (PO) bonds represent the "principal only" portion of payments on a pool of underlying mortgages or* <br> *mortgage-backed securities.*<br>|
| *REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the account or* <br> *benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the* <br> *Securities Act of 1933.*<br>|
| *REIT: Real Estate Investment Trust* |
| *S&P: Standard & Poor's* |
| *SOFR: Secured Overnight Financing Rate* |
| *TBA: To Be Announced* |

---

*Included in the portfolio are investments in mortgage or asset-backed securities which are interests in separate pools of mortgages orassets. Effective maturities of these investments may be shorter than stated maturities due to prepayments.*

*At January 31, 2026, open futures contracts purchased were as follows:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Futures** | **Currency** | &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Contracts** | &nbsp;&nbsp;&nbsp; **Notional** <br>**Amount ($)**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**Value ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation/** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(Depreciation) ($)**<br>|
| DAX Index  | EUR | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 20<br>| &nbsp;&nbsp;&nbsp;&nbsp; 14425862 | &nbsp;&nbsp;&nbsp;&nbsp; 14589282<br>| &nbsp;&nbsp;&nbsp;&nbsp; 163420 |
| E-Mini S&P 500 <br> Index <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 37<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12858143 | &nbsp;&nbsp;&nbsp;&nbsp; 12886638<br>| &nbsp;&nbsp;&nbsp;&nbsp; 28495 |
| Eurex 10 Year <br> Euro Bund <br>| EUR | 3/6/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 96<br>| &nbsp;&nbsp;&nbsp;&nbsp; 14562628 | &nbsp;&nbsp;&nbsp;&nbsp; 14584920<br>| &nbsp;&nbsp;&nbsp;&nbsp; 22292 |
| FTSE 100 Index  | GBP | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 82<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10949103 | &nbsp;&nbsp;&nbsp;&nbsp; 11433101<br>| &nbsp;&nbsp;&nbsp;&nbsp; 483998 |
| MSCI Emerging <br> Markets Index <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 358<br>| &nbsp;&nbsp;&nbsp;&nbsp; 24935881 | &nbsp;&nbsp;&nbsp;&nbsp; 27222320<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2286439 |
| MSCI World <br> Index <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 500<br>| &nbsp;&nbsp;&nbsp;&nbsp; 71921420 | &nbsp;&nbsp;&nbsp;&nbsp; 72955000<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1033580 |
| Nikkei 225 Index  | JPY | 3/12/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 142<br>| &nbsp;&nbsp;&nbsp;&nbsp; 24145824 | &nbsp;&nbsp;&nbsp;&nbsp; 24528399<br>| &nbsp;&nbsp;&nbsp;&nbsp; 382575 |
| Russell E-Mini <br> 2000 Index <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 142<br>| &nbsp;&nbsp;&nbsp;&nbsp; 18317972 | &nbsp;&nbsp;&nbsp;&nbsp; 18634660<br>| &nbsp;&nbsp;&nbsp;&nbsp; 316688 |
| Ultra 10 Year <br> U.S. Treasury <br> Note <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 55<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6345196 | &nbsp;&nbsp;&nbsp;&nbsp; 6278594<br>| &nbsp;&nbsp;&nbsp;&nbsp; (66602)<br>|
| Ultra Long <br> U.S. Treasury <br> Bond <br>| USD | 3/20/2026  | &nbsp;&nbsp;&nbsp;&nbsp; 67<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8071944 | &nbsp;&nbsp;&nbsp;&nbsp; 7868313<br>| &nbsp;&nbsp;&nbsp;&nbsp; (203631)<br>|
| **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | **Total net unrealized appreciation** | &nbsp;&nbsp;&nbsp;&nbsp; **4447254** |

---

*At January 31, 2026, the Fund had the following open forward foreign currency contracts:* 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange For** | **In Exchange For** | **Settlement** <br>**Date**<br>| **Unrealized** <br>**Appreciation ($)**<br>| **Counterparty** |
| &nbsp;&nbsp; USD | 12492380 | SEK | 117500000 | 2/11/2026 | 703983 | BNP Paribas  |
| &nbsp;&nbsp; USD | 7954685 | GBP | 5929620 | 3/17/2026 | 158686 | Australia and New Zealand <br> Banking Group Ltd. <br>|
| &nbsp;&nbsp; JPY | 1223277761 | USD | 7962513 | 3/17/2026 | 29672 | Australia and New Zealand <br> Banking Group Ltd. <br>|

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange For** | **In Exchange For** | **Settlement**<br> **Date**<br>| **Unrealized**<br> **Appreciation ($)**<br>| **Counterparty** |
| &nbsp;&nbsp; USD | 11946032 | EUR | 10100000 | 3/17/2026 | 49708 | State Street Bank and Trust  |
| &nbsp;&nbsp; JPY | 1841000000 | USD | 11982877 | 3/17/2026 | 44165 | Goldman Sachs & Co.  |
| &nbsp;&nbsp; USD | 11822021 | JPY | 1841000000 | 3/17/2026 | 116691 | State Street Bank and Trust  |
| **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **Total unrealized appreciation** | **1102905** |  |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange For** | **In Exchange For** | **Settlement** <br>**Date**<br>| **Unrealized** <br>**Depreciation ($)**<br>| **Counterparty** |
| &nbsp;&nbsp; SEK | 117500000 | USD | 12693053 | 2/11/2026 | (503310)<br>| BNP Paribas  |
| &nbsp;&nbsp; EUR | 10100000 | USD | 11842183 | 3/17/2026 | (153556)<br>| Australia and New Zealand <br> Banking Group Ltd. <br>|
| **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **Total unrealized depreciation** | **(656866)**<br>|  |

---

***Currency Abbreviation(s)***

------

---

| | |
|:---|:---|
| *EUR* | *Euro* |
| *GBP* | *British Pound* |
| *HUF* | *Hungarian Forint* |
| *JPY* | *Japanese Yen* |
| *MXN* | *Mexican Peso* |
| *SEK* | *Swedish Krona* |
| *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 January 31, 2026 in valuing the Fund's investments.* 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services  | $19257271 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $19257271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary  | 20904342 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 20904342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples  | 5753048 | &nbsp;&nbsp; 5479207 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11232255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy  | 7955904 | &nbsp;&nbsp; 373325 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8329229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials  | 25375003 | &nbsp;&nbsp; 13078546 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38453549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care  | 10179744 | &nbsp;&nbsp; 9121519 | &nbsp;&nbsp; — | &nbsp;&nbsp; 19301263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials  | 14406143 | &nbsp;&nbsp; 9775605 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24181748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology  | 55688451 | &nbsp;&nbsp; 2653950 | &nbsp;&nbsp; — | &nbsp;&nbsp; 58342401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials  | 7389913 | &nbsp;&nbsp; 1307539 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8697452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate  | 3870905 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3870905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities  | 5319888 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5319888 |
| Preferred Stocks (a) | 15710798 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 15710798 |
| Rights  |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 1122 | &nbsp;&nbsp; 1122 |
| Warrants  |  | &nbsp;&nbsp; — | &nbsp;&nbsp; 4763 | &nbsp;&nbsp; 4763 |
| Corporate Bonds (a) |  | &nbsp;&nbsp; 131977742 | &nbsp;&nbsp; — | &nbsp;&nbsp; 131977742 |
| Asset-Backed (a) |  | &nbsp;&nbsp; 45905995 | &nbsp;&nbsp; — | &nbsp;&nbsp; 45905995 |
| Mortgage-Backed Securities Pass-Throughs  |  | &nbsp;&nbsp; 25150132 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25150132 |
| Commercial Mortgage-Backed Securities  |  | &nbsp;&nbsp; 13285666 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13285666 |
| Collateralized Mortgage Obligations  |  | &nbsp;&nbsp; 20471461 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20471461 |
| Government & Agency Obligations (a) |  | &nbsp;&nbsp; 97531375 | &nbsp;&nbsp; — | &nbsp;&nbsp; 97531375 |
| Loan Participations and Assignments  |  | &nbsp;&nbsp; 1029066 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1029066 |
| Exchange-Traded Funds  | 17152203 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 17152203 |
| Short-Term Investments  | 67728296 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 67728296 |
| Derivatives (b) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts  | 4717487 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4717487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts  |  | &nbsp;&nbsp; 1102905 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1102905 |
| **Total** | **$281409396** | &nbsp;&nbsp; **$378244033** | &nbsp;&nbsp; **$5885** | &nbsp;&nbsp; **$659659314** |

---

&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  | $(270233)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(270233)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts  |  | &nbsp;&nbsp; (656866)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (656866)<br>|
| **Total** | **$(270233)**<br>| &nbsp;&nbsp; **$(656866)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(927099)**<br>|

---

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

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

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

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

DGIBF-PH1

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-01236

- **c. CIK number of Registrant:** 0000095603

- **d. LEI of Registrant:** IFRD7YR9ULMP0L9V6675

- **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 Global Income Builder Fund

- **b. EDGAR series identifier (if any):** S000006138

- **c. LEI of Series:** NNNPSIE2ND8S9MGMMP15

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $666234536.92

**Total Liabilities:** $53701584.09

**Net Assets:** $612532952.83

**Delayed Delivery Securities:** $3031108.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -610.73000000 | **1-Year:** -7497.18000000 | **5-Year:** -31502.60000000 | **10-Year:** -27665.82000000 | **30-Year:** -19289.24000000

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

- **3-Month:** -177.13000000 | **1-Year:** -4043.04000000 | **5-Year:** -10635.62000000 | **10-Year:** -4980.15000000 | **30-Year:** -2701.55000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016894 | -0.10%               | 0.89%                | 1.73%                |
| Class ID C000016897 | -0.10%               | 0.75%                | 1.62%                |
| Class ID C000016899 | 0.00%                | 0.83%                | 1.73%                |
| Class ID C000016900 | 0.00%                | 0.86%                | 1.73%                |
| Class ID C000148117 | 0.00%                | 0.87%                | 1.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2461609.88              | $-2812230.45                               |
| Month 2  | $825158.97               | $-205427.35                                |
| Month 3  | $3564106.90              | $1036364.95                                |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index

- **Index Identifier:** MSWBA_MIX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                                  | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |      64439 | NS      | $1648349.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                            | AT&T Inc                                                                              | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     100000 | NS      | $2246000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     570000 | PA      | $378581.59    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                                                  | CONTRA ABIOMED INC                                                                    | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |       1100 | NS      | $1122.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                   | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2195982.68   | 0.36%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                           | Adobe Inc                                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       6206 | NS      | $1819909.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1046859.92   | 0.17%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                            | African Development Bank                                                              | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    1550000 | PA      | $1546600.87   | 0.25%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                              | Agnico Eagle Mines Ltd                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      12200 | NS      | $2319133.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                 | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     593000 | PA      | $618226.68    | 0.10%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                        | Alimentation Couche-Tard Inc                                                          | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |      14000 | NS      | $728351.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                   | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |    2200000 | PA      | $2205271.20   | 0.36%             | 2037-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2098962.60   | 0.34%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10500000 | PA      | $10750530.00  | 1.76%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                   | Allstate Corp/The                                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      23600 | NS      | $4696164.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     139050 | PA      | $140361.72    | 0.02%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     139050 | PA      | $140292.94    | 0.02%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                  | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2587683.22   | 0.42%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      18129 | NS      | $6137210.37   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      18217 | NS      | $6157346.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                      | Amazon.com Inc                                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      24900 | NS      | $5958570.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                            | Ameriprise Financial Inc                                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       3480 | NS      | $1834621.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      74625 | NS      | $10751970.00  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XXIV                                                                       | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |     344520 | PA      | $345483.07    | 0.06%             | 2030-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XVIII-R                                                                    | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1002262.00   | 0.16%             | 2038-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     397000 | PA      | $392638.58    | 0.06%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                   | CUSIP: 03990KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $753183.75    | 0.12%             | 2038-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares XLI Clo Ltd                                                                      | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2009698.00   | 0.33%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                      | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $824611.50    | 0.13%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                 | Arista Networks Inc                                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      29028 | NS      | $4114428.72   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                                        | Autodesk Inc                                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      12478 | NS      | $3155311.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $751774.35    | 0.12%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     119894 | NS      | $2110300.56   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524000 | PA      | $543684.58    | 0.09%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1020000 | PA      | $1092209.88   | 0.18%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1575000 | PA      | $1620159.98   | 0.26%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $599619.30    | 0.10%             | 2038-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536000 | PA      | $548110.49    | 0.09%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                            | Brex Commercial Charge Card Master Trust                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $400688.28    | 0.07%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $669380.32    | 0.11%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $654094.80    | 0.11%             | 2044-01-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                                    | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $506103.90    | 0.08%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                    | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501330.00    | 0.08%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                      | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $514801.00    | 0.08%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      92613 | PA      | $92994.61     | 0.02%             | 2031-12-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                                                | Beacon Funding Trust                                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |     770000 | PA      | $782652.90    | 0.13%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $691187.87    | 0.11%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     850000 | PA      | $844134.81    | 0.14%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1353108.90   | 0.22%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                | Booking Holdings Inc                                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        889 | NS      | $4446635.76   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                               | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $603395.76    | 0.10%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     950000 | PA      | $960070.00    | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      15090 | NS      | $4999317.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2828973.60   | 0.46%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     320000 | PA      | $219177.72    | 0.04%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1021800.38   | 0.17%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     453000 | PA      | $466865.56    | 0.08%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1752525.42   | 0.29%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C6 Commercial Mortgage Trust                                               | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $496926.75    | 0.08%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     498000 | PA      | $506702.25    | 0.08%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     880000 | PA      | $888756.47    | 0.15%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1508759.75   | 0.25%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Carnival Corp                                                                       | Carnival Corp                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |      57100 | NS      | $1714142.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS                                                                                 | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   29255280 | NS      | $29255280.00  | 4.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     169000 | PA      | $177413.16    | 0.03%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                  | Cenovus Energy Inc                                                                    | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     208200 | NS      | $4108496.31   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     830000 | PA      | $800591.69    | 0.13%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $413429.98    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     756000 | PA      | $752404.87    | 0.12%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2873851.57   | 0.47%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1764983.80   | 0.29%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     950000 | PA      | $990378.52    | 0.16%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     800000 | PA      | $824102.40    | 0.13%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                 | Cognizant Technology Solutions Corp                                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       5500 | NS      | $451330.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1095000 | PA      | $1090401.00   | 0.18%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                     | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $568825.46    | 0.09%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504000 | PA      | $505791.57    | 0.08%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                           | Constellation Energy Corp                                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       2800 | NS      | $785904.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                      | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     620000 | PA      | $648760.56    | 0.11%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7000000 | PA      | $7075460.00   | 1.16%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                               | Costco Wholesale Corp                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       5344 | NS      | $5024696.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306540 | PA      | $309628.07    | 0.05%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                    | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $836484.00    | 0.14%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $518952.33    | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977153.60   | 0.32%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     437000 | PA      | $453266.75    | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                               | Dell Technologies Inc                                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      19200 | NS      | $2197248.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     865000 | PA      | $846469.50    | 0.14%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                  | Walt Disney Co/The                                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       7000 | NS      | $789600.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     900000 | PA      | $925321.50    | 0.15%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED SEK / SOLD USD                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SE        |          1 | NC      | $703982.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | PURCHASED GBP / SOLD USD                                                              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | GB        |          1 | NC      | $158685.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | PURCHASED USD / SOLD JPY                                                              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $29672.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED EUR / SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $49708.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD JPY                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $44165.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD SEK                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-503309.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                                          | Dover Corp                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      18800 | NS      | $3788012.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                 | Dow Chemical Co/The                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     870000 | PA      | $869293.68    | 0.14%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                                                            | EQT Corp                                                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1288849.15   | 0.21%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     994000 | PA      | $1009725.08   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED JPY / SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $116690.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                          | PURCHASED USD / SOLD EUR                                                              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-153556.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1700000 | PA      | $1745641.60   | 0.28%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      72800 | NS      | $4533984.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                                            | Empresa de los Ferrocarriles del Estado                                               | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     239000 | PA      | $153808.45    | 0.03%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                          | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1012191.00   | 0.17%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     825000 | PA      | $881587.58    | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $723344.30    | 0.12%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1370065.76   | 0.22%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                         | Equinix Inc                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       2655 | NS      | $2179569.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |     250000 | PA      | $252593.90    | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     533000 | PA      | $553308.31    | 0.09%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                   | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     272000 | PA      | $276725.67    | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                      | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       1479 | NS      | $2440792.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1265974 | PA      | $1135045.59   | 0.19%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9494803 | PA      | $9682912.01   | 1.58%             | 2053-11-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1162132 | PA      | $1180244.25   | 0.19%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137F6K55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1859640 | PA      | $249924.04    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137FVSN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2717334 | PA      | $374398.82    | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 31393ENQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77860 | PA      | $10767.95     | 0.00%             | 2033-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3140QWA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1379430 | PA      | $1423179.28   | 0.23%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                      | CUSIP: 31425XDT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3672088 | PA      | $3792361.39   | 0.62%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                   | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      75000 | NS      | $1920000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                      | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1251245.30   | 0.20%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                            | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1715000 | PA      | $1801775.57   | 0.29%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                                                     | First Solar Inc                                                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      10300 | NS      | $2322856.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                    | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     563000 | PA      | $564759.38    | 0.09%             | 2039-12-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     635000 | PA      | $631906.69    | 0.10%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1079691.49   | 0.18%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     350000 | PA      | $368653.43    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     483000 | PA      | $485586.05    | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     668000 | PA      | $702925.53    | 0.11%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                 | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1529073.75   | 0.25%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |     646971 | PA      | $660318.51    | 0.11%             | 2049-03-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36290S6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9036 | PA      | $9638.69      | 0.00%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                        | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       6840 | NS      | $2098443.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1197825.05   | 0.20%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     580000 | PA      | $615826.46    | 0.10%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     154000 | PA      | $154666.03    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1100694.69   | 0.18%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                                     | Gold Fields Ltd                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      19287 | NS      | $966664.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1411138.32   | 0.23%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                               | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     880000 | PA      | $877569.18    | 0.14%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3223989 | PA      | $387015.50    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38383FVU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3620165 | PA      | $483818.10    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384CTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1141808 | PA      | $1155408.06   | 0.19%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38385FE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2101664 | PA      | $2078100.51   | 0.34%             | 2055-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     837000 | PA      | $867663.50    | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     780000 | PA      | $797581.70    | 0.13%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1456931.00   | 0.24%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     609000 | PA      | $625537.43    | 0.10%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                              | HP Inc                                                                                | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     810000 | PA      | $852578.55    | 0.14%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                      | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179573 | PA      | $183084.09    | 0.03%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                                                                   | HERCULES TR II                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |        506 | NS      | $4763.18      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    1433333 | PA      | $1439406.22   | 0.23%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2025-B LLC                                                                      | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     789906 | PA      | $790815.32    | 0.13%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                   | Hon Hai Precision Industry Co Ltd                                                     | CUSIP: 438090805<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      24002 | NS      | $334347.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                          | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500221.90    | 0.08%             | 2032-11-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     206337 | PA      | $209721.36    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     264896 | PA      | $267755.47    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                 | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $233222.99    | 0.04%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     667000 | PA      | $674977.25    | 0.11%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                          | Intuit Inc                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       1916 | NS      | $955930.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                              | Intuitive Surgical Inc                                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        759 | NS      | $382702.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    2800000 | PA      | $2829374.80   | 0.46%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Itau Unibanco Holding SA                                                            | Itau Unibanco Holding SA                                                              | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     133900 | NS      | $1150201.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                             | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     744413 | PA      | $753505.47    | 0.12%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $743107.58    | 0.12%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550537 | PA      | $1310229.26   | 0.21%             | 2035-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $474627.45    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM                        | CUSIP: 46654BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $846510.10    | 0.14%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $973029.80    | 0.16%             | 2039-06-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                | CUSIP: 46657YAP9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     422156 | PA      | $423814.95    | 0.07%             | 2054-12-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1087000 | PA      | $1198409.89   | 0.20%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     595500 | PA      | $607698.88    | 0.10%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1551416.90   | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2109916.00   | 0.34%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     396688 | PA      | $395947.82    | 0.06%             | 2038-08-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                               | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      75000 | NS      | $1887750.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                                                   | Kimco Realty Corp                                                                     | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |      75000 | NS      | $1513500.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     894000 | PA      | $920567.89    | 0.15%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      49300 | NS      | $2599589.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                                 | Leidos Holdings Inc                                                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       5700 | NS      | $1073196.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1385537.80   | 0.23%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       5768 | NS      | $5982281.20   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                         | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1161044.51   | 0.19%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                        | CUSIP: 55389RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     728127 | PA      | $727681.62    | 0.12%             | 2044-10-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     755000 | PA      | $664400.00    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1163465.17   | 0.19%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $802732.32    | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       9669 | NS      | $4160474.01   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1005465.30   | 0.16%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      23491 | NS      | $580635.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                       | BHP Group Ltd                                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      37897 | NS      | $1307538.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     800000 | PA      | $835750.49    | 0.14%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      75000 | NS      | $1846500.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                        | CUSIP: 61945VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1148492 | PA      | $891673.06    | 0.15%             | 2053-06-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                                    | Transurban Group                                                                      | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |      37123 | NS      | $360564.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                  | Hong Kong Exchanges & Clearing Ltd                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      18000 | NS      | $991617.43    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     401566 | PA      | $407061.99    | 0.07%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1324398.58   | 0.22%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     527000 | PA      | $524562.05    | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1677442.19   | 0.27%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NetEase Inc                                                                         | NetEase Inc                                                                           | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      32500 | NS      | $4186975.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                                                   | Japan Tobacco Inc                                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     134500 | NS      | $4859656.78   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     537000 | PA      | $570577.00    | 0.09%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1704131.55   | 0.28%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                               | Nippon Life Insurance Co                                                              | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     700000 | PA      | $630617.26    | 0.10%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                       | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1700000 | PA      | $1738061.30   | 0.28%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Renesas Electronics Corp                                                            | Renesas Electronics Corp                                                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     159500 | NS      | $2653950.11   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                                         | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $404758.92    | 0.07%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                          | Nucor Corp                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      21100 | NS      | $3749892.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                 | NuStar Logistics LP                                                                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3190398.75   | 0.52%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      58299 | NS      | $11142687.87  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                             | QBE Insurance Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     192130 | NS      | $2643035.59   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1961713.30   | 0.32%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Octagon 63 Ltd                                                                      | Octagon 63 Ltd                                                                        | CUSIP: 67578VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1903625.20   | 0.31%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1023809.85   | 0.17%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                           | ONEOK Inc                                                                             | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1662754.64   | 0.27%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1052526.60   | 0.17%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $317030.97    | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     501000 | PA      | $441768.57    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     525000 | PA      | $541825.71    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                             | PTC Inc                                                                               | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |       2400 | NS      | $374712.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     286000 | PA      | $274989.33    | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2020-3 Ltd                                                          | CUSIP: 69701RBN6<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1000779.00   | 0.16%             | 2036-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                                              | Palo Alto Networks Inc                                                                | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      11900 | NS      | $2105943.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                                | Parker-Hannifin Corp                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       3324 | NS      | $3110732.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                                                                 | PayPal Holdings Inc                                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       5100 | NS      | $268719.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                         | Novartis AG                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      58324 | NS      | $8640477.93   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                             | ABB Ltd                                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      51002 | NS      | $4397649.48   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1088120.00   | 0.18%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     825000 | PA      | $810562.50    | 0.13%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66                                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      26800 | NS      | $3847408.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1052906.03   | 0.17%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     325000 | PA      | $326764.10    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                                      | Pikes Peak CLO 14 2023 Ltd                                                            | CUSIP: 72134CAQ4<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1002139.00   | 0.16%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                            | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     338000 | PA      | $339869.81    | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                | Progressive Corp/The                                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       1000 | NS      | $208000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                        | Prologis Inc                                                                          | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |        236 | NS      | $12498.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                         | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     818970 | PA      | $822606.14    | 0.13%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                         | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     419046 | PA      | $423420.72    | 0.07%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     635000 | PA      | $653229.20    | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004225.00   | 0.16%             | 2040-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 23 Ltd                                                                        | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3507962.50   | 0.57%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                       | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       5145 | NS      | $3814760.25   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $653447.60    | 0.11%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                                  | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2655236.11   | 0.43%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $794250.00    | 0.13%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                          | Samsung Electronics Co Ltd                                                            | CUSIP: 796050201<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        156 | NS      | $313560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                          | Samsung Electronics Co Ltd                                                            | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       2356 | NS      | $6488424.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $407238.56    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     800000 | PA      | $819914.12    | 0.13%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1450000 | PA      | $1427072.60   | 0.23%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                             | Charles Schwab Corp/The                                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      20400 | NS      | $2119968.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      75000 | NS      | $1899750.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2387093.52   | 0.39%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $985047.32    | 0.16%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                                                    | Sculptor CLO XXVI Ltd                                                                 | CUSIP: 81124TAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1256027.50   | 0.21%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     268058 | PA      | $270943.60    | 0.04%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     800000 | PA      | $800752.64    | 0.13%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1783309.50   | 0.29%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-INV1                                                      | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1011222 | PA      | $1019348.45   | 0.17%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1246875 | PA      | $1248197.81   | 0.20%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                              | CUSIP: 828806885<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EP               |  | US        |      17000 | NS      | $915450.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO 29 Ltd                                                               | CUSIP: 83013BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $502065.00    | 0.08%             | 2038-07-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XIV Ltd                                                              | CUSIP: 83013NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1601124.80   | 0.26%             | 2038-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1275000 | PA      | $1336943.63   | 0.22%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXXII Ltd                                                             | CUSIP: 83616AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500647.00    | 0.08%             | 2034-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1231450.13   | 0.20%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1080649.33   | 0.18%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                            | Southwestern Public Service Co                                                        | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1234434.73   | 0.20%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     141000 | PA      | $144029.08    | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                            | Stanley Black & Decker Inc                                                            | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2475248.50   | 0.40%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                     | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1541178.11   | 0.25%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1450000 | PA      | $1477290.45   | 0.24%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $809476.24    | 0.13%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $399511.44    | 0.07%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      12992 | NS      | $943608.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1049939.27   | 0.17%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                       | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $801609.60    | 0.13%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     460000 | PA      | $464754.78    | 0.08%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     625000 | PA      | $623592.75    | 0.10%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001297.30   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                                  | Teck Resources Ltd                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       6600 | NS      | $354223.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                                                | Tencent Holdings Ltd                                                                  | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      26000 | NS      | $1986140.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                     | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1506967.50   | 0.25%             | 2038-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                   | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     704846 | PA      | $713362.28    | 0.12%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1028382 | PA      | $1029066.13   | 0.17%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                               | Travelers Cos Inc/The                                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      24060 | NS      | $6845310.60   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                                                                  | Trip.com Group Ltd                                                                    | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |       1600 | NS      | $98192.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003232.00   | 0.33%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $750000.00    | 0.12%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     743000 | PA      | $678587.55    | 0.11%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     648313 | PA      | $648959.34    | 0.11%             | 2032-09-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                             | United Airlines 2023-1 Class A Pass Through Trust                                     | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1274879 | PA      | $1332815.48   | 0.22%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust                                               | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000365.20   | 0.16%             | 2029-05-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust                                               | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $600334.56    | 0.10%             | 2031-06-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                  | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4604000 | PA      | $4587149.36   | 0.75%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     620000 | PA      | $635411.96    | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   20000000 | PA      | $19638582.00  | 3.21%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2665300 | PA      | $2553274.11   | 0.42%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3931200 | PA      | $3931200.00   | 0.64%             | 2026-01-31      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1203200 | PA      | $1225807.00   | 0.20%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6100000 | PA      | $6103424.60   | 1.00%             | 2026-07-31      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2805900 | PA      | $2833849.40   | 0.46%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34706400 | PA      | $34875864.76  | 5.69%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5302000 | PA      | $5306970.63   | 0.87%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1489570.32   | 0.24%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                      | VanEck J. P. Morgan EM Local Currency Bond ETF                                        | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     652175 | NS      | $17152202.50  | 2.80%             |  |  |  | No            |                  1 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     940000 | PA      | $815680.11    | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     850000 | PA      | $813179.12    | 0.13%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                                 | VICI Properties Inc                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      49500 | NS      | $1389960.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                         | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $947003.39    | 0.15%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                               | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $204895.24    | 0.03%             | 2040-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      75000 | NS      | $1821000.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1307305.65   | 0.21%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                       | Welltower Inc                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       1600 | NS      | $301376.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                   | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1251351.13   | 0.20%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                               | Western Alliance Bank                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |     831074 | PA      | $876838.90    | 0.14%             | 2059-07-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     525000 | PA      | $528509.58    | 0.09%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $410985.80    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   38353500 | NS      | $38353499.63  | 6.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |      72647 | NS      | $3425689.80   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                   | Siemens Energy AG                                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       1218 | NS      | $208890.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1070000000 | PA      | $3245353.97   | 0.53%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                           | Woodside Energy Group Ltd                                                             | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      21160 | NS      | $373324.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                        | Ferrovial SE                                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      26143 | NS      | $1766582.61   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                                        | Mexico Cetes                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | STIV             | NUSS              | MX        |  117000000 | PA      | $6652363.85   | 1.09%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3850000 | PA      | $4412368.21   | 0.72%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S+P500 EMINI FUT MAR26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         37 | NC      | $28494.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT MAR26                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        358 | NC      | $2286438.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | DAX INDEX FUTURE MAR26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         20 | NC      | $163420.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | MSCI WORLD INDEX MAR26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        500 | NC      | $1033579.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 IDX FUT MAR26                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         82 | NC      | $483998.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE MAR26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         96 | NC      | $22291.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT MAR26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         67 | NC      | $-203630.87   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | E-MINI RUSS 2000 MAR26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        142 | NC      | $316687.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT MAR26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         55 | NC      | $-66602.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | YEN DENOM NIKKEI MAR26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        142 | NC      | $382574.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                                        | Experian PLC                                                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       4189 | NS      | $158158.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                                        | Prysmian SpA                                                                          | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |      14855 | NS      | $1762813.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                         | Reckitt Benckiser Group PLC                                                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |       7430 | NS      | $619550.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                                  | Sompo Holdings Inc                                                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      96500 | NS      | $3327267.95   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                   | MDGH GMTN RSC Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     245000 | PA      | $184350.25    | 0.03%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                           | Argenx SE                                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        574 | NS      | $481041.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                             | Vestas Wind Systems A/S                                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      26312 | NS      | $800012.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                | Ryanair Holdings PLC                                                                  | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       9436 | NS      | $320932.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                              | Arch Capital Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       5300 | NS      | $509012.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                                           | Aptiv PLC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      37900 | NS      | $2870925.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                              | Trane Technologies PLC                                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      10309 | NS      | $4335759.22   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                           | Chubb Ltd                                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      14080 | NS      | $4358604.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                             | Mahindra & Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      85087 | NS      | $3216288.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer